Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74263.8272 | 59499.6729 | 14764.1543 | 43245.3698 | 22059.3996 | 21185.9702 |
Total P&L (%) | 74.2638 | 59.4997 | 14.7642 | 43.2454 | 22.0594 | 21.186 |
Avg Daily Profit (%) | 0.2789 | 0.2234 | 0.0554 | 0.135 | 0.0749 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60598 | -69351 | -19446 | -98322 | -101038 | -18475 |
Profit Factor | 1.2536 | 1.2601 | 1.2304 | 1.1206 | 1.077 | 1.2948 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 68.0851 | 68.5714 | 67.6056 | 68.0851 | 68.5714 | 67.6056 |
Ratio Avg Win / Avg Loss | 0.5876 | 0.5775 | 0.5896 | 0.5253 | 0.4936 | 0.6204 |
Largest Winning Trade | 18238 | 18238 | 8552 | 29795 | 29795 | 10154 |
Largest Losing Trade | -26779 | -26779 | -11460 | -57683 | -57683 | -13555 |
Avg Bars in Trades | 86 | 166 | 8 | 86 | 166 | 8 |
Avg Bars in Winners | 48 | 89 | 6 | 48 | 89 | 6 |
Avg Bars in Losers | 168 | 333 | 11 | 168 | 333 | 11 |
Bars Traded | 12241 | 11650 | 590 | 12241 | 11650 | 590 |
Profit Streak | 264.948 | 264.948 | 294.1147 | 264.948 | 264.948 | 294.1147 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329948 | -86885 | -222518 | -101450 | -328202 | -188341 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713835800000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759396510252, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 1.40745 } } }
{ "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": [ [ 74263.8272342597, 59499.6729456865, 14764.1542885732, 43245.3697599245, 22059.3995913807, 21185.9701685437 ], [ 74.263827, 59.499673, 14.764154, 43.24537, 22.0594, 21.18597 ], [ 0.278862, 0.223423, 0.05544, 0.135042, 0.07488, 0.072181 ], [ 10, 10, 10, 10, 10, 10 ], [ -60598, -69351, -19446, -98322, -101038, -18475 ], [ 1.253601, 1.260106, 1.230381, 1.120628, 1.076958, 1.294829 ], [ 141, 70, 71, 141, 70, 71 ], [ 96, 48, 48, 96, 48, 48 ], [ 45, 22, 23, 45, 22, 23 ], [ 68.085106, 68.571429, 67.605634, 68.085106, 68.571429, 67.605634 ], [ 0.587625, 0.577548, 0.589558, 0.525295, 0.493606, 0.620439 ], [ 18238, 18238, 8552, 29795, 29795, 10154 ], [ -26779, -26779, -11460, -57683, -57683, -13555 ], [ 86, 166, 8, 86, 166, 8 ], [ 48, 89, 6, 48, 89, 6 ], [ 168, 333, 11, 168, 333, 11 ], [ 12241, 11650, 590, 12241, 11650, 590 ], [ 264.948035, 264.948035, 294.114702, 264.948035, 264.948035, 294.114702 ], [ 5, 2, 7, 5, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329948, -86885, -222518, -101450, -328202, -188341 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713835800000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759396510252, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 61, "offset": 0, "std": 1.40745 } } }
# | 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) |
---|