Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110603.7981 | 75271.3403 | 35332.4578 | 100179.669 | 84944.5145 | 15235.1545 |
Total P&L (%) | 110.6038 | 75.2713 | 35.3325 | 100.1797 | 84.9445 | 15.2352 |
Avg Daily Profit (%) | 0.4153 | 0.2826 | 0.1327 | 0.261 | 0.2312 | 0.0533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34461 | -28287 | -48842 | -57413 | -34016 | -83713 |
Profit Factor | 1.4825 | 1.6683 | 1.3031 | 1.346 | 1.6421 | 1.0969 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.8532 | 2.0854 | 1.6288 | 1.6825 | 2.0526 | 1.3711 |
Largest Winning Trade | 44595 | 44595 | 25820 | 63494 | 63494 | 35671 |
Largest Losing Trade | -19219 | -18504 | -19219 | -39568 | -18470 | -39568 |
Avg Bars in Trades | 172 | 180 | 164 | 172 | 180 | 164 |
Avg Bars in Winners | 223 | 244 | 201 | 223 | 244 | 201 |
Avg Bars in Losers | 132 | 128 | 135 | 132 | 128 | 135 |
Bars Traded | 12430 | 6497 | 5933 | 12430 | 6497 | 5933 |
Profit Streak | 283.9533 | 285.6825 | 283.9533 | 283.9533 | 285.6825 | 283.9533 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74574 | 307316 | -20282 | -76728 | 289652 | -248745 |
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{ "first_band": { "type": "t3", "factors": { "length": 145, "offset": 0, "a": 0.80423 } }, "second_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 2.83961 } } }
{ "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": [ [ 110603.7980619576, 75271.3402590691, 35332.4578028884, 100179.6690333143, 84944.5145031751, 15235.1545301392 ], [ 110.603798, 75.27134, 35.332458, 100.179669, 84.944515, 15.235155 ], [ 0.41532, 0.282646, 0.132674, 0.260955, 0.231158, 0.053262 ], [ 10, 10, 10, 10, 10, 10 ], [ -34461, -28287, -48842, -57413, -34016, -83713 ], [ 1.482526, 1.668313, 1.30305, 1.346019, 1.642092, 1.096899 ], [ 72, 36, 36, 72, 36, 36 ], [ 32, 16, 16, 32, 16, 16 ], [ 40, 20, 20, 40, 20, 20 ], [ 44.444444, 44.444444, 44.444444, 44.444444, 44.444444, 44.444444 ], [ 1.853157, 2.085391, 1.628812, 1.682524, 2.052615, 1.371124 ], [ 44595, 44595, 25820, 63494, 63494, 35671 ], [ -19219, -18504, -19219, -39568, -18470, -39568 ], [ 172, 180, 164, 172, 180, 164 ], [ 223, 244, 201, 223, 244, 201 ], [ 132, 128, 135, 132, 128, 135 ], [ 12430, 6497, 5933, 12430, 6497, 5933 ], [ 283.953321, 285.682488, 283.953322, 283.953322, 285.682488, 283.953322 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74574, 307316, -20282, -76728, 289652, -248745 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713987000000, "last_datapoint_time": 1736735400000, "evaluation_time": 1760284366988, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 145, "offset": 0, "a": 0.80423 } }, "second_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 2.83961 } } }
# | 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) |
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