Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2674664.7114 | 5031.2948 | -2679696.0063 | -161129.0512 | 32426229.0108 | -32587358.0621 |
Total P&L (%) | -2674.6647 | 5.0313 | -2679.696 | -161.1291 | 32426.229 | -32587.3581 |
Avg Daily Profit (%) | -1.3089 | 0.0025 | -1.3113 | 0 | 0.2835 | 0 |
Buy And Hold Return (%) | 4085.5177 | 4085.5177 | 4085.5177 | 4085.5177 | 4085.5177 | 4085.5177 |
Max Trade Drawdown | -2742469 | -131134 | -2734396 | -60786754 | -11224778 | -60021788 |
Profit Factor | 0.1849 | 1.0162 | 0.0979 | 0.998 | 2.8173 | 0.4646 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 50 | 24 | 26 | 26 | 13 | 13 |
Losing Trades | 19 | 10 | 9 | 43 | 21 | 22 |
Profitability (%) | 72.4638 | 70.5882 | 74.2857 | 37.6812 | 38.2353 | 37.1429 |
Ratio Avg Win / Avg Loss | 0.0703 | 0.4234 | 0.0339 | 1.6505 | 4.5511 | 0.7862 |
Largest Winning Trade | 31953 | 31953 | 25030 | 33160948 | 33160948 | 19043953 |
Largest Losing Trade | -1688585 | -76319 | -1688585 | -43245634 | -8365137 | -43245634 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 16 | 17 | 15 | 84 | 97 | 71 |
Avg Bars in Losers | 153 | 160 | 145 | 36 | 36 | 36 |
Bars Traded | 3751 | 2032 | 1719 | 3751 | 2032 | 1719 |
Profit Streak | 292.5099 | 414.0099 | 292.5099 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682897 | -555702 | -577051 | -689068 | 343309 | -585787 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1566820800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760141652025, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 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": [ [ -2674664.7114292877, 5031.2948421595, -2679696.0062714475, -161129.0512151786, 32426229.010839853, -32587358.062055055 ], [ -2674.664711, 5.031295, -2679.696006, -161.129051, 32426.229011, -32587.358062 ], [ -1.308865, 0.002462, -1.311327, 0, 0.283476, 0 ], [ 4085.517654, 4085.517654, 4085.517654, 4085.517654, 4085.517654, 4085.517654 ], [ -2742469, -131134, -2734396, -60786754, -11224778, -60021788 ], [ 0.184899, 1.016183, 0.097893, 0.997953, 2.817343, 0.464581 ], [ 69, 34, 35, 69, 34, 35 ], [ 50, 24, 26, 26, 13, 13 ], [ 19, 10, 9, 43, 21, 22 ], [ 72.463768, 70.588235, 74.285714, 37.681159, 38.235294, 37.142857 ], [ 0.070262, 0.423409, 0.033886, 1.65046, 4.551093, 0.786213 ], [ 31953, 31953, 25030, 33160948, 33160948, 19043953 ], [ -1688585, -76319, -1688585, -43245634, -8365137, -43245634 ], [ 54, 59, 49, 54, 59, 49 ], [ 16, 17, 15, 84, 97, 71 ], [ 153, 160, 145, 36, 36, 36 ], [ 3751, 2032, 1719, 3751, 2032, 1719 ], [ 292.509861, 414.009861, 292.509861, 0, 0, 0 ], [ 2, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -682897, -555702, -577051, -689068, 343309, -585787 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1566820800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760141652025, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 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) |
---|