Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1288271.3039 | 268259.4212 | -1556530.7251 | 5385985.1774 | 36476955.3374 | -31090970.1599 |
Total P&L (%) | -1288.2713 | 268.2594 | -1556.5307 | 5385.9852 | 36476.9553 | -31090.9702 |
Avg Daily Profit (%) | -0.6305 | 0.1313 | -0.7618 | 0.1962 | 0.2893 | 0 |
Buy And Hold Return (%) | 2998.8037 | 2998.8037 | 2998.8037 | 2998.8037 | 2998.8037 | 2998.8037 |
Max Trade Drawdown | -1407591 | -167619 | -1644740 | -125575795 | -68046643 | -91649960 |
Profit Factor | 0.4166 | 1.7353 | 0.1556 | 1.0282 | 1.4327 | 0.7077 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 14 | 17 |
Losing Trades | 28 | 14 | 14 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 51.7241 | 53.3333 | 52.5424 | 48.2759 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.3763 | 1.6197 | 0.1362 | 0.9287 | 1.5351 | 0.5412 |
Largest Winning Trade | 144610 | 144610 | 49389 | 46787206 | 46787206 | 28970154 |
Largest Losing Trade | -778169 | -53949 | -778169 | -57529151 | -55371346 | -57529151 |
Avg Bars in Trades | 97 | 80 | 114 | 97 | 80 | 114 |
Avg Bars in Winners | 53 | 47 | 58 | 118 | 107 | 128 |
Avg Bars in Losers | 147 | 116 | 178 | 74 | 56 | 96 |
Bars Traded | 5778 | 2343 | 3435 | 5778 | 2343 | 3435 |
Profit Streak | 0 | 441.1906 | 0 | 0 | 441.1906 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759948 | -179494 | -580393 | -370533 | 383985 | -579961 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564819200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759552466461, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 64 } } }
{ "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": [ [ -1288271.303896096, 268259.4212091449, -1556530.7251052412, 5385985.177439617, 36476955.33737239, -31090970.15993278 ], [ -1288.271304, 268.259421, -1556.530725, 5385.985177, 36476.955337, -31090.97016 ], [ -0.630476, 0.131285, -0.761762, 0.196185, 0.28926, 0 ], [ 2998.803722, 2998.803722, 2998.803722, 2998.803722, 2998.803722, 2998.803722 ], [ -1407591, -167619, -1644740, -125575795, -68046643, -91649960 ], [ 0.41659, 1.735341, 0.155603, 1.028249, 1.432748, 0.707702 ], [ 59, 29, 30, 59, 29, 30 ], [ 31, 15, 16, 31, 14, 17 ], [ 28, 14, 14, 28, 15, 13 ], [ 52.542373, 51.724138, 53.333333, 52.542373, 48.275862, 56.666667 ], [ 0.376274, 1.619652, 0.136153, 0.928741, 1.535088, 0.541184 ], [ 144610, 144610, 49389, 46787206, 46787206, 28970154 ], [ -778169, -53949, -778169, -57529151, -55371346, -57529151 ], [ 97, 80, 114, 97, 80, 114 ], [ 53, 47, 58, 118, 107, 128 ], [ 147, 116, 178, 74, 56, 96 ], [ 5778, 2343, 3435, 5778, 2343, 3435 ], [ 0, 441.190584, 0, 0, 441.190584, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -759948, -179494, -580393, -370533, 383985, -579961 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564819200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759552466461, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 64 } } }
# | 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) |
---|