Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2536132.9856 | -35267.3497 | -2500865.636 | -291767.1465 | 365435095.7118 | -365726862.8583 |
Total P&L (%) | -2536.133 | -35.2674 | -2500.8656 | -291.7671 | 365435.0957 | -365726.8629 |
Avg Daily Profit (%) | -1.2412 | -0.0173 | -1.2239 | 0 | 0.4023 | 0 |
Buy And Hold Return (%) | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 |
Max Trade Drawdown | -2699569 | -162663 | -2630442 | -592833760 | -143003563 | -503881248 |
Profit Factor | 0.2127 | 0.8925 | 0.1356 | 0.9996 | 3.2711 | 0.3834 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 134 | 63 | 71 | 84 | 39 | 45 |
Losing Trades | 42 | 25 | 17 | 92 | 49 | 43 |
Profitability (%) | 76.1364 | 71.5909 | 80.6818 | 47.7273 | 44.3182 | 51.1364 |
Ratio Avg Win / Avg Loss | 0.0667 | 0.3542 | 0.0325 | 1.0948 | 4.1098 | 0.3664 |
Largest Winning Trade | 28828 | 18074 | 28828 | 393884899 | 393884899 | 100202624 |
Largest Losing Trade | -1343893 | -76117 | -1343893 | -289852029 | -46671542 | -289852029 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 10 | 7 | 13 | 42 | 36 | 47 |
Avg Bars in Losers | 107 | 72 | 159 | 25 | 17 | 35 |
Bars Traded | 5933 | 2282 | 3651 | 5933 | 2282 | 3651 |
Profit Streak | 278.6043 | 406.9376 | 278.6043 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575096 | -576365 | -575894 | -579073 | 495696 | -580949 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565049600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759386611640, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -2536132.985632071, -35267.3496575132, -2500865.635974556, -291767.1464923479, 365435095.71180046, -365726862.8582929 ], [ -2536.132986, -35.26735, -2500.865636, -291.767146, 365435.095712, -365726.862858 ], [ -1.241176, -0.01726, -1.223917, 0, 0.402306, 0 ], [ 3069.007703, 3069.007703, 3069.007703, 3069.007703, 3069.007703, 3069.007703 ], [ -2699569, -162663, -2630442, -592833760, -143003563, -503881248 ], [ 0.21267, 0.892533, 0.13555, 0.999613, 3.271079, 0.383398 ], [ 176, 88, 88, 176, 88, 88 ], [ 134, 63, 71, 84, 39, 45 ], [ 42, 25, 17, 92, 49, 43 ], [ 76.136364, 71.590909, 80.681818, 47.727273, 44.318182, 51.136364 ], [ 0.066658, 0.35418, 0.032456, 1.094814, 4.109817, 0.366358 ], [ 28828, 18074, 28828, 393884899, 393884899, 100202624 ], [ -1343893, -76117, -1343893, -289852029, -46671542, -289852029 ], [ 33, 25, 41, 33, 25, 41 ], [ 10, 7, 13, 42, 36, 47 ], [ 107, 72, 159, 25, 17, 35 ], [ 5933, 2282, 3651, 5933, 2282, 3651 ], [ 278.604301, 406.937635, 278.604301, 0, 0, 0 ], [ 4, 5, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575096, -576365, -575894, -579073, 495696, -580949 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565049600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759386611640, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 2 } } }
# | 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) |
---|