Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3183747.6023 | -617.5923 | -3183130.01 | -732504.097 | 90243697.2014 | -90976201.2984 |
Total P&L (%) | -3183.7476 | -0.6176 | -3183.13 | -732.5041 | 90243.6972 | -90976.2013 |
Avg Daily Profit (%) | -1.558 | -0.0003 | -1.5577 | 0 | 0.3336 | 0 |
Buy And Hold Return (%) | 3749.202 | 3749.202 | 3749.202 | 3749.202 | 3749.202 | 3749.202 |
Max Trade Drawdown | -3299550 | -120001 | -3234406 | -186507902 | -50018119 | -170650930 |
Profit Factor | 0.1605 | 0.998 | 0.0846 | 0.997 | 2.2775 | 0.4749 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 46 | 22 | 24 | 26 | 13 | 13 |
Losing Trades | 19 | 10 | 9 | 39 | 19 | 20 |
Profitability (%) | 70.7692 | 68.75 | 72.7273 | 40 | 40.625 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0663 | 0.4537 | 0.0317 | 1.4955 | 3.3286 | 0.7305 |
Largest Winning Trade | 45612 | 45612 | 22438 | 104853782 | 104853782 | 58730052 |
Largest Losing Trade | -1980527 | -76881 | -1980527 | -103834804 | -23853196 | -103834804 |
Avg Bars in Trades | 57 | 63 | 52 | 57 | 63 | 52 |
Avg Bars in Winners | 22 | 27 | 18 | 83 | 100 | 65 |
Avg Bars in Losers | 142 | 143 | 141 | 40 | 38 | 43 |
Bars Traded | 3754 | 2037 | 1717 | 3754 | 2037 | 1717 |
Profit Streak | 0 | 408.1836 | 0 | 316.6836 | 0 | 318.1836 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714085 | -577021 | -577856 | -718690 | 354143 | -584339 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565524800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759638259007, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 124, "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": [ [ -3183747.602275021, -617.5922927808, -3183130.009982241, -732504.0969951791, 90243697.20141092, -90976201.29840608 ], [ -3183.747602, -0.617592, -3183.13001, -732.504097, 90243.697201, -90976.201298 ], [ -1.557988, -0.000302, -1.557685, 0, 0.333621, 0 ], [ 3749.201981, 3749.201981, 3749.201981, 3749.201981, 3749.201981, 3749.201981 ], [ -3299550, -120001, -3234406, -186507902, -50018119, -170650930 ], [ 0.160533, 0.998042, 0.084582, 0.996996, 2.277483, 0.474854 ], [ 65, 32, 33, 65, 32, 33 ], [ 46, 22, 24, 26, 13, 13 ], [ 19, 10, 9, 39, 19, 20 ], [ 70.769231, 68.75, 72.727273, 40, 40.625, 39.393939 ], [ 0.066307, 0.453655, 0.031718, 1.495495, 3.328629, 0.730544 ], [ 45612, 45612, 22438, 104853782, 104853782, 58730052 ], [ -1980527, -76881, -1980527, -103834804, -23853196, -103834804 ], [ 57, 63, 52, 57, 63, 52 ], [ 22, 27, 18, 83, 100, 65 ], [ 142, 143, 141, 40, 38, 43 ], [ 3754, 2037, 1717, 3754, 2037, 1717 ], [ 0, 408.183553, 0, 316.683553, 0, 318.183553 ], [ 0, 4, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -714085, -577021, -577856, -718690, 354143, -584339 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565524800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759638259007, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 124, "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) |
---|