| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2425235.9192 | 2563186.951 | -137951.0318 | -240133.3065 | 12947246.8697 | -13187380.1761 |
| Total P&L (%) | 2425.2359 | 2563.187 | -137.951 | -240.1333 | 12947.2469 | -13187.3802 |
| Avg Daily Profit (%) | 1.187 | 1.2545 | -0.0675 | 0 | 0.2387 | 0 |
| Buy And Hold Return (%) | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 | 3982.8955 |
| Max Trade Drawdown | -282635 | -157521 | -252000 | -16778146 | -1817671 | -15907906 |
| Profit Factor | 4.0529 | 9.9206 | 0.7279 | 0.987 | 7.0689 | 0.1925 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 30 | 16 | 14 | 53 | 25 | 28 |
| Losing Trades | 53 | 26 | 27 | 30 | 17 | 13 |
| Profitability (%) | 36.1446 | 38.0952 | 34.1463 | 63.8554 | 59.5238 | 68.2927 |
| Ratio Avg Win / Avg Loss | 7.1601 | 16.121 | 1.4039 | 0.5587 | 4.8068 | 0.0894 |
| Largest Winning Trade | 1532674 | 1532674 | 84517 | 13646229 | 13646229 | 1915935 |
| Largest Losing Trade | -107852 | -28048 | -107852 | -15678045 | -1802040 | -15678045 |
| Avg Bars in Trades | 90 | 89 | 90 | 90 | 89 | 90 |
| Avg Bars in Winners | 191 | 196 | 184 | 65 | 68 | 62 |
| Avg Bars in Losers | 32 | 23 | 41 | 133 | 120 | 150 |
| Bars Traded | 7480 | 3767 | 3712 | 7480 | 3767 | 3712 |
| Profit Streak | 309.2672 | 378.0172 | 0 | 0 | 0 | 388.2672 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151253 | -147311 | -585240 | -579981 | 550306 | -577030 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565395200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758932687790,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 240,
"na": 0.2,
"nb": 0.15722,
"nc": 0.1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.3172,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
2425235.919226386,
2563186.9509769497,
-137951.0317505633,
-240133.3064524416,
12947246.869675351,
-13187380.176127784
],
[
2425.235919,
2563.186951,
-137.951032,
-240.133306,
12947.24687,
-13187.380176
],
[
1.18695,
1.254466,
-0.067515,
0,
0.238687,
0
],
[
3982.895505,
3982.895505,
3982.895505,
3982.895505,
3982.895505,
3982.895505
],
[
-282635,
-157521,
-252000,
-16778146,
-1817671,
-15907906
],
[
4.052886,
9.920586,
0.727947,
0.986995,
7.068892,
0.192542
],
[
83,
42,
41,
83,
42,
41
],
[
30,
16,
14,
53,
25,
28
],
[
53,
26,
27,
30,
17,
13
],
[
36.144578,
38.095238,
34.146341,
63.855422,
59.52381,
68.292683
],
[
7.160098,
16.120953,
1.403897,
0.558677,
4.806847,
0.089395
],
[
1532674,
1532674,
84517,
13646229,
13646229,
1915935
],
[
-107852,
-28048,
-107852,
-15678045,
-1802040,
-15678045
],
[
90,
89,
90,
90,
89,
90
],
[
191,
196,
184,
65,
68,
62
],
[
32,
23,
41,
133,
120,
150
],
[
7480,
3767,
3712,
7480,
3767,
3712
],
[
309.26722,
378.01722,
0,
0,
0,
388.26722
],
[
1,
2,
0,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151253,
-147311,
-585240,
-579981,
550306,
-577030
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565395200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758932687790,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 240,
"na": 0.2,
"nb": 0.15722,
"nc": 0.1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.3172,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|