Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2514832.8805 | 24925.0345 | -2539757.9149 | -171234.9319 | 43154986.8138 | -43326221.7457 |
Total P&L (%) | -2514.8329 | 24.925 | -2539.7579 | -171.2349 | 43154.9868 | -43326.2217 |
Avg Daily Profit (%) | -1.2307 | 0.0122 | -1.2428 | 0 | 0.2975 | 0 |
Buy And Hold Return (%) | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 | 2706.5811 |
Max Trade Drawdown | -2567109 | -117010 | -2608483 | -74066022 | -11187926 | -77458566 |
Profit Factor | 0.2177 | 1.0683 | 0.1088 | 0.9983 | 2.952 | 0.4504 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 23 | 28 | 35 | 19 | 16 |
Losing Trades | 24 | 14 | 10 | 40 | 18 | 22 |
Profitability (%) | 68 | 62.1622 | 73.6842 | 46.6667 | 51.3514 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.1024 | 0.6503 | 0.0389 | 1.1409 | 2.7966 | 0.6193 |
Largest Winning Trade | 44570 | 44570 | 27290 | 41880393 | 41880393 | 24861394 |
Largest Losing Trade | -1571527 | -77592 | -1571527 | -52795736 | -7585461 | -52795736 |
Avg Bars in Trades | 52 | 59 | 45 | 52 | 59 | 45 |
Avg Bars in Winners | 19 | 20 | 17 | 65 | 74 | 55 |
Avg Bars in Losers | 123 | 122 | 124 | 40 | 43 | 39 |
Bars Traded | 3943 | 2197 | 1746 | 3943 | 2197 | 1746 |
Profit Streak | 0 | 409.5565 | 0 | 333.0565 | 0 | 403.0565 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639444 | -486826 | -577694 | -641098 | 528798 | -582872 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564228800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759756878103, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 94, "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": [ [ -2514832.88048834, 24925.0344588582, -2539757.914947198, -171234.931869315, 43154986.813810855, -43326221.74568018 ], [ -2514.83288, 24.925034, -2539.757915, -171.234932, 43154.986814, -43326.221746 ], [ -1.23065, 0.012197, -1.242847, 0, 0.297466, 0 ], [ 2706.581059, 2706.581059, 2706.581059, 2706.581059, 2706.581059, 2706.581059 ], [ -2567109, -117010, -2608483, -74066022, -11187926, -77458566 ], [ 0.217699, 1.068313, 0.108793, 0.998304, 2.952009, 0.450376 ], [ 75, 37, 38, 75, 37, 38 ], [ 51, 23, 28, 35, 19, 16 ], [ 24, 14, 10, 40, 18, 22 ], [ 68, 62.162162, 73.684211, 46.666667, 51.351351, 42.105263 ], [ 0.102447, 0.650277, 0.038855, 1.140918, 2.79664, 0.619267 ], [ 44570, 44570, 27290, 41880393, 41880393, 24861394 ], [ -1571527, -77592, -1571527, -52795736, -7585461, -52795736 ], [ 52, 59, 45, 52, 59, 45 ], [ 19, 20, 17, 65, 74, 55 ], [ 123, 122, 124, 40, 43, 39 ], [ 3943, 2197, 1746, 3943, 2197, 1746 ], [ 0, 409.556459, 0, 333.056459, 0, 403.05646 ], [ 0, 2, 0, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -639444, -486826, -577694, -641098, 528798, -582872 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564228800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759756878103, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 94, "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) |
---|