| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2568404.0582 | 69598.1881 | -2638002.2463 | -119639.4543 | 96757405.9175 | -96877045.3717 |
| Total P&L (%) | -2568.4041 | 69.5982 | -2638.0022 | -119.6395 | 96757.4059 | -96877.0454 |
| Avg Daily Profit (%) | -1.2569 | 0.0341 | -1.2909 | 0 | 0.337 | 0 |
| Buy And Hold Return (%) | 3844.7265 | 3844.7265 | 3844.7265 | 3844.7265 | 3844.7265 | 3844.7265 |
| Max Trade Drawdown | -2735969 | -141896 | -2728752 | -136185087 | -8026465 | -132388423 |
| Profit Factor | 0.2267 | 1.1928 | 0.1088 | 0.9993 | 6.5812 | 0.3352 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 45 | 23 | 22 | 43 | 19 | 24 |
| Losing Trades | 36 | 17 | 19 | 38 | 21 | 17 |
| Profitability (%) | 55.5556 | 57.5 | 53.6585 | 53.0864 | 47.5 | 58.5366 |
| Ratio Avg Win / Avg Loss | 0.1813 | 0.8816 | 0.094 | 0.8831 | 7.2739 | 0.2375 |
| Largest Winning Trade | 134784 | 134784 | 59678 | 83274226 | 83274226 | 17134349 |
| Largest Losing Trade | -1470196 | -82398 | -1470196 | -126540864 | -5060671 | -126540864 |
| Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
| Avg Bars in Winners | 21 | 22 | 20 | 52 | 66 | 40 |
| Avg Bars in Losers | 77 | 86 | 70 | 39 | 33 | 46 |
| Bars Traded | 3757 | 1982 | 1774 | 3757 | 1982 | 1774 |
| Profit Streak | 311.2876 | 401.2876 | 311.2876 | 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 | -595368 | -320959 | -579680 | -596655 | 604557 | -579635 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567728000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759258451961,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 175,
"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": [
[
-2568404.0582226384,
69598.1880576117,
-2638002.24628025,
-119639.454252113,
96757405.91747975,
-96877045.37173182
],
[
-2568.404058,
69.598188,
-2638.002246,
-119.639454,
96757.405917,
-96877.045372
],
[
-1.256865,
0.034058,
-1.290924,
0,
0.33704,
0
],
[
3844.726452,
3844.726452,
3844.726452,
3844.726452,
3844.726452,
3844.726452
],
[
-2735969,
-141896,
-2728752,
-136185087,
-8026465,
-132388423
],
[
0.226655,
1.192788,
0.108829,
0.999266,
6.58115,
0.335225
],
[
81,
40,
41,
81,
40,
41
],
[
45,
23,
22,
43,
19,
24
],
[
36,
17,
19,
38,
21,
17
],
[
55.555556,
57.5,
53.658537,
53.08642,
47.5,
58.536585
],
[
0.181324,
0.881626,
0.093989,
0.883073,
7.273903,
0.237451
],
[
134784,
134784,
59678,
83274226,
83274226,
17134349
],
[
-1470196,
-82398,
-1470196,
-126540864,
-5060671,
-126540864
],
[
46,
49,
43,
46,
49,
43
],
[
21,
22,
20,
52,
66,
40
],
[
77,
86,
70,
39,
33,
46
],
[
3757,
1982,
1774,
3757,
1982,
1774
],
[
311.287638,
401.287638,
311.287638,
0,
0,
0
],
[
2,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-595368,
-320959,
-579680,
-596655,
604557,
-579635
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567728000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759258451961,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 175,
"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) |
|---|