| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2694803.3188 | 19431.4097 | -2714234.7285 | -97845.7857 | 12820741.7747 | -12918587.5604 |
| Total P&L (%) | -2694.8033 | 19.4314 | -2714.2347 | -97.8458 | 12820.7418 | -12918.5876 |
| Avg Daily Profit (%) | -1.3187 | 0.0095 | -1.3282 | -0.1876 | 0.2382 | 0 |
| Buy And Hold Return (%) | 4690.411 | 4690.411 | 4690.411 | 4690.411 | 4690.411 | 4690.411 |
| Max Trade Drawdown | -2764268 | -162919 | -2761083 | -20436138 | -3823480 | -19633789 |
| Profit Factor | 0.209 | 1.0522 | 0.1056 | 0.9963 | 3.0936 | 0.3592 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 56 | 27 | 29 | 48 | 25 | 23 |
| Losing Trades | 21 | 11 | 10 | 29 | 13 | 16 |
| Profitability (%) | 72.7273 | 71.0526 | 74.359 | 62.3377 | 65.7895 | 58.9744 |
| Ratio Avg Win / Avg Loss | 0.0784 | 0.4287 | 0.0364 | 0.6019 | 1.6087 | 0.2499 |
| Largest Winning Trade | 50642 | 50642 | 21259 | 10881977 | 10881977 | 4898001 |
| Largest Losing Trade | -1534111 | -77364 | -1534111 | -14962349 | -2777900 | -14962349 |
| Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
| Avg Bars in Winners | 18 | 16 | 19 | 34 | 39 | 29 |
| Avg Bars in Losers | 131 | 135 | 125 | 72 | 74 | 71 |
| Bars Traded | 3761 | 1939 | 1822 | 3761 | 1939 | 1822 |
| Profit Streak | 281.7876 | 404.2876 | 281.7876 | 281.7876 | 404.2876 | 281.7876 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -622862 | -506570 | -577011 | -624209 | 517107 | -579005 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1569153600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759258451513,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 102,
"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": [
[
-2694803.318841302,
19431.4097016913,
-2714234.7285429933,
-97845.78566014,
12820741.774736714,
-12918587.560396852
],
[
-2694.803319,
19.43141,
-2714.234729,
-97.845786,
12820.741775,
-12918.58756
],
[
-1.31872,
0.009509,
-1.328228,
-0.187626,
0.23818,
0
],
[
4690.410959,
4690.410959,
4690.410959,
4690.410959,
4690.410959,
4690.410959
],
[
-2764268,
-162919,
-2761083,
-20436138,
-3823480,
-19633789
],
[
0.20903,
1.05219,
0.105583,
0.996277,
3.093619,
0.359181
],
[
77,
38,
39,
77,
38,
39
],
[
56,
27,
29,
48,
25,
23
],
[
21,
11,
10,
29,
13,
16
],
[
72.727273,
71.052632,
74.358974,
62.337662,
65.789474,
58.974359
],
[
0.078386,
0.42867,
0.036408,
0.601918,
1.608682,
0.249865
],
[
50642,
50642,
21259,
10881977,
10881977,
4898001
],
[
-1534111,
-77364,
-1534111,
-14962349,
-2777900,
-14962349
],
[
48,
51,
46,
48,
51,
46
],
[
18,
16,
19,
34,
39,
29
],
[
131,
135,
125,
72,
74,
71
],
[
3761,
1939,
1822,
3761,
1939,
1822
],
[
281.787633,
404.287633,
281.787633,
281.787633,
404.287633,
281.787633
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-622862,
-506570,
-577011,
-624209,
517107,
-579005
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1569153600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759258451513,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 102,
"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) |
|---|