Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2880989.1404 | 40381.5394 | -2921370.6798 | -98818.1078 | 84068416.5099 | -84167234.6178 |
Total P&L (%) | -2880.9891 | 40.3815 | -2921.3707 | -98.8181 | 84068.4165 | -84167.2346 |
Avg Daily Profit (%) | -1.4104 | 0.0198 | -1.4302 | -0.217 | 0.3303 | 0 |
Buy And Hold Return (%) | 2653.5433 | 2653.5433 | 2653.5433 | 2653.5433 | 2653.5433 | 2653.5433 |
Max Trade Drawdown | -3056833 | -205319 | -3011806 | -123452007 | -15440031 | -120405694 |
Profit Factor | 0.2249 | 1.0944 | 0.1118 | 0.9993 | 5.3352 | 0.3102 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 56 | 26 | 30 | 50 | 26 | 24 |
Losing Trades | 27 | 15 | 12 | 33 | 15 | 18 |
Profitability (%) | 67.4699 | 63.4146 | 71.4286 | 60.241 | 63.4146 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1084 | 0.6314 | 0.0447 | 0.6595 | 3.078 | 0.2326 |
Largest Winning Trade | 71707 | 71707 | 27200 | 47203453 | 47203453 | 18665750 |
Largest Losing Trade | -1682696 | -75010 | -1682696 | -101108555 | -15440031 | -101108555 |
Avg Bars in Trades | 142 | 157 | 127 | 142 | 157 | 127 |
Avg Bars in Winners | 60 | 58 | 62 | 106 | 125 | 86 |
Avg Bars in Losers | 313 | 330 | 292 | 197 | 214 | 183 |
Bars Traded | 11835 | 6463 | 5372 | 11835 | 6463 | 5372 |
Profit Streak | 0 | 417.4177 | 0 | 0 | 417.4177 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579513 | -447410 | -577956 | -580450 | 731688 | -579808 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563004800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760292087476, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 194, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -2880989.140424869, 40381.5393773082, -2921370.6798021793, -98818.1078476461, 84068416.50994414, -84167234.61779174 ], [ -2880.98914, 40.381539, -2921.37068, -98.818108, 84068.41651, -84167.234618 ], [ -1.410404, 0.019769, -1.430173, -0.217031, 0.33028, 0 ], [ 2653.543307, 2653.543307, 2653.543307, 2653.543307, 2653.543307, 2653.543307 ], [ -3056833, -205319, -3011806, -123452007, -15440031, -120405694 ], [ 0.224866, 1.094433, 0.111813, 0.999301, 5.335191, 0.310152 ], [ 83, 41, 42, 83, 41, 42 ], [ 56, 26, 30, 50, 26, 24 ], [ 27, 15, 12, 33, 15, 18 ], [ 67.46988, 63.414634, 71.428571, 60.240964, 63.414634, 57.142857 ], [ 0.108417, 0.631403, 0.044725, 0.659539, 3.077995, 0.232614 ], [ 71707, 71707, 27200, 47203453, 47203453, 18665750 ], [ -1682696, -75010, -1682696, -101108555, -15440031, -101108555 ], [ 142, 157, 127, 142, 157, 127 ], [ 60, 58, 62, 106, 125, 86 ], [ 313, 330, 292, 197, 214, 183 ], [ 11835, 6463, 5372, 11835, 6463, 5372 ], [ 0, 417.417679, 0, 0, 417.417679, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579513, -447410, -577956, -580450, 731688, -579808 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563004800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760292087476, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 194, "offset": 0, "scalar": 2 } } }
# | 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) |
---|