Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3203165.2462 | 3082046.4405 | 121118.8057 | 85533846.4972 | 88913039.7451 | -3379193.2479 |
Total P&L (%) | 3203.1652 | 3082.0464 | 121.1188 | 85533.8465 | 88913.0397 | -3379.1932 |
Avg Daily Profit (%) | 1.5676 | 1.5083 | 0.0593 | 0.331 | 0.3329 | 0 |
Buy And Hold Return (%) | 3873.8636 | 3873.8636 | 3873.8636 | 3873.8636 | 3873.8636 | 3873.8636 |
Max Trade Drawdown | -124597 | -122959 | -87409 | -43090202 | -20373394 | -22716808 |
Profit Factor | 7.8174 | 16.6264 | 1.4443 | 1.7435 | 2.792 | 0.9483 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 40.9524 | 37.7358 | 44.2308 | 40.9524 | 37.7358 | 44.2308 |
Ratio Avg Win / Avg Loss | 11.2717 | 27.4335 | 1.8211 | 2.5139 | 4.6067 | 1.1957 |
Largest Winning Trade | 2389167 | 2389167 | 74069 | 38649878 | 38649878 | 24331359 |
Largest Losing Trade | -43262 | -27727 | -43262 | -22716808 | -20373394 | -22716808 |
Avg Bars in Trades | 53 | 53 | 54 | 53 | 53 | 54 |
Avg Bars in Winners | 105 | 125 | 89 | 105 | 125 | 89 |
Avg Bars in Losers | 17 | 9 | 27 | 17 | 9 | 27 |
Bars Traded | 5662 | 2810 | 2852 | 5662 | 2810 | 2852 |
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 | -146656 | -328293 | -459772 | 332052 | -170322 | -761410 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1567152000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760229501053, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 241, "na": 0.45589, "nb": 0.65042, "nc": 0.14743 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 3203165.246160731, 3082046.440472927, 121118.8056878041, 85533846.49719569, 88913039.74510536, -3379193.24790968 ], [ 3203.165246, 3082.04644, 121.118806, 85533.846497, 88913.039745, -3379.193248 ], [ 1.56762, 1.508345, 0.059275, 0.33102, 0.332921, 0 ], [ 3873.863636, 3873.863636, 3873.863636, 3873.863636, 3873.863636, 3873.863636 ], [ -124597, -122959, -87409, -43090202, -20373394, -22716808 ], [ 7.817443, 16.62636, 1.444286, 1.743544, 2.791959, 0.948344 ], [ 105, 53, 52, 105, 53, 52 ], [ 43, 20, 23, 43, 20, 23 ], [ 62, 33, 29, 62, 33, 29 ], [ 40.952381, 37.735849, 44.230769, 40.952381, 37.735849, 44.230769 ], [ 11.271661, 27.433494, 1.821056, 2.513947, 4.606733, 1.195738 ], [ 2389167, 2389167, 74069, 38649878, 38649878, 24331359 ], [ -43262, -27727, -43262, -22716808, -20373394, -22716808 ], [ 53, 53, 54, 53, 53, 54 ], [ 105, 125, 89, 105, 125, 89 ], [ 17, 9, 27, 17, 9, 27 ], [ 5662, 2810, 2852, 5662, 2810, 2852 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146656, -328293, -459772, 332052, -170322, -761410 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1567152000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760229501053, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 241, "na": 0.45589, "nb": 0.65042, "nc": 0.14743 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|