Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2773040.2976 | 2721331.6593 | 51708.6383 | 18085451.9109 | 33748177.4348 | -15662725.5239 |
Total P&L (%) | 2773.0403 | 2721.3317 | 51.7086 | 18085.4519 | 33748.1774 | -15662.7255 |
Avg Daily Profit (%) | 1.357 | 1.3317 | 0.0253 | 0.2549 | 0.2854 | 0 |
Buy And Hold Return (%) | 4777.2664 | 4777.2664 | 4777.2664 | 4777.2664 | 4777.2664 | 4777.2664 |
Max Trade Drawdown | -95465 | -46778 | -113246 | -17187836 | -5344214 | -25633559 |
Profit Factor | 4.9165 | 9.1648 | 1.138 | 1.2741 | 2.4119 | 0.6279 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 47.4359 | 48.7179 | 46.1538 | 47.4359 | 48.7179 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.448 | 9.6472 | 1.3276 | 1.4118 | 2.5388 | 0.7325 |
Largest Winning Trade | 1652944 | 1652944 | 75432 | 10000110 | 10000110 | 4383729 |
Largest Losing Trade | -63173 | -41194 | -63173 | -13692674 | -4618060 | -13692674 |
Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Winners | 63 | 62 | 65 | 63 | 62 | 65 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 3919 | 1995 | 1924 | 3919 | 1995 | 1924 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184169 | -144099 | -395067 | -33754 | 463861 | -582253 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1566345600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759026825206, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 104, "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": [ [ 2773040.2975609023, 2721331.6593021974, 51708.6382587047, 18085451.91092686, 33748177.434831925, -15662725.523905065 ], [ 2773.040298, 2721.331659, 51.708638, 18085.451911, 33748.177435, -15662.725524 ], [ 1.357005, 1.331701, 0.025304, 0.254947, 0.285431, 0 ], [ 4777.266388, 4777.266388, 4777.266388, 4777.266388, 4777.266388, 4777.266388 ], [ -95465, -46778, -113246, -17187836, -5344214, -25633559 ], [ 4.916463, 9.164839, 1.137982, 1.274052, 2.411888, 0.627874 ], [ 78, 39, 39, 78, 39, 39 ], [ 37, 19, 18, 37, 19, 18 ], [ 41, 20, 21, 41, 20, 21 ], [ 47.435897, 48.717949, 46.153846, 47.435897, 48.717949, 46.153846 ], [ 5.447972, 9.647199, 1.327646, 1.411788, 2.538829, 0.73252 ], [ 1652944, 1652944, 75432, 10000110, 10000110, 4383729 ], [ -63173, -41194, -63173, -13692674, -4618060, -13692674 ], [ 50, 51, 49, 50, 51, 49 ], [ 63, 62, 65, 63, 62, 65 ], [ 38, 40, 35, 38, 40, 35 ], [ 3919, 1995, 1924, 3919, 1995, 1924 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -184169, -144099, -395067, -33754, 463861, -582253 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1566345600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759026825206, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 104, "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) |
---|