Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149352.8742 | 92476.8654 | 56876.0088 | 217383.9841 | 165402.3351 | 51981.649 |
Total P&L (%) | 149.3529 | 92.4769 | 56.876 | 217.384 | 165.4023 | 51.9816 |
Avg Daily Profit (%) | 0.5608 | 0.3473 | 0.2136 | 0.4346 | 0.3672 | 0.1573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43696 | -26799 | -61779 | -87184 | -41054 | -137147 |
Profit Factor | 1.7283 | 2.0494 | 1.4863 | 1.68 | 2.4042 | 1.2575 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 57.1429 | 55.2632 | 58.9744 | 57.1429 | 55.2632 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.2962 | 1.6591 | 1.034 | 1.26 | 1.9463 | 0.8748 |
Largest Winning Trade | 30185 | 30185 | 25552 | 60280 | 60280 | 43581 |
Largest Losing Trade | -15977 | -11314 | -15977 | -37584 | -14930 | -37584 |
Avg Bars in Trades | 162 | 165 | 159 | 162 | 165 | 159 |
Avg Bars in Winners | 197 | 200 | 194 | 197 | 200 | 194 |
Avg Bars in Losers | 115 | 121 | 108 | 115 | 121 | 108 |
Bars Traded | 12488 | 6278 | 6210 | 12488 | 6278 | 6210 |
Profit Streak | 276.4308 | 276.4308 | 289.7224 | 276.4308 | 276.4308 | 289.7224 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32231 | 456570 | 333417 | -33403 | 487351 | 194006 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714172400000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759024217658, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 153, "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": [ [ 149352.8741916588, 92476.865387892, 56876.0088037669, 217383.9841485386, 165402.3351150802, 51981.6490334584 ], [ 149.352874, 92.476865, 56.876009, 217.383984, 165.402335, 51.981649 ], [ 0.560823, 0.347253, 0.213571, 0.434625, 0.367191, 0.157305 ], [ 10, 10, 10, 10, 10, 10 ], [ -43696, -26799, -61779, -87184, -41054, -137147 ], [ 1.728318, 2.049446, 1.486345, 1.679994, 2.404201, 1.25747 ], [ 77, 38, 39, 77, 38, 39 ], [ 44, 21, 23, 44, 21, 23 ], [ 33, 17, 16, 33, 17, 16 ], [ 57.142857, 55.263158, 58.974359, 57.142857, 55.263158, 58.974359 ], [ 1.296238, 1.659076, 1.033979, 1.259996, 1.946258, 0.874762 ], [ 30185, 30185, 25552, 60280, 60280, 43581 ], [ -15977, -11314, -15977, -37584, -14930, -37584 ], [ 162, 165, 159, 162, 165, 159 ], [ 197, 200, 194, 197, 200, 194 ], [ 115, 121, 108, 115, 121, 108 ], [ 12488, 6278, 6210, 12488, 6278, 6210 ], [ 276.43076, 276.43076, 289.722426, 276.43076, 276.43076, 289.722427 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32231, 456570, 333417, -33403, 487351, 194006 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714172400000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759024217658, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 153, "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) |
---|