Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3624594.8689 | 93229.8247 | -3717824.6936 | -331798037.8634 | 198542056.2485 | -530340094.1119 |
Total P&L (%) | -3624.5949 | 93.2298 | -3717.8247 | -331798.0379 | 198542.0562 | -530340.0941 |
Avg Daily Profit (%) | -1.7739 | 0.0456 | -1.8196 | 0 | 0.3724 | 0 |
Buy And Hold Return (%) | 3089.2385 | 3089.2385 | 3089.2385 | 3089.2385 | 3089.2385 | 3089.2385 |
Max Trade Drawdown | -3861425 | -49440 | -3903200 | -1541273682 | -104616334 | -1549042998 |
Profit Factor | 0.1992 | 1.6876 | 0.1532 | 0.8669 | 2.0216 | 0.7692 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 54 | 24 | 30 | 45 | 21 | 24 |
Losing Trades | 38 | 22 | 16 | 47 | 25 | 22 |
Profitability (%) | 58.6957 | 52.1739 | 65.2174 | 48.913 | 45.6522 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.1402 | 1.547 | 0.0817 | 0.9054 | 2.4067 | 0.7051 |
Largest Winning Trade | 71946 | 31535 | 71946 | 643865813 | 70751894 | 643865813 |
Largest Losing Trade | -2447383 | -13728 | -2447383 | -1515194432 | -38347314 | -1515194432 |
Avg Bars in Trades | 87 | 10 | 164 | 87 | 10 | 164 |
Avg Bars in Winners | 66 | 11 | 109 | 96 | 11 | 171 |
Avg Bars in Losers | 118 | 9 | 267 | 79 | 10 | 157 |
Bars Traded | 8059 | 494 | 7566 | 8059 | 494 | 7566 |
Profit Streak | 279.7783 | 279.7783 | 280.2783 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578436 | -293327 | -578143 | -580955 | 432479 | -580422 |
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1561464000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759365643284, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 4.49734 } }, "second_band": { "type": "dcm", "factors": { "length": 59, "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": [ [ -3624594.868888549, 93229.8247034183, -3717824.693591968, -331798037.86340946, 198542056.24847656, -530340094.1118861 ], [ -3624.594869, 93.229825, -3717.824694, -331798.037863, 198542.056248, -530340.094112 ], [ -1.773936, 0.045628, -1.819564, 0, 0.372359, 0 ], [ 3089.238486, 3089.238486, 3089.238486, 3089.238486, 3089.238486, 3089.238486 ], [ -3861425, -49440, -3903200, -1541273682, -104616334, -1549042998 ], [ 0.199207, 1.687618, 0.153245, 0.866852, 2.021599, 0.769176 ], [ 92, 46, 46, 92, 46, 46 ], [ 54, 24, 30, 45, 21, 24 ], [ 38, 22, 16, 47, 25, 22 ], [ 58.695652, 52.173913, 65.217391, 48.913043, 45.652174, 52.173913 ], [ 0.140183, 1.546983, 0.081731, 0.905378, 2.406666, 0.705078 ], [ 71946, 31535, 71946, 643865813, 70751894, 643865813 ], [ -2447383, -13728, -2447383, -1515194432, -38347314, -1515194432 ], [ 87, 10, 164, 87, 10, 164 ], [ 66, 11, 109, 96, 11, 171 ], [ 118, 9, 267, 79, 10, 157 ], [ 8059, 494, 7566, 8059, 494, 7566 ], [ 279.778279, 279.778279, 280.278279, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578436, -293327, -578143, -580955, 432479, -580422 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1561464000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759365643284, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 4.49734 } }, "second_band": { "type": "dcm", "factors": { "length": 59, "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) |
---|