Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2769773.8967 | -15100.4216 | -2754673.4751 | 238039.8688 | 44118142.6219 | -43880102.7531 |
Total P&L (%) | -2769.7739 | -15.1004 | -2754.6735 | 238.0399 | 44118.1426 | -43880.1028 |
Avg Daily Profit (%) | -1.3556 | -0.0074 | -1.3482 | 0.0596 | 0.2986 | 0 |
Buy And Hold Return (%) | 2816.5972 | 2816.5972 | 2816.5972 | 2816.5972 | 2816.5972 | 2816.5972 |
Max Trade Drawdown | -2812771 | -115320 | -2803436 | -111148858 | -30780638 | -105171746 |
Profit Factor | 0.1845 | 0.9569 | 0.0956 | 1.0015 | 1.924 | 0.5988 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 53 | 25 | 28 | 43 | 21 | 22 |
Losing Trades | 33 | 18 | 15 | 43 | 22 | 21 |
Profitability (%) | 61.6279 | 58.1395 | 65.1163 | 50 | 48.8372 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.1149 | 0.689 | 0.0512 | 1.0015 | 2.0156 | 0.5715 |
Largest Winning Trade | 71098 | 71098 | 35768 | 78500647 | 78500647 | 56118704 |
Largest Losing Trade | -1585926 | -78839 | -1585926 | -49220447 | -28432583 | -49220447 |
Avg Bars in Trades | 85 | 85 | 85 | 85 | 85 | 85 |
Avg Bars in Winners | 34 | 34 | 33 | 57 | 60 | 54 |
Avg Bars in Losers | 168 | 156 | 183 | 113 | 109 | 118 |
Bars Traded | 7369 | 3686 | 3682 | 7369 | 3686 | 3682 |
Profit Streak | 402.5393 | 402.5393 | 468.7893 | 402.5393 | 402.5393 | 468.7893 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577404 | -578709 | -577806 | -496352 | 471435 | -579615 |
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{ "first_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 2.94759 } }, "second_band": { "type": "ssf", "factors": { "length": 154, "offset": 185, "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": [ [ -2769773.8967139334, -15100.4216169395, -2754673.4750969936, 238039.8688147194, 44118142.62187391, -43880102.75305917 ], [ -2769.773897, -15.100422, -2754.673475, 238.039869, 44118.142622, -43880.102753 ], [ -1.355573, -0.00739, -1.348182, 0.059628, 0.298584, 0 ], [ 2816.597164, 2816.597164, 2816.597164, 2816.597164, 2816.597164, 2816.597164 ], [ -2812771, -115320, -2803436, -111148858, -30780638, -105171746 ], [ 0.184541, 0.956926, 0.095646, 1.001515, 1.92398, 0.598759 ], [ 86, 43, 43, 86, 43, 43 ], [ 53, 25, 28, 43, 21, 22 ], [ 33, 18, 15, 43, 22, 21 ], [ 61.627907, 58.139535, 65.116279, 50, 48.837209, 51.162791 ], [ 0.114903, 0.688987, 0.051239, 1.001515, 2.015599, 0.571543 ], [ 71098, 71098, 35768, 78500647, 78500647, 56118704 ], [ -1585926, -78839, -1585926, -49220447, -28432583, -49220447 ], [ 85, 85, 85, 85, 85, 85 ], [ 34, 34, 33, 57, 60, 54 ], [ 168, 156, 183, 113, 109, 118 ], [ 7369, 3686, 3682, 7369, 3686, 3682 ], [ 402.539306, 402.539306, 468.789306, 402.539306, 402.539306, 468.789306 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577404, -578709, -577806, -496352, 471435, -579615 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564207200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759236996080, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 2.94759 } }, "second_band": { "type": "ssf", "factors": { "length": 154, "offset": 185, "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) |
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