| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2571556.3485 | 41295.3668 | -2612851.7153 | -111726.2736 | 39291688.9291 | -39403415.2026 |
| Total P&L (%) | -2571.5563 | 41.2954 | -2612.8517 | -111.7263 | 39291.6889 | -39403.4152 |
| Avg Daily Profit (%) | -1.2586 | 0.0202 | -1.2788 | 0 | 0.2929 | 0 |
| Buy And Hold Return (%) | 2723.5769 | 2723.5769 | 2723.5769 | 2723.5769 | 2723.5769 | 2723.5769 |
| Max Trade Drawdown | -2624622 | -179222 | -2662036 | -54518672 | -5182335 | -55520720 |
| Profit Factor | 0.2296 | 1.1059 | 0.1137 | 0.9983 | 5.6736 | 0.3162 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 49 | 23 | 26 | 37 | 18 | 19 |
| Losing Trades | 23 | 13 | 10 | 35 | 18 | 17 |
| Profitability (%) | 68.0556 | 63.8889 | 72.2222 | 51.3889 | 50 | 52.7778 |
| Ratio Avg Win / Avg Loss | 0.1077 | 0.6251 | 0.0437 | 0.9443 | 5.6736 | 0.2829 |
| Largest Winning Trade | 57240 | 57240 | 28793 | 28250724 | 28250724 | 10995174 |
| Largest Losing Trade | -1461897 | -78804 | -1461897 | -45905994 | -5182335 | -45905994 |
| Avg Bars in Trades | 110 | 117 | 103 | 110 | 117 | 103 |
| Avg Bars in Winners | 45 | 46 | 44 | 101 | 117 | 86 |
| Avg Bars in Losers | 249 | 243 | 256 | 119 | 117 | 121 |
| Bars Traded | 7951 | 4236 | 3715 | 7951 | 4236 | 3715 |
| Profit Streak | 0 | 401.3873 | 0 | 320.8873 | 0 | 386.6373 |
| Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -661937 | -434546 | -577899 | -663788 | 616271 | -579456 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562954400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758921464379,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 100,
"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": [
[
-2571556.3485438856,
41295.3668044042,
-2612851.71534829,
-111726.2735950927,
39291688.92905129,
-39403415.2026464
],
[
-2571.556349,
41.295367,
-2612.851715,
-111.726274,
39291.688929,
-39403.415203
],
[
-1.258562,
0.020211,
-1.278772,
0,
0.29291,
0
],
[
2723.576908,
2723.576908,
2723.576908,
2723.576908,
2723.576908,
2723.576908
],
[
-2624622,
-179222,
-2662036,
-54518672,
-5182335,
-55520720
],
[
0.22955,
1.105929,
0.113655,
0.998308,
5.67359,
0.316156
],
[
72,
36,
36,
72,
36,
36
],
[
49,
23,
26,
37,
18,
19
],
[
23,
13,
10,
35,
18,
17
],
[
68.055556,
63.888889,
72.222222,
51.388889,
50,
52.777778
],
[
0.107748,
0.62509,
0.043714,
0.944345,
5.67359,
0.282876
],
[
57240,
57240,
28793,
28250724,
28250724,
10995174
],
[
-1461897,
-78804,
-1461897,
-45905994,
-5182335,
-45905994
],
[
110,
117,
103,
110,
117,
103
],
[
45,
46,
44,
101,
117,
86
],
[
249,
243,
256,
119,
117,
121
],
[
7951,
4236,
3715,
7951,
4236,
3715
],
[
0,
401.387319,
0,
320.887319,
0,
386.637319
],
[
0,
2,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-661937,
-434546,
-577899,
-663788,
616271,
-579456
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562954400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758921464379,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 100,
"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) |
|---|