Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2899729.3002 | -36374.6383 | -2863354.662 | -96470.8381 | 50991849.5032 | -51088320.3413 |
Total P&L (%) | -2899.7293 | -36.3746 | -2863.3547 | -96.4708 | 50991.8495 | -51088.3203 |
Avg Daily Profit (%) | -1.5863 | -0.0199 | -1.5664 | -0.1828 | 0.3417 | 0 |
Buy And Hold Return (%) | 7356.29 | 7356.29 | 7356.29 | 7356.29 | 7356.29 | 7356.29 |
Max Trade Drawdown | -2944533 | -210034 | -2885404 | -84092651 | -11610748 | -76948573 |
Profit Factor | 0.2144 | 0.9184 | 0.1177 | 0.9992 | 3.1217 | 0.461 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 231 | 116 | 115 | 157 | 82 | 75 |
Losing Trades | 52 | 25 | 27 | 126 | 59 | 67 |
Profitability (%) | 81.6254 | 82.2695 | 80.9859 | 55.477 | 58.156 | 52.8169 |
Ratio Avg Win / Avg Loss | 0.0483 | 0.1979 | 0.0276 | 0.8019 | 2.2461 | 0.4119 |
Largest Winning Trade | 26278 | 26278 | 14319 | 32532716 | 32532716 | 19872908 |
Largest Losing Trade | -1476710 | -78577 | -1476710 | -66012910 | -7037509 | -66012910 |
Avg Bars in Trades | 75 | 78 | 72 | 75 | 78 | 72 |
Avg Bars in Winners | 14 | 15 | 14 | 54 | 61 | 47 |
Avg Bars in Losers | 345 | 373 | 319 | 101 | 103 | 100 |
Bars Traded | 21411 | 11107 | 10304 | 21411 | 11107 | 10304 |
Profit Streak | 294.629 | 396.2123 | 294.629 | 294.629 | 396.2123 | 294.629 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574282 | -575117 | -576105 | -577619 | 629968 | -580002 |
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580522400000, "last_datapoint_time": 1736733600000, "evaluation_time": 1760079945395, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "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": [ [ -2899729.3002355644, -36374.6382662778, -2863354.661969286, -96470.8381440966, 50991849.503158525, -51088320.34130261 ], [ -2899.7293, -36.374638, -2863.354662, -96.470838, 50991.849503, -51088.320341 ], [ -1.586285, -0.019899, -1.566387, -0.182771, 0.341732, 0 ], [ 7356.289979, 7356.289979, 7356.289979, 7356.289979, 7356.289979, 7356.289979 ], [ -2944533, -210034, -2885404, -84092651, -11610748, -76948573 ], [ 0.21444, 0.918432, 0.117704, 0.999188, 3.121688, 0.461032 ], [ 283, 141, 142, 283, 141, 142 ], [ 231, 116, 115, 157, 82, 75 ], [ 52, 25, 27, 126, 59, 67 ], [ 81.625442, 82.269504, 80.985915, 55.477032, 58.156028, 52.816901 ], [ 0.048272, 0.197938, 0.027635, 0.801896, 2.246093, 0.411855 ], [ 26278, 26278, 14319, 32532716, 32532716, 19872908 ], [ -1476710, -78577, -1476710, -66012910, -7037509, -66012910 ], [ 75, 78, 72, 75, 78, 72 ], [ 14, 15, 14, 54, 61, 47 ], [ 345, 373, 319, 101, 103, 100 ], [ 21411, 11107, 10304, 21411, 11107, 10304 ], [ 294.628998, 396.212331, 294.628998, 294.628998, 396.212331, 294.628998 ], [ 2, 9, 1, 2, 9, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574282, -575117, -576105, -577619, 629968, -580002 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580522400000, "last_datapoint_time": 1736733600000, "evaluation_time": 1760079945395, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "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) |
---|