Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1990384.5285 | 51577.9463 | -2041962.4748 | 141919.651 | 102631173.2582 | -102489253.6072 |
Total P&L (%) | -1990.3845 | 51.5779 | -2041.9625 | 141.9197 | 102631.1733 | -102489.2536 |
Avg Daily Profit (%) | -0.9744 | 0.0253 | -0.9997 | 0.0433 | 0.3401 | 0 |
Buy And Hold Return (%) | 2990.5877 | 2990.5877 | 2990.5877 | 2990.5877 | 2990.5877 | 2990.5877 |
Max Trade Drawdown | -2242868 | -166078 | -2192828 | -188237242 | -42377552 | -182618011 |
Profit Factor | 0.233 | 1.2162 | 0.1335 | 1.0006 | 3.3031 | 0.4513 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 13 | 16 | 27 | 15 | 12 |
Losing Trades | 29 | 16 | 13 | 31 | 14 | 17 |
Profitability (%) | 50 | 44.8276 | 55.1724 | 46.5517 | 51.7241 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.233 | 1.4968 | 0.1085 | 1.1489 | 3.0829 | 0.6393 |
Largest Winning Trade | 102521 | 102521 | 80187 | 75736224 | 75736224 | 49840935 |
Largest Losing Trade | -1137352 | -63354 | -1137352 | -137704879 | -41984518 | -137704879 |
Avg Bars in Trades | 190 | 134 | 247 | 190 | 134 | 247 |
Avg Bars in Winners | 126 | 117 | 133 | 209 | 155 | 276 |
Avg Bars in Losers | 255 | 147 | 388 | 174 | 111 | 227 |
Bars Traded | 11069 | 3889 | 7180 | 11069 | 3889 | 7180 |
Profit Streak | 0 | 0 | 521.3172 | 0 | 0 | 521.3172 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760277 | -327412 | -579578 | -701600 | 565860 | -583601 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1564718400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759750605886, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "offset": 250 } } }
{ "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": [ [ -1990384.5285241036, 51577.946289146, -2041962.4748132494, 141919.6509590972, 102631173.25815566, -102489253.60719657 ], [ -1990.384529, 51.577946, -2041.962475, 141.919651, 102631.173258, -102489.253607 ], [ -0.974403, 0.02525, -0.999654, 0.043258, 0.340069, 0 ], [ 2990.587715, 2990.587715, 2990.587715, 2990.587715, 2990.587715, 2990.587715 ], [ -2242868, -166078, -2192828, -188237242, -42377552, -182618011 ], [ 0.233029, 1.216151, 0.133478, 1.000613, 3.30312, 0.451277 ], [ 58, 29, 29, 58, 29, 29 ], [ 29, 13, 16, 27, 15, 12 ], [ 29, 16, 13, 31, 14, 17 ], [ 50, 44.827586, 55.172414, 46.551724, 51.724138, 41.37931 ], [ 0.233029, 1.496801, 0.108451, 1.148853, 3.082912, 0.639309 ], [ 102521, 102521, 80187, 75736224, 75736224, 49840935 ], [ -1137352, -63354, -1137352, -137704879, -41984518, -137704879 ], [ 190, 134, 247, 190, 134, 247 ], [ 126, 117, 133, 209, 155, 276 ], [ 255, 147, 388, 174, 111, 227 ], [ 11069, 3889, 7180, 11069, 3889, 7180 ], [ 0, 0, 521.317198, 0, 0, 521.317198 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -760277, -327412, -579578, -701600, 565860, -583601 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1564718400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759750605886, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "offset": 250 } } }
# | 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) |
---|