Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2877465.4213 | 2917362.821 | -39897.3998 | 249255.79 | 12303148.3319 | -12053892.5419 |
Total P&L (%) | 2877.4654 | 2917.3628 | -39.8974 | 249.2558 | 12303.1483 | -12053.8925 |
Avg Daily Profit (%) | 1.4082 | 1.4277 | -0.0195 | 0.0612 | 0.2362 | 0 |
Buy And Hold Return (%) | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 |
Max Trade Drawdown | -171757 | -71023 | -189150 | -13465395 | -1881941 | -12744077 |
Profit Factor | 4.8112 | 9.8107 | 0.9059 | 1.0148 | 4.8208 | 0.1138 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 49.2308 | 42.4242 | 56.25 | 49.2308 | 42.4242 | 56.25 |
Ratio Avg Win / Avg Loss | 4.9615 | 13.3145 | 0.7046 | 1.0465 | 6.5425 | 0.0885 |
Largest Winning Trade | 1517683 | 1517683 | 78241 | 12757661 | 12757661 | 372854 |
Largest Losing Trade | -96055 | -51878 | -96055 | -10131483 | -1666079 | -10131483 |
Avg Bars in Trades | 90 | 88 | 93 | 90 | 88 | 93 |
Avg Bars in Winners | 123 | 146 | 106 | 123 | 146 | 106 |
Avg Bars in Losers | 58 | 46 | 76 | 58 | 46 | 76 |
Bars Traded | 5901 | 2921 | 2980 | 5901 | 2921 | 2980 |
Profit Streak | 377.3455 | 424.0121 | 377.3455 | 377.3455 | 424.0121 | 377.3455 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -279384 | -145170 | -579414 | -616138 | 435759 | -579414 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565020800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759565848646, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 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": [ [ 2877465.421259442, 2917362.8210351905, -39897.3997757496, 249255.790041151, 12303148.331931878, -12053892.54189073 ], [ 2877.465421, 2917.362821, -39.8974, 249.25579, 12303.148332, -12053.892542 ], [ 1.408224, 1.427749, -0.019526, 0.061224, 0.236194, 0 ], [ 3121.556886, 3121.556886, 3121.556886, 3121.556886, 3121.556886, 3121.556886 ], [ -171757, -71023, -189150, -13465395, -1881941, -12744077 ], [ 4.81115, 9.810667, 0.905879, 1.014817, 4.820786, 0.113841 ], [ 65, 33, 32, 65, 33, 32 ], [ 32, 14, 18, 32, 14, 18 ], [ 33, 19, 14, 33, 19, 14 ], [ 49.230769, 42.424242, 56.25, 49.230769, 42.424242, 56.25 ], [ 4.961498, 13.314476, 0.704573, 1.04653, 6.542496, 0.088543 ], [ 1517683, 1517683, 78241, 12757661, 12757661, 372854 ], [ -96055, -51878, -96055, -10131483, -1666079, -10131483 ], [ 90, 88, 93, 90, 88, 93 ], [ 123, 146, 106, 123, 146, 106 ], [ 58, 46, 76, 58, 46, 76 ], [ 5901, 2921, 2980, 5901, 2921, 2980 ], [ 377.34547, 424.012137, 377.34547, 377.34547, 424.012137, 377.34547 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -279384, -145170, -579414, -616138, 435759, -579414 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565020800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759565848646, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 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) |
---|