Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3211722.8152 | 3343574.9269 | -131852.1117 | 4238446.7619 | 67579794.4907 | -63341347.7289 |
Total P&L (%) | 3211.7228 | 3343.5749 | -131.8521 | 4238.4468 | 67579.7945 | -63341.3477 |
Avg Daily Profit (%) | 1.757 | 1.8291 | -0.0721 | 0.2065 | 0.3572 | 0 |
Buy And Hold Return (%) | 7493.9197 | 7493.9197 | 7493.9197 | 7493.9197 | 7493.9197 | 7493.9197 |
Max Trade Drawdown | -198288 | -139459 | -165265 | -189881503 | -113545111 | -80556816 |
Profit Factor | 4.407 | 6.6393 | 0.623 | 1.0125 | 1.2879 | 0.3876 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 52.5714 | 55.1724 | 50 | 52.5714 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 3.9759 | 5.3944 | 0.623 | 0.9135 | 1.0465 | 0.3876 |
Largest Winning Trade | 2516569 | 2516569 | 19128 | 72242582 | 72242582 | 9368177 |
Largest Losing Trade | -79541 | -79541 | -43100 | -68598764 | -68598764 | -57290088 |
Avg Bars in Trades | 118 | 219 | 19 | 118 | 219 | 19 |
Avg Bars in Winners | 111 | 198 | 15 | 111 | 198 | 15 |
Avg Bars in Losers | 126 | 244 | 22 | 126 | 244 | 22 |
Bars Traded | 20780 | 19076 | 1704 | 20780 | 19076 | 1704 |
Profit Streak | 306.8746 | 306.8746 | 307.6246 | 306.8746 | 306.8746 | 307.6246 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141824 | -142253 | -579851 | -363493 | 371807 | -579851 |
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579910400000, "last_datapoint_time": 1736733600000, "evaluation_time": 1760108366542, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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": [ [ 3211722.815174564, 3343574.9268962387, -131852.1117216749, 4238446.761894843, 67579794.49074537, -63341347.72885052 ], [ 3211.722815, 3343.574927, -131.852112, 4238.446762, 67579.794491, -63341.347729 ], [ 1.75696, 1.829089, -0.072129, 0.206455, 0.357167, 0 ], [ 7493.919653, 7493.919653, 7493.919653, 7493.919653, 7493.919653, 7493.919653 ], [ -198288, -139459, -165265, -189881503, -113545111, -80556816 ], [ 4.407006, 6.639264, 0.623034, 1.012535, 1.287945, 0.387579 ], [ 175, 87, 88, 175, 87, 88 ], [ 92, 48, 44, 92, 48, 44 ], [ 83, 39, 44, 83, 39, 44 ], [ 52.571429, 55.172414, 50, 52.571429, 55.172414, 50 ], [ 3.975886, 5.394402, 0.623034, 0.913483, 1.046455, 0.387579 ], [ 2516569, 2516569, 19128, 72242582, 72242582, 9368177 ], [ -79541, -79541, -43100, -68598764, -68598764, -57290088 ], [ 118, 219, 19, 118, 219, 19 ], [ 111, 198, 15, 111, 198, 15 ], [ 126, 244, 22, 126, 244, 22 ], [ 20780, 19076, 1704, 20780, 19076, 1704 ], [ 306.874613, 306.874613, 307.624613, 306.874613, 306.874613, 307.624613 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -141824, -142253, -579851, -363493, 371807, -579851 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579910400000, "last_datapoint_time": 1736733600000, "evaluation_time": 1760108366542, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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) |
---|