Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3770394.5051 | -97989.187 | -3672405.3181 | -95776.9824 | 36472222.4211 | -36567999.4034 |
Total P&L (%) | -3770.3945 | -97.9892 | -3672.4053 | -95.777 | 36472.2224 | -36567.9994 |
Avg Daily Profit (%) | -1.8458 | -0.048 | -1.7978 | -0.1548 | 0.2893 | 0 |
Buy And Hold Return (%) | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 |
Max Trade Drawdown | -3916555 | -212505 | -3776445 | -52760918 | -11049385 | -49781255 |
Profit Factor | 0.1736 | 0.8048 | 0.0956 | 0.9987 | 2.7573 | 0.3314 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 163 | 76 | 87 | 125 | 56 | 69 |
Losing Trades | 52 | 31 | 21 | 90 | 51 | 39 |
Profitability (%) | 75.814 | 71.028 | 80.5556 | 58.1395 | 52.3364 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.0554 | 0.3283 | 0.0231 | 0.7191 | 2.5111 | 0.1873 |
Largest Winning Trade | 30229 | 30229 | 24522 | 29058680 | 29058680 | 9668308 |
Largest Losing Trade | -2064535 | -79336 | -2064535 | -34952391 | -5493876 | -34952391 |
Avg Bars in Trades | 55 | 56 | 53 | 55 | 56 | 53 |
Avg Bars in Winners | 18 | 17 | 19 | 43 | 49 | 37 |
Avg Bars in Losers | 170 | 151 | 197 | 71 | 63 | 82 |
Bars Traded | 11844 | 6020 | 5824 | 11844 | 6020 | 5824 |
Profit Streak | 296.3728 | 418.5395 | 296.3728 | 296.3728 | 418.5395 | 296.3728 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575338 | -576611 | -576235 | -577629 | 559030 | -578656 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563163200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760245010245, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.73082 } } }
{ "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": [ [ -3770394.5051204176, -97989.1869798531, -3672405.318140565, -95776.9823802483, 36472222.42106639, -36567999.40344665 ], [ -3770.394505, -97.989187, -3672.405318, -95.776982, 36472.222421, -36567.999403 ], [ -1.845817, -0.047971, -1.797846, -0.154806, 0.289347, 0 ], [ 3252.82838, 3252.82838, 3252.82838, 3252.82838, 3252.82838, 3252.82838 ], [ -3916555, -212505, -3776445, -52760918, -11049385, -49781255 ], [ 0.173645, 0.804847, 0.095593, 0.998731, 2.757278, 0.331423 ], [ 215, 107, 108, 215, 107, 108 ], [ 163, 76, 87, 125, 56, 69 ], [ 52, 31, 21, 90, 51, 39 ], [ 75.813953, 71.028037, 80.555556, 58.139535, 52.336449, 63.888889 ], [ 0.055396, 0.328293, 0.023074, 0.719086, 2.511093, 0.187326 ], [ 30229, 30229, 24522, 29058680, 29058680, 9668308 ], [ -2064535, -79336, -2064535, -34952391, -5493876, -34952391 ], [ 55, 56, 53, 55, 56, 53 ], [ 18, 17, 19, 43, 49, 37 ], [ 170, 151, 197, 71, 63, 82 ], [ 11844, 6020, 5824, 11844, 6020, 5824 ], [ 296.372804, 418.53947, 296.372804, 296.372804, 418.53947, 296.372804 ], [ 2, 8, 1, 2, 8, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575338, -576611, -576235, -577629, 559030, -578656 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563163200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760245010245, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.73082 } } }
# | 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) |
---|