Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1945347.1426 | 1963061.2934 | -17714.1508 | 17566985.9991 | 27397383.7704 | -9830397.7713 |
Total P&L (%) | 1945.3471 | 1963.0613 | -17.7142 | 17566.986 | 27397.3838 | -9830.3978 |
Avg Daily Profit (%) | 0.952 | 0.9606 | -0.0087 | 0.2535 | 0.2752 | 0 |
Buy And Hold Return (%) | 4055.6744 | 4055.6744 | 4055.6744 | 4055.6744 | 4055.6744 | 4055.6744 |
Max Trade Drawdown | -114065 | -81455 | -116996 | -8587540 | -1924587 | -13752368 |
Profit Factor | 5.8216 | 13.6617 | 0.9287 | 1.6327 | 5.3901 | 0.5433 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 26.8657 | 32.3529 | 21.2121 | 26.8657 | 32.3529 | 21.2121 |
Ratio Avg Win / Avg Loss | 15.8477 | 28.5654 | 3.4494 | 4.4446 | 11.2701 | 2.0179 |
Largest Winning Trade | 1005041 | 1005041 | 90562 | 9022836 | 9022836 | 5257355 |
Largest Losing Trade | -39009 | -33927 | -39009 | -6729797 | -1294504 | -6729797 |
Avg Bars in Trades | 55 | 63 | 47 | 55 | 63 | 47 |
Avg Bars in Winners | 163 | 174 | 145 | 163 | 174 | 145 |
Avg Bars in Losers | 16 | 10 | 21 | 16 | 10 | 21 |
Bars Traded | 3730 | 2158 | 1572 | 3730 | 2158 | 1572 |
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 | -286952 | -150824 | -624534 | -133210 | 349873 | -624534 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1567987200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759089351671, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 181, "offset": 0, "a": 0.9156 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 1945347.142614244, 1963061.2934000648, -17714.1507858208, 17566985.999107458, 27397383.7703857, -9830397.771278244 ], [ 1945.347143, 1963.061293, -17.714151, 17566.985999, 27397.38377, -9830.397771 ], [ 0.951968, 0.960637, -0.008669, 0.253528, 0.275234, 0 ], [ 4055.674391, 4055.674391, 4055.674391, 4055.674391, 4055.674391, 4055.674391 ], [ -114065, -81455, -116996, -8587540, -1924587, -13752368 ], [ 5.821621, 13.661708, 0.928694, 1.632703, 5.39007, 0.543287 ], [ 67, 34, 33, 67, 34, 33 ], [ 18, 11, 7, 18, 11, 7 ], [ 49, 23, 26, 49, 23, 26 ], [ 26.865672, 32.352941, 21.212121, 26.865672, 32.352941, 21.212121 ], [ 15.847745, 28.565389, 3.449435, 4.44458, 11.270146, 2.017922 ], [ 1005041, 1005041, 90562, 9022836, 9022836, 5257355 ], [ -39009, -33927, -39009, -6729797, -1294504, -6729797 ], [ 55, 63, 47, 55, 63, 47 ], [ 163, 174, 145, 163, 174, 145 ], [ 16, 10, 21, 16, 10, 21 ], [ 3730, 2158, 1572, 3730, 2158, 1572 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -286952, -150824, -624534, -133210, 349873, -624534 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1567987200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759089351671, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 181, "offset": 0, "a": 0.9156 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|