Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3356843.4402 | -143694.1777 | -3213149.2626 | -114973.6449 | 43832244.9655 | -43947218.6104 |
Total P&L (%) | -3356.8434 | -143.6942 | -3213.1493 | -114.9736 | 43832.245 | -43947.2186 |
Avg Daily Profit (%) | -1.6429 | -0.0703 | -1.5726 | 0 | 0.2983 | 0 |
Buy And Hold Return (%) | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 |
Max Trade Drawdown | -3406297 | -189224 | -3247584 | -70985870 | -8511287 | -67937559 |
Profit Factor | 0.1328 | 0.6353 | 0.0758 | 0.9986 | 4.0565 | 0.3668 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 26 | 29 | 35 | 17 | 18 |
Losing Trades | 35 | 19 | 16 | 55 | 28 | 27 |
Profitability (%) | 61.1111 | 57.7778 | 64.4444 | 38.8889 | 37.7778 | 40 |
Ratio Avg Win / Avg Loss | 0.0845 | 0.4642 | 0.0418 | 1.5693 | 6.6812 | 0.5501 |
Largest Winning Trade | 42777 | 42777 | 36388 | 36251796 | 36251796 | 16270199 |
Largest Losing Trade | -1425638 | -79079 | -1425638 | -56782120 | -5505531 | -56782120 |
Avg Bars in Trades | 88 | 95 | 81 | 88 | 95 | 81 |
Avg Bars in Winners | 37 | 38 | 36 | 114 | 134 | 95 |
Avg Bars in Losers | 167 | 172 | 162 | 71 | 70 | 71 |
Bars Traded | 7939 | 4278 | 3661 | 7939 | 4278 | 3661 |
Profit Streak | 0 | 395.142 | 0 | 312.392 | 0 | 314.892 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579097 | -578306 | -578839 | -581493 | 406567 | -584013 |
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563775200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759289068947, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 166, "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": [ [ -3356843.440235715, -143694.1776852013, -3213149.2625505147, -114973.6449278021, 43832244.96547758, -43947218.61040538 ], [ -3356.84344, -143.694178, -3213.149263, -114.973645, 43832.244965, -43947.21861 ], [ -1.642894, -0.070326, -1.572568, 0, 0.298265, 0 ], [ 3160.606061, 3160.606061, 3160.606061, 3160.606061, 3160.606061, 3160.606061 ], [ -3406297, -189224, -3247584, -70985870, -8511287, -67937559 ], [ 0.13276, 0.635253, 0.075823, 0.998627, 4.056453, 0.366753 ], [ 90, 45, 45, 90, 45, 45 ], [ 55, 26, 29, 35, 17, 18 ], [ 35, 19, 16, 55, 28, 27 ], [ 61.111111, 57.777778, 64.444444, 38.888889, 37.777778, 40 ], [ 0.084484, 0.464224, 0.041833, 1.569271, 6.681216, 0.55013 ], [ 42777, 42777, 36388, 36251796, 36251796, 16270199 ], [ -1425638, -79079, -1425638, -56782120, -5505531, -56782120 ], [ 88, 95, 81, 88, 95, 81 ], [ 37, 38, 36, 114, 134, 95 ], [ 167, 172, 162, 71, 70, 71 ], [ 7939, 4278, 3661, 7939, 4278, 3661 ], [ 0, 395.142002, 0, 312.392002, 0, 314.892002 ], [ 0, 6, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579097, -578306, -578839, -581493, 406567, -584013 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563775200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759289068947, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 166, "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) |
---|