| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2356243.3839 | -28106.2327 | -2328137.1512 | -94171.2149 | -9213593.5396 | 9119422.3247 |
| Total P&L (%) | -2356.2434 | -28.1062 | -2328.1372 | -94.1712 | -9213.5935 | 9119.4223 |
| Avg Daily Profit (%) | -1.1535 | -0.0138 | -1.1398 | -0.1391 | 0 | 0.2217 |
| Buy And Hold Return (%) | 3277.1125 | 3277.1125 | 3277.1125 | 3277.1125 | 3277.1125 | 3277.1125 |
| Max Trade Drawdown | -2403813 | -145692 | -2408850 | -14096386 | -12665847 | -1938239 |
| Profit Factor | 0.2359 | 0.9249 | 0.1407 | 0.9946 | 0.3386 | 3.6485 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 49 | 21 | 28 | 45 | 18 | 27 |
| Losing Trades | 35 | 21 | 14 | 39 | 24 | 15 |
| Profitability (%) | 58.3333 | 50 | 66.6667 | 53.5714 | 42.8571 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.1685 | 0.9249 | 0.0703 | 0.862 | 0.4515 | 2.0269 |
| Largest Winning Trade | 69345 | 62915 | 69345 | 6217288 | 2272801 | 6217288 |
| Largest Losing Trade | -1296017 | -86187 | -1296017 | -12153988 | -12153988 | -1043770 |
| Avg Bars in Trades | 141 | 146 | 137 | 141 | 146 | 137 |
| Avg Bars in Winners | 65 | 74 | 58 | 98 | 104 | 94 |
| Avg Bars in Losers | 249 | 218 | 295 | 192 | 178 | 214 |
| Bars Traded | 11918 | 6157 | 5761 | 11918 | 6157 | 5761 |
| Profit Streak | 307.2818 | 0 | 314.1151 | 307.2818 | 0 | 314.1151 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578885 | -580734 | -577986 | -579502 | -583512 | 511402 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563753600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758797147832,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 70,
"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": [
[
-2356243.3839357984,
-28106.2327027324,
-2328137.1512330663,
-94171.2149199969,
-9213593.539577631,
9119422.324657634
],
[
-2356.243384,
-28.106233,
-2328.137151,
-94.171215,
-9213.59354,
9119.422325
],
[
-1.153512,
-0.01376,
-1.139752,
-0.139053,
0,
0.221715
],
[
3277.112506,
3277.112506,
3277.112506,
3277.112506,
3277.112506,
3277.112506
],
[
-2403813,
-145692,
-2408850,
-14096386,
-12665847,
-1938239
],
[
0.23588,
0.924916,
0.140679,
0.99458,
0.338611,
3.648462
],
[
84,
42,
42,
84,
42,
42
],
[
49,
21,
28,
45,
18,
27
],
[
35,
21,
14,
39,
24,
15
],
[
58.333333,
50,
66.666667,
53.571429,
42.857143,
64.285714
],
[
0.168486,
0.924916,
0.070339,
0.861969,
0.451481,
2.026923
],
[
69345,
62915,
69345,
6217288,
2272801,
6217288
],
[
-1296017,
-86187,
-1296017,
-12153988,
-12153988,
-1043770
],
[
141,
146,
137,
141,
146,
137
],
[
65,
74,
58,
98,
104,
94
],
[
249,
218,
295,
192,
178,
214
],
[
11918,
6157,
5761,
11918,
6157,
5761
],
[
307.281804,
0,
314.115137,
307.281804,
0,
314.115137
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578885,
-580734,
-577986,
-579502,
-583512,
511402
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563753600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758797147832,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 70,
"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) |
|---|