Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3291056.8058 | 91727.7246 | -3382784.5304 | 2200962.0719 | 131172878.2538 | -128971916.1819 |
Total P&L (%) | -3291.0568 | 91.7277 | -3382.7845 | 2200.9621 | 131172.8783 | -128971.9162 |
Avg Daily Profit (%) | -1.6112 | 0.0449 | -1.6561 | 0.1536 | 0.3521 | 0 |
Buy And Hold Return (%) | 2987.8587 | 2987.8587 | 2987.8587 | 2987.8587 | 2987.8587 | 2987.8587 |
Max Trade Drawdown | -3414094 | -71884 | -3526662 | -627140568 | -170406907 | -767691958 |
Profit Factor | 0.2664 | 1.2701 | 0.1842 | 1.0011 | 1.2744 | 0.9116 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 110 | 51 | 59 | 94 | 47 | 47 |
Losing Trades | 76 | 42 | 34 | 92 | 46 | 46 |
Profitability (%) | 59.1398 | 54.8387 | 63.4409 | 50.5376 | 50.5376 | 50.5376 |
Ratio Avg Win / Avg Loss | 0.1841 | 1.0459 | 0.1062 | 0.9798 | 1.2473 | 0.8922 |
Largest Winning Trade | 70240 | 25644 | 70240 | 659260487 | 167857500 | 659260487 |
Largest Losing Trade | -2140233 | -44694 | -2140233 | -369007434 | -94754249 | -369007434 |
Avg Bars in Trades | 65 | 19 | 110 | 65 | 19 | 110 |
Avg Bars in Winners | 53 | 17 | 84 | 65 | 19 | 112 |
Avg Bars in Losers | 81 | 22 | 155 | 64 | 20 | 108 |
Bars Traded | 12109 | 1829 | 10280 | 12109 | 1829 | 10280 |
Profit Streak | 0 | 0 | 284.6706 | 0 | 0 | 284.6706 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578619 | -298209 | -578475 | -378036 | 335059 | -580425 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1561550400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759579537682, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 93, "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": [ [ -3291056.8057960747, 91727.7245683618, -3382784.530364436, 2200962.071856414, 131172878.25376873, -128971916.18191232 ], [ -3291.056806, 91.727725, -3382.78453, 2200.962072, 131172.878254, -128971.916182 ], [ -1.611154, 0.044906, -1.65606, 0.153638, 0.352113, 0 ], [ 2987.85872, 2987.85872, 2987.85872, 2987.85872, 2987.85872, 2987.85872 ], [ -3414094, -71884, -3526662, -627140568, -170406907, -767691958 ], [ 0.266448, 1.270067, 0.184246, 1.001136, 1.274448, 0.911637 ], [ 186, 93, 93, 186, 93, 93 ], [ 110, 51, 59, 94, 47, 47 ], [ 76, 42, 34, 92, 46, 46 ], [ 59.139785, 54.83871, 63.44086, 50.537634, 50.537634, 50.537634 ], [ 0.184092, 1.045937, 0.106176, 0.979835, 1.247332, 0.892241 ], [ 70240, 25644, 70240, 659260487, 167857500, 659260487 ], [ -2140233, -44694, -2140233, -369007434, -94754249, -369007434 ], [ 65, 19, 110, 65, 19, 110 ], [ 53, 17, 84, 65, 19, 112 ], [ 81, 22, 155, 64, 20, 108 ], [ 12109, 1829, 10280, 12109, 1829, 10280 ], [ 0, 0, 284.670575, 0, 0, 284.670575 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578619, -298209, -578475, -378036, 335059, -580425 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1561550400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759579537682, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 93, "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) |
---|