Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180036.0014 | 114094.0839 | 65941.9175 | 273682.573 | 162198.1474 | 111484.4256 |
Total P&L (%) | 180.036 | 114.0941 | 65.9419 | 273.6826 | 162.1981 | 111.4844 |
Avg Daily Profit (%) | 0.676 | 0.4284 | 0.2476 | 0.4962 | 0.3626 | 0.2816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34500 | -33252 | -18083 | -117061 | -95929 | -40510 |
Profit Factor | 1.9036 | 1.9928 | 1.782 | 1.7558 | 1.7492 | 1.7656 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 36.7347 | 30.6122 | 42.8571 | 36.7347 | 30.6122 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2784 | 4.5171 | 2.376 | 3.0239 | 3.9648 | 2.3542 |
Largest Winning Trade | 67482 | 67482 | 23908 | 150347 | 150347 | 73322 |
Largest Losing Trade | -13178 | -13178 | -10463 | -58767 | -58767 | -40510 |
Avg Bars in Trades | 127 | 155 | 99 | 127 | 155 | 99 |
Avg Bars in Winners | 239 | 325 | 178 | 239 | 325 | 178 |
Avg Bars in Losers | 61 | 79 | 39 | 61 | 79 | 39 |
Bars Traded | 12467 | 7605 | 4862 | 12467 | 7605 | 4862 |
Profit Streak | 262.1309 | 262.9017 | 262.1309 | 262.1309 | 262.9017 | 262.1309 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359991 | 184638 | 276047 | 294397 | 147461 | 295120 |
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714032000000, "last_datapoint_time": 1736735400000, "evaluation_time": 1758866906087, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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": [ [ 180036.0014038797, 114094.0838706228, 65941.9175332569, 273682.5729684656, 162198.1474127774, 111484.4255556882 ], [ 180.036001, 114.094084, 65.941918, 273.682573, 162.198147, 111.484426 ], [ 0.676039, 0.428426, 0.247613, 0.496228, 0.362614, 0.28164 ], [ 10, 10, 10, 10, 10, 10 ], [ -34500, -33252, -18083, -117061, -95929, -40510 ], [ 1.903602, 1.992828, 1.782004, 1.7558, 1.749178, 1.765647 ], [ 98, 49, 49, 98, 49, 49 ], [ 36, 15, 21, 36, 15, 21 ], [ 62, 34, 28, 62, 34, 28 ], [ 36.734694, 30.612245, 42.857143, 36.734694, 30.612245, 42.857143 ], [ 3.278426, 4.517077, 2.376005, 3.023878, 3.964803, 2.354196 ], [ 67482, 67482, 23908, 150347, 150347, 73322 ], [ -13178, -13178, -10463, -58767, -58767, -40510 ], [ 127, 155, 99, 127, 155, 99 ], [ 239, 325, 178, 239, 325, 178 ], [ 61, 79, 39, 61, 79, 39 ], [ 12467, 7605, 4862, 12467, 7605, 4862 ], [ 262.130857, 262.901691, 262.130857, 262.130857, 262.901691, 262.130857 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359991, 184638, 276047, 294397, 147461, 295120 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714032000000, "last_datapoint_time": 1736735400000, "evaluation_time": 1758866906087, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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) |
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