Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100722.9337 | 76261.6063 | 24461.3273 | 68862.9703 | 98155.1115 | -29292.1412 |
Total P&L (%) | 100.7229 | 76.2616 | 24.4613 | 68.863 | 98.1551 | -29.2921 |
Avg Daily Profit (%) | 0.3782 | 0.2864 | 0.0919 | 0.1969 | 0.2571 | -0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59930 | -35687 | -75911 | -94052 | -42000 | -134182 |
Profit Factor | 1.3088 | 1.5504 | 1.1304 | 1.1512 | 1.5436 | 0.8934 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 50.9615 | 53.8462 | 48.0769 | 50.9615 | 53.8462 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.2594 | 1.3289 | 1.2208 | 1.1078 | 1.3231 | 0.9648 |
Largest Winning Trade | 33721 | 33721 | 28249 | 49971 | 49971 | 32378 |
Largest Losing Trade | -19842 | -15953 | -19842 | -32028 | -22779 | -32028 |
Avg Bars in Trades | 119 | 117 | 122 | 119 | 117 | 122 |
Avg Bars in Winners | 141 | 140 | 142 | 141 | 140 | 142 |
Avg Bars in Losers | 97 | 91 | 103 | 97 | 91 | 103 |
Bars Traded | 12474 | 6118 | 6356 | 12474 | 6118 | 6356 |
Profit Streak | 269.5487 | 269.5487 | 271.2362 | 269.5487 | 269.5487 | 271.2362 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333948 | -170371 | -332936 | -46642 | -170662 | -762369 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714134600000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759187407742, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "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": [ [ 100722.9336529972, 76261.6063483774, 24461.3273046197, 68862.9702836017, 98155.1114506677, -29292.141167066 ], [ 100.722934, 76.261606, 24.461327, 68.86297, 98.155111, -29.292141 ], [ 0.378217, 0.286364, 0.091853, 0.196926, 0.257128, -0.130069 ], [ 10, 10, 10, 10, 10, 10 ], [ -59930, -35687, -75911, -94052, -42000, -134182 ], [ 1.308829, 1.550434, 1.130393, 1.151247, 1.543565, 0.893377 ], [ 104, 52, 52, 104, 52, 52 ], [ 53, 28, 25, 53, 28, 25 ], [ 51, 24, 27, 51, 24, 27 ], [ 50.961538, 53.846154, 48.076923, 50.961538, 53.846154, 48.076923 ], [ 1.259439, 1.328943, 1.220825, 1.107804, 1.323056, 0.964847 ], [ 33721, 33721, 28249, 49971, 49971, 32378 ], [ -19842, -15953, -19842, -32028, -22779, -32028 ], [ 119, 117, 122, 119, 117, 122 ], [ 141, 140, 142, 141, 140, 142 ], [ 97, 91, 103, 97, 91, 103 ], [ 12474, 6118, 6356, 12474, 6118, 6356 ], [ 269.548701, 269.548701, 271.236201, 269.548701, 269.548701, 271.236201 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333948, -170371, -332936, -46642, -170662, -762369 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714134600000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759187407742, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "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) |
---|