Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220546.9141 | 133851.966 | 86694.948 | 475932.8715 | 278315.8409 | 197617.0306 |
Total P&L (%) | 220.5469 | 133.852 | 86.6949 | 475.9329 | 278.3158 | 197.617 |
Avg Daily Profit (%) | 0.8282 | 0.5026 | 0.3255 | 0.6596 | 0.5009 | 0.4104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29970 | -29433 | -22678 | -96429 | -68409 | -76901 |
Profit Factor | 2.0354 | 2.1266 | 1.9204 | 1.937 | 1.9943 | 1.8665 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 35.2459 | 29.5082 | 40.9836 | 35.2459 | 29.5082 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.7395 | 5.0802 | 2.7654 | 3.5586 | 4.7643 | 2.6878 |
Largest Winning Trade | 44886 | 44886 | 28762 | 119690 | 119690 | 101985 |
Largest Losing Trade | -9800 | -9800 | -8122 | -43209 | -43209 | -21607 |
Avg Bars in Trades | 100 | 120 | 81 | 100 | 120 | 81 |
Avg Bars in Winners | 208 | 291 | 147 | 208 | 291 | 147 |
Avg Bars in Losers | 42 | 49 | 34 | 42 | 49 | 34 |
Bars Traded | 12318 | 7365 | 4953 | 12318 | 7365 | 4953 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354653 | -159028 | -154500 | 303734 | -159298 | -153879 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714154400000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759548891159, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 1.92388 } } }
{ "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": [ [ 220546.9140549033, 133851.9660425212, 86694.948012382, 475932.871542902, 278315.8409275825, 197617.0306153194 ], [ 220.546914, 133.851966, 86.694948, 475.932872, 278.315841, 197.617031 ], [ 0.828159, 0.502617, 0.325541, 0.659603, 0.500878, 0.410377 ], [ 10, 10, 10, 10, 10, 10 ], [ -29970, -29433, -22678, -96429, -68409, -76901 ], [ 2.035414, 2.126583, 1.920415, 1.936968, 1.994342, 1.866549 ], [ 122, 61, 61, 122, 61, 61 ], [ 43, 18, 25, 43, 18, 25 ], [ 79, 43, 36, 79, 43, 36 ], [ 35.245902, 29.508197, 40.983607, 35.245902, 29.508197, 40.983607 ], [ 3.739482, 5.08017, 2.765397, 3.558615, 4.764262, 2.68783 ], [ 44886, 44886, 28762, 119690, 119690, 101985 ], [ -9800, -9800, -8122, -43209, -43209, -21607 ], [ 100, 120, 81, 100, 120, 81 ], [ 208, 291, 147, 208, 291, 147 ], [ 42, 49, 34, 42, 49, 34 ], [ 12318, 7365, 4953, 12318, 7365, 4953 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354653, -159028, -154500, 303734, -159298, -153879 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714154400000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759548891159, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 1.92388 } } }
# | 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) |
---|