| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2150770.2761 | 74192.1484 | -2224962.4245 | -179298.1655 | 11809729.2892 | -11989027.4546 |
| Total P&L (%) | -2150.7703 | 74.1921 | -2224.9624 | -179.2982 | 11809.7293 | -11989.0275 |
| Avg Daily Profit (%) | -1.0525 | 0.0363 | -1.0888 | 0 | 0.2342 | 0 |
| Buy And Hold Return (%) | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 |
| Max Trade Drawdown | -2193977 | -152904 | -2253723 | -20734888 | -5749215 | -18073190 |
| Profit Factor | 0.2379 | 1.2316 | 0.1107 | 0.9932 | 2.5392 | 0.3616 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 35 | 19 | 16 | 29 | 15 | 14 |
| Losing Trades | 28 | 12 | 16 | 34 | 16 | 18 |
| Profitability (%) | 55.5556 | 61.2903 | 50 | 46.0317 | 48.3871 | 43.75 |
| Ratio Avg Win / Avg Loss | 0.1903 | 0.7779 | 0.1107 | 1.1645 | 2.7085 | 0.465 |
| Largest Winning Trade | 124460 | 124460 | 64016 | 11735861 | 11735861 | 1861114 |
| Largest Losing Trade | -1589507 | -63368 | -1589507 | -5362987 | -4011132 | -5362987 |
| Avg Bars in Trades | 59 | 44 | 74 | 59 | 44 | 74 |
| Avg Bars in Winners | 26 | 26 | 26 | 77 | 61 | 94 |
| Avg Bars in Losers | 101 | 72 | 122 | 44 | 27 | 58 |
| Bars Traded | 3750 | 1367 | 2383 | 3750 | 1367 | 2383 |
| Profit Streak | 322.3918 | 386.3918 | 322.3918 | 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 | -730091 | -309412 | -580223 | -731654 | 344348 | -583240 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567468800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759008247673,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 156,
"offset": 0,
"multiplier": 3.96995
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 169,
"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": [
[
-2150770.2761227195,
74192.1484146768,
-2224962.4245373956,
-179298.165473818,
11809729.289155679,
-11989027.454629492
],
[
-2150.770276,
74.192148,
-2224.962425,
-179.298165,
11809.729289,
-11989.027455
],
[
-1.052493,
0.036306,
-1.0888,
0,
0.234183,
0
],
[
3696.959826,
3696.959826,
3696.959826,
3696.959826,
3696.959826,
3696.959826
],
[
-2193977,
-152904,
-2253723,
-20734888,
-5749215,
-18073190
],
[
0.237936,
1.23164,
0.110728,
0.993222,
2.539226,
0.361647
],
[
63,
31,
32,
63,
31,
32
],
[
35,
19,
16,
29,
15,
14
],
[
28,
12,
16,
34,
16,
18
],
[
55.555556,
61.290323,
50,
46.031746,
48.387097,
43.75
],
[
0.190349,
0.777878,
0.110728,
1.164467,
2.708507,
0.464975
],
[
124460,
124460,
64016,
11735861,
11735861,
1861114
],
[
-1589507,
-63368,
-1589507,
-5362987,
-4011132,
-5362987
],
[
59,
44,
74,
59,
44,
74
],
[
26,
26,
26,
77,
61,
94
],
[
101,
72,
122,
44,
27,
58
],
[
3750,
1367,
2383,
3750,
1367,
2383
],
[
322.391755,
386.391755,
322.391755,
0,
0,
0
],
[
2,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-730091,
-309412,
-580223,
-731654,
344348,
-583240
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567468800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759008247673,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 156,
"offset": 0,
"multiplier": 3.96995
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 169,
"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) |
|---|