Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2974460.1051 | 26169.7481 | -3000629.8533 | -95355.124 | 71391571.8268 | -71486926.9509 |
Total P&L (%) | -2974.4601 | 26.1697 | -3000.6299 | -95.3551 | 71391.5718 | -71486.927 |
Avg Daily Profit (%) | -1.4557 | 0.0128 | -1.4686 | -0.1501 | 0.3222 | 0 |
Buy And Hold Return (%) | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 |
Max Trade Drawdown | -3109236 | -202422 | -3083575 | -107196941 | -15559999 | -101270305 |
Profit Factor | 0.2095 | 1.0631 | 0.1037 | 0.9992 | 4.6763 | 0.3093 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 52 | 24 | 28 | 44 | 23 | 21 |
Losing Trades | 26 | 15 | 11 | 34 | 16 | 18 |
Profitability (%) | 66.6667 | 61.5385 | 71.7949 | 56.4103 | 58.9744 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.1048 | 0.6644 | 0.0407 | 0.7721 | 3.253 | 0.2651 |
Largest Winning Trade | 50681 | 50681 | 28826 | 40455655 | 40455655 | 17564532 |
Largest Losing Trade | -1766893 | -73603 | -1766893 | -91636942 | -15559999 | -91636942 |
Avg Bars in Trades | 100 | 109 | 92 | 100 | 109 | 92 |
Avg Bars in Winners | 44 | 43 | 45 | 98 | 115 | 78 |
Avg Bars in Losers | 213 | 214 | 211 | 104 | 100 | 108 |
Bars Traded | 7869 | 4268 | 3601 | 7869 | 4268 | 3601 |
Profit Streak | 0 | 405.5288 | 0 | 0 | 405.5288 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617117 | -491473 | -577932 | -618446 | 689882 | -580258 |
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564596000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759279289252, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 204, "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": [ [ -2974460.105143102, 26169.7481354548, -3000629.853278556, -95355.1240331411, 71391571.82684122, -71486926.95087439 ], [ -2974.460105, 26.169748, -3000.629853, -95.355124, 71391.571827, -71486.926951 ], [ -1.455749, 0.012808, -1.468557, -0.150109, 0.32217, 0 ], [ 2956.818182, 2956.818182, 2956.818182, 2956.818182, 2956.818182, 2956.818182 ], [ -3109236, -202422, -3083575, -107196941, -15559999, -101270305 ], [ 0.209501, 1.063064, 0.103699, 0.999224, 4.676251, 0.309256 ], [ 78, 39, 39, 78, 39, 39 ], [ 52, 24, 28, 44, 23, 21 ], [ 26, 15, 11, 34, 16, 18 ], [ 66.666667, 61.538462, 71.794872, 56.410256, 58.974359, 53.846154 ], [ 0.104751, 0.664415, 0.040739, 0.772128, 3.253044, 0.265077 ], [ 50681, 50681, 28826, 40455655, 40455655, 17564532 ], [ -1766893, -73603, -1766893, -91636942, -15559999, -91636942 ], [ 100, 109, 92, 100, 109, 92 ], [ 44, 43, 45, 98, 115, 78 ], [ 213, 214, 211, 104, 100, 108 ], [ 7869, 4268, 3601, 7869, 4268, 3601 ], [ 0, 405.528811, 0, 0, 405.528811, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -617117, -491473, -577932, -618446, 689882, -580258 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564596000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759279289252, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 204, "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) |
---|