Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2262819.037 | 91904.7136 | -2354723.7506 | 113085.8619 | -10491022.3201 | 10604108.1819 |
Total P&L (%) | -2262.819 | 91.9047 | -2354.7238 | 113.0859 | -10491.0223 | 10604.1082 |
Avg Daily Profit (%) | -1.1074 | 0.045 | -1.1524 | 0.037 | 0 | 0.229 |
Buy And Hold Return (%) | 2610.8527 | 2610.8527 | 2610.8527 | 2610.8527 | 2610.8527 | 2610.8527 |
Max Trade Drawdown | -2333674 | -133346 | -2408237 | -11165038 | -11522047 | -2889959 |
Profit Factor | 0.2458 | 1.2398 | 0.1002 | 1.0061 | 0.2166 | 3.1165 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 32 | 15 | 17 | 30 | 13 | 17 |
Losing Trades | 25 | 13 | 12 | 27 | 15 | 12 |
Profitability (%) | 56.1404 | 53.5714 | 58.6207 | 52.6316 | 46.4286 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.192 | 1.0745 | 0.0707 | 0.9055 | 0.2499 | 2.1999 |
Largest Winning Trade | 155835 | 155835 | 59342 | 13196617 | 1084735 | 13196617 |
Largest Losing Trade | -1335595 | -80774 | -1335595 | -6586419 | -6586419 | -1894656 |
Avg Bars in Trades | 101 | 107 | 96 | 101 | 107 | 96 |
Avg Bars in Winners | 53 | 55 | 51 | 78 | 75 | 80 |
Avg Bars in Losers | 163 | 166 | 160 | 127 | 134 | 119 |
Bars Traded | 5801 | 3003 | 2798 | 5801 | 3003 | 2798 |
Profit Streak | 333.2603 | 403.5937 | 333.2603 | 333.2603 | 403.5937 | 333.2603 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758117 | -318526 | -578749 | -702437 | -602259 | 507631 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564358400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759644892543, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 1.35039 } } }
{ "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": [ [ -2262819.036997879, 91904.7136184756, -2354723.750616355, 113085.8618869011, -10491022.320060767, 10604108.181947669 ], [ -2262.819037, 91.904714, -2354.723751, 113.085862, -10491.02232, 10604.108182 ], [ -1.107417, 0.044978, -1.152395, 0.037031, 0, 0.228967 ], [ 2610.852713, 2610.852713, 2610.852713, 2610.852713, 2610.852713, 2610.852713 ], [ -2333674, -133346, -2408237, -11165038, -11522047, -2889959 ], [ 0.245781, 1.239794, 0.100202, 1.006145, 0.21661, 3.116505 ], [ 57, 28, 29, 57, 28, 29 ], [ 32, 15, 17, 30, 13, 17 ], [ 25, 13, 12, 27, 15, 12 ], [ 56.140351, 53.571429, 58.62069, 52.631579, 46.428571, 58.62069 ], [ 0.192016, 1.074488, 0.070731, 0.905531, 0.249935, 2.199886 ], [ 155835, 155835, 59342, 13196617, 1084735, 13196617 ], [ -1335595, -80774, -1335595, -6586419, -6586419, -1894656 ], [ 101, 107, 96, 101, 107, 96 ], [ 53, 55, 51, 78, 75, 80 ], [ 163, 166, 160, 127, 134, 119 ], [ 5801, 3003, 2798, 5801, 3003, 2798 ], [ 333.26033, 403.593664, 333.26033, 333.26033, 403.593664, 333.26033 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758117, -318526, -578749, -702437, -602259, 507631 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564358400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759644892543, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 1.35039 } } }
# | 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) |
---|