Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3193155.4371 | -46108.2794 | -3147047.1576 | -100345.8326 | 23006157.4193 | -23106503.2519 |
Total P&L (%) | -3193.1554 | -46.1083 | -3147.0472 | -100.3458 | 23006.1574 | -23106.5033 |
Avg Daily Profit (%) | -1.5632 | -0.0226 | -1.5407 | 0 | 0.2668 | 0 |
Buy And Hold Return (%) | 3222.5653 | 3222.5653 | 3222.5653 | 3222.5653 | 3222.5653 | 3222.5653 |
Max Trade Drawdown | -3295683 | -173076 | -3257999 | -28673073 | -5164855 | -33507820 |
Profit Factor | 0.21 | 0.9047 | 0.1155 | 0.9979 | 2.8653 | 0.3521 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 157 | 74 | 83 | 113 | 54 | 59 |
Losing Trades | 44 | 26 | 18 | 88 | 46 | 42 |
Profitability (%) | 78.1095 | 74 | 82.1782 | 56.2189 | 54 | 58.4158 |
Ratio Avg Win / Avg Loss | 0.0588 | 0.3179 | 0.025 | 0.7771 | 2.4408 | 0.2506 |
Largest Winning Trade | 30652 | 30652 | 19147 | 18757499 | 18757499 | 8012178 |
Largest Losing Trade | -1814165 | -76327 | -1814165 | -24028208 | -2989380 | -24028208 |
Avg Bars in Trades | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Winners | 17 | 15 | 20 | 51 | 62 | 42 |
Avg Bars in Losers | 205 | 198 | 215 | 68 | 63 | 73 |
Bars Traded | 11846 | 6281 | 5565 | 11846 | 6281 | 5565 |
Profit Streak | 287.4603 | 407.9603 | 287.4603 | 0 | 0 | 0 |
Trades During Streak | 2 | 9 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575113 | -576224 | -576096 | -578919 | 515151 | -579972 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563609600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759518170706, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 179, "offset": 57 } } }
{ "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": [ [ -3193155.437084663, -46108.2794496982, -3147047.1576349647, -100345.8326126968, 23006157.419268258, -23106503.25188095 ], [ -3193.155437, -46.108279, -3147.047158, -100.345833, 23006.157419, -23106.503252 ], [ -1.563226, -0.022573, -1.540654, 0, 0.266805, 0 ], [ 3222.565321, 3222.565321, 3222.565321, 3222.565321, 3222.565321, 3222.565321 ], [ -3295683, -173076, -3257999, -28673073, -5164855, -33507820 ], [ 0.209967, 0.904717, 0.115474, 0.997909, 2.865306, 0.352064 ], [ 201, 100, 101, 201, 100, 101 ], [ 157, 74, 83, 113, 54, 59 ], [ 44, 26, 18, 88, 46, 42 ], [ 78.109453, 74, 82.178218, 56.218905, 54, 58.415842 ], [ 0.058844, 0.317873, 0.025043, 0.777133, 2.440816, 0.250622 ], [ 30652, 30652, 19147, 18757499, 18757499, 8012178 ], [ -1814165, -76327, -1814165, -24028208, -2989380, -24028208 ], [ 58, 62, 55, 58, 62, 55 ], [ 17, 15, 20, 51, 62, 42 ], [ 205, 198, 215, 68, 63, 73 ], [ 11846, 6281, 5565, 11846, 6281, 5565 ], [ 287.460309, 407.960309, 287.460309, 0, 0, 0 ], [ 2, 9, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575113, -576224, -576096, -578919, 515151, -579972 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563609600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759518170706, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 179, "offset": 57 } } }
# | 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) |
---|