Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119490.9662 | 82923.5052 | 36567.461 | 114127.9478 | 111752.6564 | 2375.2915 |
Total P&L (%) | 119.491 | 82.9235 | 36.5675 | 114.1279 | 111.7527 | 2.3753 |
Avg Daily Profit (%) | 0.4487 | 0.3114 | 0.1373 | 0.2863 | 0.2821 | 0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44472 | -30436 | -58893 | -86538 | -37644 | -113305 |
Profit Factor | 1.4068 | 1.7131 | 1.2061 | 1.2942 | 1.7759 | 1.0097 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 51.8519 | 55.5556 | 48.1481 | 51.8519 | 55.5556 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.3064 | 1.3705 | 1.2989 | 1.2018 | 1.4207 | 1.0874 |
Largest Winning Trade | 38207 | 33621 | 38207 | 42502 | 42502 | 30233 |
Largest Losing Trade | -19475 | -15276 | -19475 | -38403 | -17210 | -38403 |
Avg Bars in Trades | 113 | 116 | 111 | 113 | 116 | 111 |
Avg Bars in Winners | 134 | 131 | 137 | 134 | 131 | 137 |
Avg Bars in Losers | 92 | 97 | 87 | 92 | 97 | 87 |
Bars Traded | 12298 | 6264 | 6034 | 12298 | 6264 | 6034 |
Profit Streak | 276.5555 | 0 | 297.8264 | 276.5555 | 0 | 297.8264 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368012 | -170003 | -193482 | 293269 | -170132 | -737386 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714039200000, "last_datapoint_time": 1736735400000, "evaluation_time": 1760093397043, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 86, "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": [ [ 119490.9661810249, 82923.5051737492, 36567.4610072756, 114127.9478470108, 111752.6563616186, 2375.2914853922 ], [ 119.490966, 82.923505, 36.567461, 114.127948, 111.752656, 2.375291 ], [ 0.448691, 0.31138, 0.137312, 0.286318, 0.282117, 0.008815 ], [ 10, 10, 10, 10, 10, 10 ], [ -44472, -30436, -58893, -86538, -37644, -113305 ], [ 1.406843, 1.713074, 1.206115, 1.294194, 1.775863, 1.009739 ], [ 108, 54, 54, 108, 54, 54 ], [ 56, 30, 26, 56, 30, 26 ], [ 52, 24, 28, 52, 24, 28 ], [ 51.851852, 55.555556, 48.148148, 51.851852, 55.555556, 48.148148 ], [ 1.306354, 1.370459, 1.298894, 1.201751, 1.42069, 1.087411 ], [ 38207, 33621, 38207, 42502, 42502, 30233 ], [ -19475, -15276, -19475, -38403, -17210, -38403 ], [ 113, 116, 111, 113, 116, 111 ], [ 134, 131, 137, 134, 131, 137 ], [ 92, 97, 87, 92, 97, 87 ], [ 12298, 6264, 6034, 12298, 6264, 6034 ], [ 276.555521, 0, 297.826355, 276.555521, 0, 297.826355 ], [ 1, 0, 6, 1, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368012, -170003, -193482, 293269, -170132, -737386 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714039200000, "last_datapoint_time": 1736735400000, "evaluation_time": 1760093397043, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 86, "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) |
---|