Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2241860.2841 | 114884.83 | -2356745.1141 | -111556.4684 | 11452398.0098 | -11563954.4782 |
Total P&L (%) | -2241.8603 | 114.8848 | -2356.7451 | -111.5565 | 11452.398 | -11563.9545 |
Avg Daily Profit (%) | -1.0971 | 0.0562 | -1.1533 | 0 | 0.2327 | 0 |
Buy And Hold Return (%) | 3662.2378 | 3662.2378 | 3662.2378 | 3662.2378 | 3662.2378 | 3662.2378 |
Max Trade Drawdown | -2384313 | -121115 | -2400819 | -27614367 | -9262293 | -18712381 |
Profit Factor | 0.2651 | 1.2947 | 0.1143 | 0.997 | 1.8127 | 0.5075 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 21 | 24 | 43 | 23 | 20 |
Losing Trades | 46 | 24 | 22 | 48 | 22 | 26 |
Profitability (%) | 49.4505 | 46.6667 | 52.1739 | 47.2527 | 51.1111 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.271 | 1.4797 | 0.1048 | 1.113 | 1.7339 | 0.6598 |
Largest Winning Trade | 113881 | 113881 | 30496 | 13066999 | 13066999 | 3270201 |
Largest Losing Trade | -1490721 | -82880 | -1490721 | -14902689 | -8192447 | -14902689 |
Avg Bars in Trades | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Winners | 19 | 17 | 21 | 51 | 55 | 46 |
Avg Bars in Losers | 62 | 65 | 59 | 32 | 30 | 34 |
Bars Traded | 3746 | 1931 | 1813 | 3746 | 1931 | 1813 |
Profit Streak | 334.6068 | 397.1068 | 334.6068 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579343 | -283424 | -579078 | -579936 | 322844 | -583240 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1567512000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759026824466, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ema", "factors": { "length": 170, "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": [ [ -2241860.2840681584, 114884.8300360035, -2356745.114104161, -111556.4684234034, 11452398.009795796, -11563954.478219204 ], [ -2241.860284, 114.88483, -2356.745114, -111.556468, 11452.39801, -11563.954478 ], [ -1.097069, 0.05622, -1.153289, 0, 0.232689, 0 ], [ 3662.237762, 3662.237762, 3662.237762, 3662.237762, 3662.237762, 3662.237762 ], [ -2384313, -121115, -2400819, -27614367, -9262293, -18712381 ], [ 0.265149, 1.294708, 0.114319, 0.997031, 1.812728, 0.507538 ], [ 91, 45, 46, 91, 45, 46 ], [ 45, 21, 24, 43, 23, 20 ], [ 46, 24, 22, 48, 22, 26 ], [ 49.450549, 46.666667, 52.173913, 47.252747, 51.111111, 43.478261 ], [ 0.271041, 1.479666, 0.104793, 1.112965, 1.733913, 0.6598 ], [ 113881, 113881, 30496, 13066999, 13066999, 3270201 ], [ -1490721, -82880, -1490721, -14902689, -8192447, -14902689 ], [ 41, 42, 39, 41, 42, 39 ], [ 19, 17, 21, 51, 55, 46 ], [ 62, 65, 59, 32, 30, 34 ], [ 3746, 1931, 1813, 3746, 1931, 1813 ], [ 334.606765, 397.106765, 334.606765, 0, 0, 0 ], [ 6, 5, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579343, -283424, -579078, -579936, 322844, -583240 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1567512000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759026824466, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ema", "factors": { "length": 170, "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) |
---|