Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11951599.169 | 25303.8265 | -11976902.9955 | -336416591.2688 | 142194081.6137 | -478610672.8825 |
Total P&L (%) | -11951.5992 | 25.3038 | -11976.903 | -336416.5913 | 142194.0816 | -478610.6729 |
Avg Daily Profit (%) | -6.5381 | 0.0138 | -6.5519 | 0 | 0.398 | 0 |
Buy And Hold Return (%) | 7223.5602 | 7223.5602 | 7223.5602 | 7223.5602 | 7223.5602 | 7223.5602 |
Max Trade Drawdown | -12022681 | -45429 | -12038724 | -941468246 | -95458709 | -930421755 |
Profit Factor | 0.0477 | 1.2771 | 0.0387 | 0.8214 | 1.9254 | 0.7233 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 48 | 25 | 23 | 43 | 22 | 21 |
Losing Trades | 37 | 18 | 19 | 42 | 21 | 21 |
Profitability (%) | 56.4706 | 58.1395 | 54.7619 | 50.5882 | 51.1628 | 50 |
Ratio Avg Win / Avg Loss | 0.0368 | 0.9195 | 0.032 | 0.8023 | 1.8379 | 0.7233 |
Largest Winning Trade | 65339 | 48795 | 65339 | 424151961 | 129716511 | 424151961 |
Largest Losing Trade | -11144130 | -16768 | -11144130 | -697874761 | -48604291 | -697874761 |
Avg Bars in Trades | 248 | 3 | 498 | 248 | 3 | 498 |
Avg Bars in Winners | 120 | 3 | 247 | 289 | 3 | 589 |
Avg Bars in Losers | 413 | 4 | 802 | 206 | 4 | 407 |
Bars Traded | 21103 | 170 | 20933 | 21103 | 170 | 20933 |
Profit Streak | 286.5658 | 455.0658 | 0 | 0 | 0 | 0 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579123 | -339129 | -580117 | -580474 | 499154 | -580734 |
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579053600000, "last_datapoint_time": 1736733600000, "evaluation_time": 1759462486673, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -11951599.168966096, 25303.826542716, -11976902.995508812, -336416591.2688399, 142194081.6136731, -478610672.882513 ], [ -11951.599169, 25.303827, -11976.902996, -336416.591269, 142194.081614, -478610.672883 ], [ -6.538074, 0.013842, -6.551916, 0, 0.397971, 0 ], [ 7223.560209, 7223.560209, 7223.560209, 7223.560209, 7223.560209, 7223.560209 ], [ -12022681, -45429, -12038724, -941468246, -95458709, -930421755 ], [ 0.047688, 1.277088, 0.038677, 0.821356, 1.925375, 0.723268 ], [ 85, 43, 42, 85, 43, 42 ], [ 48, 25, 23, 43, 22, 21 ], [ 37, 18, 19, 42, 21, 21 ], [ 56.470588, 58.139535, 54.761905, 50.588235, 51.162791, 50 ], [ 0.03676, 0.919503, 0.031951, 0.802255, 1.837858, 0.723268 ], [ 65339, 48795, 65339, 424151961, 129716511, 424151961 ], [ -11144130, -16768, -11144130, -697874761, -48604291, -697874761 ], [ 248, 3, 498, 248, 3, 498 ], [ 120, 3, 247, 289, 3, 589 ], [ 413, 4, 802, 206, 4, 407 ], [ 21103, 170, 20933, 21103, 170, 20933 ], [ 286.565818, 455.065818, 0, 0, 0, 0 ], [ 1, 3, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579123, -339129, -580117, -580474, 499154, -580734 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579053600000, "last_datapoint_time": 1736733600000, "evaluation_time": 1759462486673, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 2 } } }
# | 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) |
---|