| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3089073.4416 | -18183.9819 | -3070889.4597 | -98416.4527 | 39054863.7482 | -39153280.2009 |
| Total P&L (%) | -3089.0734 | -18.184 | -3070.8895 | -98.4165 | 39054.8637 | -39153.2802 |
| Avg Daily Profit (%) | -1.5123 | -0.0089 | -1.5034 | -0.2027 | 0.2927 | 0 |
| Buy And Hold Return (%) | 2458.1565 | 2458.1565 | 2458.1565 | 2458.1565 | 2458.1565 | 2458.1565 |
| Max Trade Drawdown | -3241681 | -211009 | -3157922 | -56892912 | -8196698 | -54003252 |
| Profit Factor | 0.1929 | 0.9598 | 0.0901 | 0.9985 | 4.9423 | 0.2875 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 54 | 25 | 29 | 50 | 26 | 24 |
| Losing Trades | 26 | 15 | 11 | 30 | 14 | 16 |
| Profitability (%) | 67.5 | 62.5 | 72.5 | 62.5 | 65 | 60 |
| Ratio Avg Win / Avg Loss | 0.0929 | 0.5759 | 0.0342 | 0.5991 | 2.6612 | 0.1916 |
| Largest Winning Trade | 51131 | 51131 | 27185 | 22247549 | 22247549 | 7804903 |
| Largest Losing Trade | -1719198 | -75736 | -1719198 | -47398541 | -8196698 | -47398541 |
| Avg Bars in Trades | 149 | 162 | 136 | 149 | 162 | 136 |
| Avg Bars in Winners | 68 | 64 | 71 | 111 | 129 | 91 |
| Avg Bars in Losers | 318 | 324 | 309 | 212 | 222 | 203 |
| Bars Traded | 11949 | 6486 | 5463 | 11949 | 6486 | 5463 |
| Profit Streak | 0 | 414.2889 | 0 | 0 | 414.2889 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -602009 | -577789 | -577833 | -602657 | 716213 | -579453 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1561795200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759877759696,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 110,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-3089073.441596301,
-18183.9819272188,
-3070889.4596690824,
-98416.4526556013,
39054863.74823908,
-39153280.20089468
],
[
-3089.073442,
-18.183982,
-3070.88946,
-98.416453,
39054.863748,
-39153.280201
],
[
-1.512272,
-0.008902,
-1.50337,
-0.20274,
0.292697,
0
],
[
2458.156547,
2458.156547,
2458.156547,
2458.156547,
2458.156547,
2458.156547
],
[
-3241681,
-211009,
-3157922,
-56892912,
-8196698,
-54003252
],
[
0.192924,
0.959811,
0.090113,
0.998483,
4.942256,
0.287455
],
[
80,
40,
40,
80,
40,
40
],
[
54,
25,
29,
50,
26,
24
],
[
26,
15,
11,
30,
14,
16
],
[
67.5,
62.5,
72.5,
62.5,
65,
60
],
[
0.09289,
0.575887,
0.034181,
0.59909,
2.661215,
0.191637
],
[
51131,
51131,
27185,
22247549,
22247549,
7804903
],
[
-1719198,
-75736,
-1719198,
-47398541,
-8196698,
-47398541
],
[
149,
162,
136,
149,
162,
136
],
[
68,
64,
71,
111,
129,
91
],
[
318,
324,
309,
212,
222,
203
],
[
11949,
6486,
5463,
11949,
6486,
5463
],
[
0,
414.288885,
0,
0,
414.288885,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-602009,
-577789,
-577833,
-602657,
716213,
-579453
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1561795200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759877759696,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 110,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|