Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94179.5449 | 70436.5919 | 23742.953 | 80788.2729 | 45347.6923 | 35440.5806 |
Total P&L (%) | 94.1795 | 70.4366 | 23.743 | 80.7883 | 45.3477 | 35.4406 |
Avg Daily Profit (%) | 0.3536 | 0.2645 | 0.0892 | 0.2226 | 0.1405 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43096 | -57886 | -26695 | -80798 | -71949 | -33342 |
Profit Factor | 1.5574 | 1.7201 | 1.3338 | 1.3353 | 1.2992 | 1.3964 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Profitability (%) | 65.0794 | 74.1935 | 56.25 | 65.0794 | 74.1935 | 56.25 |
Ratio Avg Win / Avg Loss | 0.8357 | 0.5983 | 1.0374 | 0.7165 | 0.4519 | 1.0861 |
Largest Winning Trade | 25072 | 25072 | 19714 | 41904 | 35699 | 41904 |
Largest Losing Trade | -29457 | -29457 | -22777 | -68440 | -68440 | -24406 |
Avg Bars in Trades | 187 | 256 | 120 | 187 | 256 | 120 |
Avg Bars in Winners | 146 | 185 | 96 | 146 | 185 | 96 |
Avg Bars in Losers | 263 | 459 | 151 | 263 | 459 | 151 |
Bars Traded | 11810 | 7946 | 3864 | 11810 | 7946 | 3864 |
Profit Streak | 265.6147 | 0 | 265.8231 | 265.6147 | 0 | 265.8231 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140908 | 373463 | -78046 | -143385 | -7060 | -42799 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714089600000, "last_datapoint_time": 1736735400000, "evaluation_time": 1758993313697, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 3.31519 } }, "second_band": { "type": "kcu", "factors": { "length": 202, "offset": 10, "scalar": 1 } } }
{ "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": [ [ 94179.5449145257, 70436.5919470202, 23742.9529675055, 80788.2729025858, 45347.6923234559, 35440.5805791299 ], [ 94.179545, 70.436592, 23.742953, 80.788273, 45.347692, 35.440581 ], [ 0.353646, 0.264491, 0.089155, 0.222603, 0.140521, 0.113978 ], [ 10, 10, 10, 10, 10, 10 ], [ -43096, -57886, -26695, -80798, -71949, -33342 ], [ 1.557436, 1.720084, 1.333777, 1.335253, 1.299181, 1.39641 ], [ 63, 31, 32, 63, 31, 32 ], [ 41, 23, 18, 41, 23, 18 ], [ 22, 8, 14, 22, 8, 14 ], [ 65.079365, 74.193548, 56.25, 65.079365, 74.193548, 56.25 ], [ 0.835697, 0.59829, 1.037382, 0.716477, 0.451889, 1.086097 ], [ 25072, 25072, 19714, 41904, 35699, 41904 ], [ -29457, -29457, -22777, -68440, -68440, -24406 ], [ 187, 256, 120, 187, 256, 120 ], [ 146, 185, 96, 146, 185, 96 ], [ 263, 459, 151, 263, 459, 151 ], [ 11810, 7946, 3864, 11810, 7946, 3864 ], [ 265.614742, 0, 265.823075, 265.614742, 0, 265.823075 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140908, 373463, -78046, -143385, -7060, -42799 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714089600000, "last_datapoint_time": 1736735400000, "evaluation_time": 1758993313697, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 3.31519 } }, "second_band": { "type": "kcu", "factors": { "length": 202, "offset": 10, "scalar": 1 } } }
# | 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) |
---|