Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121341.5594 | 81986.5121 | 39355.0474 | 119889.0616 | 116785.8631 | 3103.1986 |
Total P&L (%) | 121.3416 | 81.9865 | 39.355 | 119.8891 | 116.7859 | 3.1032 |
Avg Daily Profit (%) | 0.4556 | 0.3079 | 0.1478 | 0.2963 | 0.291 | 0.0115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46846 | -27945 | -62068 | -93549 | -45130 | -121683 |
Profit Factor | 1.4512 | 1.736 | 1.2498 | 1.2957 | 1.7231 | 1.0127 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 46.4646 | 48.9796 | 44 | 46.4646 | 48.9796 | 44 |
Ratio Avg Win / Avg Loss | 1.672 | 1.8083 | 1.5907 | 1.4928 | 1.7949 | 1.2889 |
Largest Winning Trade | 43123 | 43123 | 29351 | 69895 | 69895 | 29272 |
Largest Losing Trade | -18672 | -11907 | -18672 | -36856 | -17004 | -36856 |
Avg Bars in Trades | 125 | 128 | 123 | 125 | 128 | 123 |
Avg Bars in Winners | 174 | 172 | 176 | 174 | 172 | 176 |
Avg Bars in Losers | 83 | 85 | 81 | 83 | 85 | 81 |
Bars Traded | 12447 | 6286 | 6161 | 12447 | 6286 | 6161 |
Profit Streak | 284.785 | 284.785 | 294.9516 | 284.785 | 284.785 | 294.9516 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388286 | 386813 | -179555 | 265045 | 380718 | -732215 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714122000000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759796422131, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 3 } } }
{ "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": [ [ 121341.5594402392, 81986.5120525425, 39355.0473876967, 119889.0616379844, 116785.8630803284, 3103.198557656 ], [ 121.341559, 81.986512, 39.355047, 119.889062, 116.785863, 3.103199 ], [ 0.45564, 0.307861, 0.147779, 0.296316, 0.290964, 0.011476 ], [ 10, 10, 10, 10, 10, 10 ], [ -46846, -27945, -62068, -93549, -45130, -121683 ], [ 1.45121, 1.736006, 1.249824, 1.295674, 1.723112, 1.012719 ], [ 99, 49, 50, 99, 49, 50 ], [ 46, 24, 22, 46, 24, 22 ], [ 53, 25, 28, 53, 25, 28 ], [ 46.464646, 48.979592, 44, 46.464646, 48.979592, 44 ], [ 1.672046, 1.808339, 1.590685, 1.492841, 1.794908, 1.288916 ], [ 43123, 43123, 29351, 69895, 69895, 29272 ], [ -18672, -11907, -18672, -36856, -17004, -36856 ], [ 125, 128, 123, 125, 128, 123 ], [ 174, 172, 176, 174, 172, 176 ], [ 83, 85, 81, 83, 85, 81 ], [ 12447, 6286, 6161, 12447, 6286, 6161 ], [ 284.784978, 284.784978, 294.951645, 284.784978, 284.784978, 294.951645 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388286, 386813, -179555, 265045, 380718, -732215 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714122000000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759796422131, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 3 } } }
# | 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) |
---|