Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5359007.7953 | -74316.1933 | -5284691.602 | -815301.4151 | 80528681.9547 | -81343983.3697 |
Total P&L (%) | -5359.0078 | -74.3162 | -5284.6916 | -815.3014 | 80528.682 | -81343.9834 |
Avg Daily Profit (%) | -2.6225 | -0.0364 | -2.5861 | 0 | 0.328 | 0 |
Buy And Hold Return (%) | 5913.7575 | 5913.7575 | 5913.7575 | 5913.7575 | 5913.7575 | 5913.7575 |
Max Trade Drawdown | -5461714 | -177029 | -5355097 | -186852505 | -55222877 | -138401749 |
Profit Factor | 0.099 | 0.814 | 0.0475 | 0.9966 | 2.0115 | 0.4917 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 18 | 18 | 47 | 22 | 25 |
Losing Trades | 46 | 23 | 23 | 35 | 19 | 16 |
Profitability (%) | 43.9024 | 43.9024 | 43.9024 | 57.3171 | 53.6585 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.1265 | 1.0401 | 0.0607 | 0.7421 | 1.7372 | 0.3147 |
Largest Winning Trade | 100208 | 100208 | 54467 | 93357183 | 93357183 | 15982685 |
Largest Losing Trade | -4261850 | -63548 | -4261850 | -101723909 | -55222877 | -101723909 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 32 | 28 | 35 | 42 | 41 | 42 |
Avg Bars in Losers | 56 | 48 | 63 | 50 | 37 | 64 |
Bars Traded | 3743 | 1633 | 2110 | 3743 | 1633 | 2110 |
Profit Streak | 308.7876 | 367.7876 | 0 | 0 | 0 | 506.7876 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591339 | -580860 | -583113 | -588607 | 484723 | -577948 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1569628800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759258451709, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 12, "offset": 134 } } }
{ "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": [ [ -5359007.795294471, -74316.1932884058, -5284691.602006065, -815301.4150678304, 80528681.95465235, -81343983.36972016 ], [ -5359.007795, -74.316193, -5284.691602, -815.301415, 80528.681955, -81343.98337 ], [ -2.622465, -0.036367, -2.586098, 0, 0.328036, 0 ], [ 5913.757524, 5913.757524, 5913.757524, 5913.757524, 5913.757524, 5913.757524 ], [ -5461714, -177029, -5355097, -186852505, -55222877, -138401749 ], [ 0.099013, 0.813974, 0.047535, 0.996598, 2.011538, 0.491654 ], [ 82, 41, 41, 82, 41, 41 ], [ 36, 18, 18, 47, 22, 25 ], [ 46, 23, 23, 35, 19, 16 ], [ 43.902439, 43.902439, 43.902439, 57.317073, 53.658537, 60.97561 ], [ 0.126517, 1.040078, 0.06074, 0.742147, 1.737237, 0.314659 ], [ 100208, 100208, 54467, 93357183, 93357183, 15982685 ], [ -4261850, -63548, -4261850, -101723909, -55222877, -101723909 ], [ 45, 39, 51, 45, 39, 51 ], [ 32, 28, 35, 42, 41, 42 ], [ 56, 48, 63, 50, 37, 64 ], [ 3743, 1633, 2110, 3743, 1633, 2110 ], [ 308.787635, 367.787635, 0, 0, 0, 506.787635 ], [ 1, 1, 0, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -591339, -580860, -583113, -588607, 484723, -577948 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1569628800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759258451709, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 5 } }, "second_band": { "type": "tema", "factors": { "length": 12, "offset": 134 } } }
# | 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) |
---|