Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2337790.9685 | 102753.5799 | -2440544.5484 | -162832.1819 | 66617676.9072 | -66780509.0892 |
Total P&L (%) | -2337.791 | 102.7536 | -2440.5445 | -162.8322 | 66617.6769 | -66780.5091 |
Avg Daily Profit (%) | -1.1445 | 0.0503 | -1.1948 | 0 | 0.3189 | 0 |
Buy And Hold Return (%) | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 |
Max Trade Drawdown | -2389190 | -170262 | -2504953 | -101021204 | -12073497 | -101595265 |
Profit Factor | 0.2572 | 1.293 | 0.1274 | 0.9987 | 4.5936 | 0.3496 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 21 | 23 | 32 | 16 | 16 |
Losing Trades | 20 | 11 | 9 | 32 | 16 | 16 |
Profitability (%) | 68.75 | 65.625 | 71.875 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.1169 | 0.6773 | 0.0498 | 0.9987 | 4.5936 | 0.3496 |
Largest Winning Trade | 85923 | 85923 | 34804 | 48536705 | 48536705 | 23990719 |
Largest Losing Trade | -1510092 | -75678 | -1510092 | -84103966 | -9020825 | -84103966 |
Avg Bars in Trades | 186 | 205 | 168 | 186 | 205 | 168 |
Avg Bars in Winners | 88 | 100 | 78 | 169 | 205 | 132 |
Avg Bars in Losers | 402 | 406 | 396 | 204 | 204 | 203 |
Bars Traded | 11950 | 6572 | 5378 | 11950 | 6572 | 5378 |
Profit Streak | 0 | 402.2051 | 0 | 323.0384 | 0 | 389.0384 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721847 | -290181 | -577974 | -723690 | 594656 | -579847 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1562659200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759107317389, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "sinwma", "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": [ [ -2337790.968511868, 102753.5798559246, -2440544.5483677913, -162832.1819306982, 66617676.90722445, -66780509.08915515 ], [ -2337.790969, 102.75358, -2440.544548, -162.832182, 66617.676907, -66780.509089 ], [ -1.144478, 0.050304, -1.194782, 0, 0.318868, 0 ], [ 2791.277387, 2791.277387, 2791.277387, 2791.277387, 2791.277387, 2791.277387 ], [ -2389190, -170262, -2504953, -101021204, -12073497, -101595265 ], [ 0.257246, 1.292995, 0.127368, 0.998657, 4.593571, 0.349577 ], [ 64, 32, 32, 64, 32, 32 ], [ 44, 21, 23, 32, 16, 16 ], [ 20, 11, 9, 32, 16, 16 ], [ 68.75, 65.625, 71.875, 50, 50, 50 ], [ 0.11693, 0.677283, 0.04984, 0.998657, 4.593571, 0.349577 ], [ 85923, 85923, 34804, 48536705, 48536705, 23990719 ], [ -1510092, -75678, -1510092, -84103966, -9020825, -84103966 ], [ 186, 205, 168, 186, 205, 168 ], [ 88, 100, 78, 169, 205, 132 ], [ 402, 406, 396, 204, 204, 203 ], [ 11950, 6572, 5378, 11950, 6572, 5378 ], [ 0, 402.205062, 0, 323.038396, 0, 389.038396 ], [ 0, 2, 0, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -721847, -290181, -577974, -723690, 594656, -579847 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1562659200000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759107317389, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "sinwma", "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) |
---|