Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3902138.3163 | -136933.7483 | -3765204.568 | -16713.5866 | 315211610.7834 | -315228324.37 |
Total P&L (%) | -3902.1383 | -136.9337 | -3765.2046 | -16.7136 | 315211.6108 | -315228.3244 |
Avg Daily Profit (%) | -1.9097 | -0.067 | -1.8427 | -0.009 | 0.395 | 0 |
Buy And Hold Return (%) | 2639.5221 | 2639.5221 | 2639.5221 | 2639.5221 | 2639.5221 | 2639.5221 |
Max Trade Drawdown | -3932065 | -178412 | -3828261 | -552434498 | -114835140 | -464000814 |
Profit Factor | 0.1685 | 0.7381 | 0.097 | 1 | 2.2791 | 0.4704 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 101 | 45 | 56 | 91 | 44 | 47 |
Losing Trades | 69 | 40 | 29 | 79 | 41 | 38 |
Profitability (%) | 59.4118 | 52.9412 | 65.8824 | 53.5294 | 51.7647 | 55.2941 |
Ratio Avg Win / Avg Loss | 0.1151 | 0.6561 | 0.0502 | 0.8681 | 2.1237 | 0.3803 |
Largest Winning Trade | 42936 | 42052 | 42936 | 275830213 | 275830213 | 120786172 |
Largest Losing Trade | -1996880 | -74037 | -1996880 | -363374041 | -55271927 | -363374041 |
Avg Bars in Trades | 35 | 22 | 47 | 35 | 22 | 47 |
Avg Bars in Winners | 23 | 17 | 28 | 37 | 25 | 49 |
Avg Bars in Losers | 51 | 27 | 83 | 31 | 19 | 45 |
Bars Traded | 5952 | 1918 | 4034 | 5952 | 1918 | 4034 |
Profit Streak | 0 | 422.0056 | 0 | 411.339 | 0 | 420.0056 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578667 | -579860 | -578768 | -578844 | 512039 | -579833 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563004800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759248486540, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 98, "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": [ [ -3902138.3163086837, -136933.7483357702, -3765204.567972915, -16713.5865533204, 315211610.78344774, -315228324.37000084 ], [ -3902.138316, -136.933748, -3765.204568, -16.713587, 315211.610783, -315228.32437 ], [ -1.909696, -0.067015, -1.842681, -0.00895, 0.395044, 0 ], [ 2639.522131, 2639.522131, 2639.522131, 2639.522131, 2639.522131, 2639.522131 ], [ -3932065, -178412, -3828261, -552434498, -114835140, -464000814 ], [ 0.168456, 0.738149, 0.097008, 0.99998, 2.279053, 0.470413 ], [ 170, 85, 85, 170, 85, 85 ], [ 101, 45, 56, 91, 44, 47 ], [ 69, 40, 29, 79, 41, 38 ], [ 59.411765, 52.941176, 65.882353, 53.529412, 51.764706, 55.294118 ], [ 0.115084, 0.656132, 0.050236, 0.868115, 2.123663, 0.380334 ], [ 42936, 42052, 42936, 275830213, 275830213, 120786172 ], [ -1996880, -74037, -1996880, -363374041, -55271927, -363374041 ], [ 35, 22, 47, 35, 22, 47 ], [ 23, 17, 28, 37, 25, 49 ], [ 51, 27, 83, 31, 19, 45 ], [ 5952, 1918, 4034, 5952, 1918, 4034 ], [ 0, 422.005631, 0, 411.338965, 0, 420.005631 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578667, -579860, -578768, -578844, 512039, -579833 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563004800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759248486540, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 98, "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) |
---|