| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2810362.8565 | -2780.5973 | -2807582.2592 | -265362.4737 | 65431216.7474 | -65696579.2211 |
| Total P&L (%) | -2810.3629 | -2.7806 | -2807.5823 | -265.3625 | 65431.2167 | -65696.5792 |
| Avg Daily Profit (%) | -1.3753 | -0.0014 | -1.3739 | 0 | 0.3179 | 0 |
| Buy And Hold Return (%) | 4447.4642 | 4447.4642 | 4447.4642 | 4447.4642 | 4447.4642 | 4447.4642 |
| Max Trade Drawdown | -2930398 | -90685 | -2890251 | -140252709 | -39634324 | -114318210 |
| Profit Factor | 0.1666 | 0.9904 | 0.0891 | 0.9984 | 2.2404 | 0.4363 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 68 | 32 | 36 | 36 | 17 | 19 |
| Losing Trades | 21 | 12 | 9 | 53 | 27 | 26 |
| Profitability (%) | 76.4045 | 72.7273 | 80 | 40.4494 | 38.6364 | 42.2222 |
| Ratio Avg Win / Avg Loss | 0.0515 | 0.3714 | 0.0223 | 1.4699 | 3.5583 | 0.5971 |
| Largest Winning Trade | 30424 | 30424 | 19116 | 104724146 | 104724146 | 34607665 |
| Largest Losing Trade | -1677369 | -83745 | -1677369 | -67095325 | -14924388 | -67095325 |
| Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
| Avg Bars in Winners | 11 | 11 | 11 | 62 | 76 | 49 |
| Avg Bars in Losers | 140 | 135 | 147 | 28 | 25 | 31 |
| Bars Traded | 3756 | 1998 | 1758 | 3756 | 1998 | 1758 |
| Profit Streak | 282.113 | 401.113 | 282.113 | 0 | 0 | 0 |
| Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575871 | -576433 | -576234 | -582587 | 322145 | -583736 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1568894400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759027363007,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 202,
"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": [
[
-2810362.8565362548,
-2780.5972993002,
-2807582.259236955,
-265362.47365009,
65431216.74744805,
-65696579.22109813
],
[
-2810.362857,
-2.780597,
-2807.582259,
-265.362474,
65431.216747,
-65696.579221
],
[
-1.375269,
-0.001361,
-1.373909,
0,
0.317857,
0
],
[
4447.464239,
4447.464239,
4447.464239,
4447.464239,
4447.464239,
4447.464239
],
[
-2930398,
-90685,
-2890251,
-140252709,
-39634324,
-114318210
],
[
0.166628,
0.990409,
0.089144,
0.998433,
2.24041,
0.436333
],
[
89,
44,
45,
89,
44,
45
],
[
68,
32,
36,
36,
17,
19
],
[
21,
12,
9,
53,
27,
26
],
[
76.404494,
72.727273,
80,
40.449438,
38.636364,
42.222222
],
[
0.051459,
0.371403,
0.022286,
1.469915,
3.558299,
0.597087
],
[
30424,
30424,
19116,
104724146,
104724146,
34607665
],
[
-1677369,
-83745,
-1677369,
-67095325,
-14924388,
-67095325
],
[
42,
45,
39,
42,
45,
39
],
[
11,
11,
11,
62,
76,
49
],
[
140,
135,
147,
28,
25,
31
],
[
3756,
1998,
1758,
3756,
1998,
1758
],
[
282.112998,
401.112998,
282.112998,
0,
0,
0
],
[
2,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575871,
-576433,
-576234,
-582587,
322145,
-583736
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1568894400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759027363007,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 202,
"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) |
|---|