| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2401377.4901 | 69834.2574 | -2471211.7474 | -78667.2501 | 32371478.0015 | -32450145.2515 |
| Total P&L (%) | -2401.3775 | 69.8343 | -2471.2117 | -78.6673 | 32371.478 | -32450.1453 |
| Avg Daily Profit (%) | -1.1751 | 0.0342 | -1.2093 | -0.0756 | 0.2834 | 0 |
| Buy And Hold Return (%) | 2915.9552 | 2915.9552 | 2915.9552 | 2915.9552 | 2915.9552 | 2915.9552 |
| Max Trade Drawdown | -2539584 | -172807 | -2525851 | -47912122 | -6194237 | -48828406 |
| Profit Factor | 0.2408 | 1.2007 | 0.1221 | 0.9987 | 4.5668 | 0.3552 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 51 | 25 | 26 | 45 | 24 | 21 |
| Losing Trades | 24 | 12 | 12 | 30 | 13 | 17 |
| Profitability (%) | 68 | 67.5676 | 68.4211 | 60 | 64.8649 | 55.2632 |
| Ratio Avg Win / Avg Loss | 0.1133 | 0.5763 | 0.0564 | 0.6658 | 2.4737 | 0.2875 |
| Largest Winning Trade | 41534 | 41534 | 23201 | 24673341 | 24673341 | 11370120 |
| Largest Losing Trade | -1278182 | -75660 | -1278182 | -40473713 | -4669645 | -40473713 |
| Avg Bars in Trades | 50 | 52 | 47 | 50 | 52 | 47 |
| Avg Bars in Winners | 22 | 21 | 23 | 33 | 38 | 28 |
| Avg Bars in Losers | 109 | 118 | 100 | 74 | 79 | 71 |
| Bars Traded | 3767 | 1957 | 1809 | 3767 | 1957 | 1809 |
| Profit Streak | 0 | 413.3983 | 0 | 0 | 413.3983 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -639444 | -311567 | -578377 | -640481 | 702663 | -580082 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564747200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760088813082,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 106,
"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": [
[
-2401377.4900722755,
69834.2573764098,
-2471211.747448685,
-78667.2500700952,
32371478.00147128,
-32450145.251541384
],
[
-2401.37749,
69.834257,
-2471.211747,
-78.66725,
32371.478001,
-32450.145252
],
[
-1.17513,
0.034174,
-1.209304,
-0.075573,
0.283393,
0
],
[
2915.955153,
2915.955153,
2915.955153,
2915.955153,
2915.955153,
2915.955153
],
[
-2539584,
-172807,
-2525851,
-47912122,
-6194237,
-48828406
],
[
0.240796,
1.200695,
0.122145,
0.998676,
4.566836,
0.355173
],
[
75,
37,
38,
75,
37,
38
],
[
51,
25,
26,
45,
24,
21
],
[
24,
12,
12,
30,
13,
17
],
[
68,
67.567568,
68.421053,
60,
64.864865,
55.263158
],
[
0.113316,
0.576333,
0.056375,
0.665784,
2.473703,
0.287521
],
[
41534,
41534,
23201,
24673341,
24673341,
11370120
],
[
-1278182,
-75660,
-1278182,
-40473713,
-4669645,
-40473713
],
[
50,
52,
47,
50,
52,
47
],
[
22,
21,
23,
33,
38,
28
],
[
109,
118,
100,
74,
79,
71
],
[
3767,
1957,
1809,
3767,
1957,
1809
],
[
0,
413.3983,
0,
0,
413.3983,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-639444,
-311567,
-578377,
-640481,
702663,
-580082
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564747200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760088813082,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 106,
"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) |
|---|