Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3130958.9517 | 2995809.7413 | 135149.2105 | 139554995.7848 | 153369848.79 | -13814853.0052 |
Total P&L (%) | 3130.959 | 2995.8097 | 135.1492 | 139554.9958 | 153369.8488 | -13814.853 |
Avg Daily Profit (%) | 1.5322 | 1.466 | 0.0661 | 0.355 | 0.3596 | 0 |
Buy And Hold Return (%) | 2437.7358 | 2437.7358 | 2437.7358 | 2437.7358 | 2437.7358 | 2437.7358 |
Max Trade Drawdown | -125740 | -94485 | -141669 | -116413350 | -39116155 | -115870616 |
Profit Factor | 5.0675 | 9.675 | 1.3184 | 1.5382 | 2.5349 | 0.9133 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 41.2162 | 35.1351 | 47.2973 | 41.2162 | 35.1351 | 47.2973 |
Ratio Avg Win / Avg Loss | 7.2274 | 17.8615 | 1.4691 | 2.1938 | 4.6799 | 1.0177 |
Largest Winning Trade | 2097770 | 2097770 | 70286 | 92111866 | 92111866 | 51250289 |
Largest Losing Trade | -39814 | -21533 | -39814 | -54974202 | -30862314 | -54974202 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 3996 | 1903 | 2093 | 3996 | 1903 | 2093 |
Profit Streak | 327.9382 | 336.4382 | 0 | 327.9382 | 336.4382 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57820 | -141656 | -335437 | 354730 | -55139 | -644342 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1561852800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759314659543, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 3130958.951735245, 2995809.741282061, 135149.210453184, 139554995.78478882, 153369848.79002866, -13814853.005239801 ], [ 3130.958952, 2995.809741, 135.14921, 139554.995785, 153369.84879, -13814.853005 ], [ 1.532155, 1.466019, 0.066136, 0.355009, 0.359641, 0 ], [ 2437.735849, 2437.735849, 2437.735849, 2437.735849, 2437.735849, 2437.735849 ], [ -125740, -94485, -141669, -116413350, -39116155, -115870616 ], [ 5.067464, 9.674952, 1.318435, 1.538167, 2.534936, 0.91333 ], [ 148, 74, 74, 148, 74, 74 ], [ 61, 26, 35, 61, 26, 35 ], [ 87, 48, 39, 87, 48, 39 ], [ 41.216216, 35.135135, 47.297297, 41.216216, 35.135135, 47.297297 ], [ 7.227367, 17.86145, 1.469113, 2.193779, 4.679883, 1.017711 ], [ 2097770, 2097770, 70286, 92111866, 92111866, 51250289 ], [ -39814, -21533, -39814, -54974202, -30862314, -54974202 ], [ 27, 25, 28, 27, 25, 28 ], [ 50, 52, 48, 50, 52, 48 ], [ 10, 11, 10, 10, 11, 10 ], [ 3996, 1903, 2093, 3996, 1903, 2093 ], [ 327.938189, 336.438189, 0, 327.938189, 336.438189, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57820, -141656, -335437, 354730, -55139, -644342 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1561852800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759314659543, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|