Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1133952.474 | 243273.6089 | -1377226.0829 | 1486973.9058 | -24693975.055 | 26180948.9607 |
Total P&L (%) | -1133.9525 | 243.2736 | -1377.2261 | 1486.9739 | -24693.9751 | 26180.949 |
Avg Daily Profit (%) | -0.555 | 0.1191 | -0.674 | 0.1354 | 0 | 0.273 |
Buy And Hold Return (%) | 4175.0611 | 4175.0611 | 4175.0611 | 4175.0611 | 4175.0611 | 4175.0611 |
Max Trade Drawdown | -1196380 | -89012 | -1416632 | -63241387 | -54408663 | -21091279 |
Profit Factor | 0.4422 | 1.8014 | 0.2036 | 1.0147 | 0.6339 | 1.774 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 53 | 28 | 25 | 51 | 27 | 24 |
Losing Trades | 26 | 11 | 15 | 28 | 12 | 16 |
Profitability (%) | 67.0886 | 71.7949 | 62.5 | 64.557 | 69.2308 | 60 |
Ratio Avg Win / Avg Loss | 0.2169 | 0.7077 | 0.1221 | 0.5571 | 0.2818 | 1.1827 |
Largest Winning Trade | 65441 | 65441 | 30876 | 25066666 | 8141391 | 25066666 |
Largest Losing Trade | -541927 | -82510 | -541927 | -53490027 | -53490027 | -14758380 |
Avg Bars in Trades | 70 | 88 | 52 | 70 | 88 | 52 |
Avg Bars in Winners | 28 | 37 | 17 | 41 | 52 | 29 |
Avg Bars in Losers | 156 | 220 | 109 | 122 | 169 | 86 |
Bars Traded | 5553 | 3466 | 2087 | 5553 | 3466 | 2087 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609562 | -196356 | -579129 | -412817 | -578264 | 423116 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1566864000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759094639247, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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": [ [ -1133952.4740337406, 243273.6088975861, -1377226.0829313265, 1486973.905783008, -24693975.05496496, 26180948.96074796 ], [ -1133.952474, 243.273609, -1377.226083, 1486.973906, -24693.975055, 26180.948961 ], [ -0.554953, 0.119057, -0.674011, 0.135381, 0, 0.273036 ], [ 4175.061125, 4175.061125, 4175.061125, 4175.061125, 4175.061125, 4175.061125 ], [ -1196380, -89012, -1416632, -63241387, -54408663, -21091279 ], [ 0.442184, 1.801375, 0.203581, 1.014681, 0.633939, 1.77398 ], [ 79, 39, 40, 79, 39, 40 ], [ 53, 28, 25, 51, 27, 24 ], [ 26, 11, 15, 28, 12, 16 ], [ 67.088608, 71.794872, 62.5, 64.556962, 69.230769, 60 ], [ 0.216921, 0.707683, 0.122149, 0.55708, 0.281751, 1.182653 ], [ 65441, 65441, 30876, 25066666, 8141391, 25066666 ], [ -541927, -82510, -541927, -53490027, -53490027, -14758380 ], [ 70, 88, 52, 70, 88, 52 ], [ 28, 37, 17, 41, 52, 29 ], [ 156, 220, 109, 122, 169, 86 ], [ 5553, 3466, 2087, 5553, 3466, 2087 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -609562, -196356, -579129, -412817, -578264, 423116 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1566864000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759094639247, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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) |
---|