| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2581121.9424 | 28679.7965 | -2609801.7389 | -35781.7222 | 46833082.0534 | -46868863.7756 |
| Total P&L (%) | -2581.1219 | 28.6798 | -2609.8017 | -35.7817 | 46833.0821 | -46868.8638 |
| Avg Daily Profit (%) | -1.2631 | 0.014 | -1.2771 | -0.0217 | 0.3015 | 0 |
| Buy And Hold Return (%) | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 |
| Max Trade Drawdown | -2674679 | -143013 | -2687364 | -69799157 | -9531474 | -77052451 |
| Profit Factor | 0.2541 | 1.0661 | 0.1377 | 0.9996 | 3.5303 | 0.4172 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 56 | 26 | 30 | 52 | 24 | 28 |
| Losing Trades | 35 | 19 | 16 | 39 | 21 | 18 |
| Profitability (%) | 61.5385 | 57.7778 | 65.2174 | 57.1429 | 53.3333 | 60.8696 |
| Ratio Avg Win / Avg Loss | 0.1588 | 0.7791 | 0.0734 | 0.7497 | 3.089 | 0.2682 |
| Largest Winning Trade | 59879 | 59879 | 37700 | 27658586 | 27658586 | 22608792 |
| Largest Losing Trade | -1515894 | -69729 | -1515894 | -65947209 | -4946874 | -65947209 |
| Avg Bars in Trades | 43 | 44 | 41 | 43 | 44 | 41 |
| Avg Bars in Winners | 23 | 24 | 22 | 43 | 52 | 35 |
| Avg Bars in Losers | 76 | 73 | 79 | 43 | 36 | 52 |
| Bars Traded | 3948 | 2019 | 1928 | 3948 | 2019 | 1928 |
| Profit Streak | 276.032 | 0 | 281.032 | 276.032 | 0 | 281.032 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578450 | -488292 | -578143 | -579020 | 580332 | -578706 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564228800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759020360830,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 82,
"offset": 0,
"multiplier": 1.60975
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 94,
"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": [
[
-2581121.9423816716,
28679.7964926773,
-2609801.7388743497,
-35781.7221686169,
46833082.053415544,
-46868863.775584154
],
[
-2581.121942,
28.679796,
-2609.801739,
-35.781722,
46833.082053,
-46868.863776
],
[
-1.263089,
0.014035,
-1.277123,
-0.02167,
0.301472,
0
],
[
2706.581059,
2706.581059,
2706.581059,
2706.581059,
2706.581059,
2706.581059
],
[
-2674679,
-143013,
-2687364,
-69799157,
-9531474,
-77052451
],
[
0.254093,
1.066089,
0.137661,
0.999638,
3.530325,
0.417179
],
[
91,
45,
46,
91,
45,
46
],
[
56,
26,
30,
52,
24,
28
],
[
35,
19,
16,
39,
21,
18
],
[
61.538462,
57.777778,
65.217391,
57.142857,
53.333333,
60.869565
],
[
0.158808,
0.779065,
0.073419,
0.749729,
3.089034,
0.268187
],
[
59879,
59879,
37700,
27658586,
27658586,
22608792
],
[
-1515894,
-69729,
-1515894,
-65947209,
-4946874,
-65947209
],
[
43,
44,
41,
43,
44,
41
],
[
23,
24,
22,
43,
52,
35
],
[
76,
73,
79,
43,
36,
52
],
[
3948,
2019,
1928,
3948,
2019,
1928
],
[
276.031954,
0,
281.031954,
276.031954,
0,
281.031954
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578450,
-488292,
-578143,
-579020,
580332,
-578706
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564228800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759020360830,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 82,
"offset": 0,
"multiplier": 1.60975
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 94,
"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) |
|---|