Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3228764.0637 | -26602.9879 | -3202161.0758 | -1748719.2884 | 268634541.245 | -270383260.5334 |
Total P&L (%) | -3228.7641 | -26.603 | -3202.1611 | -1748.7193 | 268634.5412 | -270383.2605 |
Avg Daily Profit (%) | -1.5802 | -0.013 | -1.5672 | 0 | 0.3872 | 0 |
Buy And Hold Return (%) | 2831.2657 | 2831.2657 | 2831.2657 | 2831.2657 | 2831.2657 | 2831.2657 |
Max Trade Drawdown | -3369067 | -123573 | -3293505 | -372310017 | -55435022 | -364896672 |
Profit Factor | 0.1643 | 0.9228 | 0.09 | 0.9966 | 3.2721 | 0.3156 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 15 | 19 | 26 | 14 | 12 |
Losing Trades | 26 | 15 | 11 | 34 | 16 | 18 |
Profitability (%) | 56.6667 | 50 | 63.3333 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 0.1257 | 0.9228 | 0.0521 | 1.3032 | 3.7396 | 0.4734 |
Largest Winning Trade | 66051 | 66051 | 45059 | 198993387 | 198993387 | 34306512 |
Largest Losing Trade | -1625668 | -75857 | -1625668 | -254839546 | -33595557 | -254839546 |
Avg Bars in Trades | 130 | 114 | 146 | 130 | 114 | 146 |
Avg Bars in Winners | 86 | 75 | 95 | 147 | 138 | 158 |
Avg Bars in Losers | 188 | 154 | 234 | 117 | 94 | 138 |
Bars Traded | 7835 | 3440 | 4395 | 7835 | 3440 | 4395 |
Profit Streak | 337.9572 | 391.2072 | 337.9572 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752448 | -580239 | -578510 | -755203 | 523770 | -584714 |
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564552800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759143499075, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 84, "poles": 3 } } }
{ "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": [ [ -3228764.063728263, -26602.987938954, -3202161.0757893086, -1748719.2884030747, 268634541.2449531, -270383260.53335613 ], [ -3228.764064, -26.602988, -3202.161076, -1748.719288, 268634.541245, -270383.260533 ], [ -1.58021, -0.01302, -1.56719, 0, 0.387206, 0 ], [ 2831.265717, 2831.265717, 2831.265717, 2831.265717, 2831.265717, 2831.265717 ], [ -3369067, -123573, -3293505, -372310017, -55435022, -364896672 ], [ 0.164326, 0.922846, 0.090001, 0.996593, 3.272134, 0.315629 ], [ 60, 30, 30, 60, 30, 30 ], [ 34, 15, 19, 26, 14, 12 ], [ 26, 15, 11, 34, 16, 18 ], [ 56.666667, 50, 63.333333, 43.333333, 46.666667, 40 ], [ 0.125661, 0.922846, 0.052106, 1.303237, 3.739582, 0.473444 ], [ 66051, 66051, 45059, 198993387, 198993387, 34306512 ], [ -1625668, -75857, -1625668, -254839546, -33595557, -254839546 ], [ 130, 114, 146, 130, 114, 146 ], [ 86, 75, 95, 147, 138, 158 ], [ 188, 154, 234, 117, 94, 138 ], [ 7835, 3440, 4395, 7835, 3440, 4395 ], [ 337.957165, 391.207165, 337.957165, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -752448, -580239, -578510, -755203, 523770, -584714 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564552800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759143499075, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 84, "poles": 3 } } }
# | 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) |
---|