Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2303333.1947 | 22471.3777 | -2325804.5724 | 1750720.2437 | -15899736.915 | 17650457.1587 |
Total P&L (%) | -2303.3332 | 22.4714 | -2325.8046 | 1750.7202 | -15899.7369 | 17650.4572 |
Avg Daily Profit (%) | -1.1276 | 0.011 | -1.1386 | 0.143 | 0 | 0.2539 |
Buy And Hold Return (%) | 2983.7743 | 2983.7743 | 2983.7743 | 2983.7743 | 2983.7743 | 2983.7743 |
Max Trade Drawdown | -2441685 | -121383 | -2432383 | -25918656 | -24252479 | -15923799 |
Profit Factor | 0.2321 | 1.0655 | 0.1245 | 1.0289 | 0.5619 | 1.7262 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 17 | 19 | 36 | 15 | 21 |
Losing Trades | 28 | 15 | 13 | 28 | 17 | 11 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 56.25 | 46.875 | 65.625 |
Ratio Avg Win / Avg Loss | 0.1805 | 0.9402 | 0.0852 | 0.8002 | 0.6368 | 0.9042 |
Largest Winning Trade | 58675 | 58675 | 47165 | 24249100 | 8334982 | 24249100 |
Largest Losing Trade | -1364695 | -70491 | -1364695 | -14976115 | -14976115 | -8457899 |
Avg Bars in Trades | 188 | 206 | 170 | 188 | 206 | 170 |
Avg Bars in Winners | 108 | 118 | 99 | 145 | 152 | 141 |
Avg Bars in Losers | 291 | 306 | 274 | 243 | 254 | 226 |
Bars Traded | 12073 | 6612 | 5461 | 12073 | 6612 | 5461 |
Profit Streak | 329.9996 | 399.4996 | 329.9996 | 329.9996 | 399.4996 | 329.9996 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722501 | -492672 | -579007 | -499690 | -581062 | 390578 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1561536000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759391968605, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 75, "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": [ [ -2303333.1946582533, 22471.3777479723, -2325804.572406226, 1750720.243730438, -15899736.915006477, 17650457.158736907 ], [ -2303.333195, 22.471378, -2325.804572, 1750.720244, -15899.736915, 17650.457159 ], [ -1.127609, 0.011001, -1.13861, 0.142962, 0, 0.253862 ], [ 2983.77425, 2983.77425, 2983.77425, 2983.77425, 2983.77425, 2983.77425 ], [ -2441685, -121383, -2432383, -25918656, -24252479, -15923799 ], [ 0.232079, 1.065547, 0.124523, 1.02889, 0.561922, 1.726212 ], [ 64, 32, 32, 64, 32, 32 ], [ 36, 17, 19, 36, 15, 21 ], [ 28, 15, 13, 28, 17, 11 ], [ 56.25, 53.125, 59.375, 56.25, 46.875, 65.625 ], [ 0.180506, 0.940189, 0.0852, 0.800248, 0.636845, 0.904206 ], [ 58675, 58675, 47165, 24249100, 8334982, 24249100 ], [ -1364695, -70491, -1364695, -14976115, -14976115, -8457899 ], [ 188, 206, 170, 188, 206, 170 ], [ 108, 118, 99, 145, 152, 141 ], [ 291, 306, 274, 243, 254, 226 ], [ 12073, 6612, 5461, 12073, 6612, 5461 ], [ 329.999637, 399.499637, 329.999637, 329.999637, 399.499637, 329.999637 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -722501, -492672, -579007, -499690, -581062, 390578 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1561536000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759391968605, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 75, "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) |
---|