Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2706805.0973 | 104665.5655 | -2811470.6627 | 3759352.2144 | 167230045.1685 | -163470692.9541 |
Total P&L (%) | -2706.8051 | 104.6656 | -2811.4707 | 3759.3522 | 167230.0452 | -163470.693 |
Avg Daily Profit (%) | -1.4807 | 0.0573 | -1.538 | 0.2 | 0.4069 | 0 |
Buy And Hold Return (%) | 7051.3292 | 7051.3292 | 7051.3292 | 7051.3292 | 7051.3292 | 7051.3292 |
Max Trade Drawdown | -2810945 | -45653 | -2879274 | -534260705 | -63809619 | -678602965 |
Profit Factor | 0.1992 | 2.0284 | 0.1424 | 1.0032 | 1.8956 | 0.8336 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 22 | 18 | 28 | 14 | 14 |
Losing Trades | 25 | 11 | 14 | 37 | 19 | 18 |
Profitability (%) | 61.5385 | 66.6667 | 56.25 | 43.0769 | 42.4242 | 43.75 |
Ratio Avg Win / Avg Loss | 0.1245 | 1.0142 | 0.1107 | 1.3257 | 2.5726 | 1.0717 |
Largest Winning Trade | 67804 | 23788 | 67804 | 324190734 | 232347671 | 324190734 |
Largest Losing Trade | -1416151 | -45653 | -1416151 | -255788157 | -63809619 | -255788157 |
Avg Bars in Trades | 327 | 75 | 588 | 327 | 75 | 588 |
Avg Bars in Winners | 157 | 64 | 271 | 426 | 98 | 755 |
Avg Bars in Losers | 600 | 96 | 996 | 252 | 57 | 458 |
Bars Traded | 21297 | 2475 | 18822 | 21297 | 2475 | 18822 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 428.3993 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715282 | -277361 | -580000 | -513699 | 375613 | -580989 |
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580054400000, "last_datapoint_time": 1736733600000, "evaluation_time": 1759736097267, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -2706805.097258654, 104665.5654823396, -2811470.662740992, 3759352.214418574, 167230045.16850287, -163470692.95408437 ], [ -2706.805097, 104.665565, -2811.470663, 3759.352214, 167230.045169, -163470.692954 ], [ -1.480747, 0.057257, -1.538004, 0.20004, 0.406873, 0 ], [ 7051.329243, 7051.329243, 7051.329243, 7051.329243, 7051.329243, 7051.329243 ], [ -2810945, -45653, -2879274, -534260705, -63809619, -678602965 ], [ 0.199175, 2.028405, 0.142386, 1.003216, 1.89561, 0.833567 ], [ 65, 33, 32, 65, 33, 32 ], [ 40, 22, 18, 28, 14, 14 ], [ 25, 11, 14, 37, 19, 18 ], [ 61.538462, 66.666667, 56.25, 43.076923, 42.424242, 43.75 ], [ 0.124485, 1.014202, 0.110745, 1.325678, 2.572613, 1.071729 ], [ 67804, 23788, 67804, 324190734, 232347671, 324190734 ], [ -1416151, -45653, -1416151, -255788157, -63809619, -255788157 ], [ 327, 75, 588, 327, 75, 588 ], [ 157, 64, 271, 426, 98, 755 ], [ 600, 96, 996, 252, 57, 458 ], [ 21297, 2475, 18822, 21297, 2475, 18822 ], [ 0, 0, 0, 0, 0, 428.399274 ], [ 0, 0, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -715282, -277361, -580000, -513699, 375613, -580989 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580054400000, "last_datapoint_time": 1736733600000, "evaluation_time": 1759736097267, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 5 } } }
# | 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) |
---|