Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3322242.9164 | -116383.076 | -3205859.8404 | -100434.3541 | 100271607.6864 | -100372042.0404 |
Total P&L (%) | -3322.2429 | -116.3831 | -3205.8598 | -100.4344 | 100271.6077 | -100372.042 |
Avg Daily Profit (%) | -1.8174 | -0.0637 | -1.7538 | 0 | 0.3788 | 0 |
Buy And Hold Return (%) | 5908.5911 | 5908.5911 | 5908.5911 | 5908.5911 | 5908.5911 | 5908.5911 |
Max Trade Drawdown | -3357441 | -197043 | -3242957 | -189816497 | -49641740 | -154017213 |
Profit Factor | 0.1638 | 0.7601 | 0.0809 | 0.9996 | 2.1528 | 0.4047 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 19 | 21 | 46 | 24 | 22 |
Losing Trades | 48 | 25 | 23 | 42 | 20 | 22 |
Profitability (%) | 45.4545 | 43.1818 | 47.7273 | 52.2727 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 0.1966 | 1.0001 | 0.0886 | 0.9127 | 1.794 | 0.4047 |
Largest Winning Trade | 44688 | 44688 | 37097 | 73052480 | 73052480 | 23149994 |
Largest Losing Trade | -1426893 | -66154 | -1426893 | -70731769 | -27497619 | -70731769 |
Avg Bars in Trades | 240 | 128 | 353 | 240 | 128 | 353 |
Avg Bars in Winners | 175 | 110 | 234 | 223 | 138 | 315 |
Avg Bars in Losers | 294 | 141 | 461 | 259 | 116 | 390 |
Bars Traded | 21176 | 5638 | 15538 | 21176 | 5638 | 15538 |
Profit Streak | 0 | 449.9606 | 0 | 402.2939 | 0 | 413.7106 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -582310 | -580743 | -581603 | -579662 | 515118 | -580134 |
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1581840000000, "last_datapoint_time": 1736733600000, "evaluation_time": 1759042992425, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 105, "offset": 0, "std": 3.92893 } }, "second_band": { "type": "sma", "factors": { "length": 219, "offset": 214 } } }
{ "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": [ [ -3322242.9163549063, -116383.0759795688, -3205859.8403753373, -100434.354059634, 100271607.68637031, -100372042.04042989 ], [ -3322.242916, -116.383076, -3205.85984, -100.434354, 100271.607686, -100372.04204 ], [ -1.81742, -0.063667, -1.753753, 0, 0.378805, 0 ], [ 5908.591065, 5908.591065, 5908.591065, 5908.591065, 5908.591065, 5908.591065 ], [ -3357441, -197043, -3242957, -189816497, -49641740, -154017213 ], [ 0.163796, 0.760061, 0.080876, 0.999607, 2.152842, 0.404653 ], [ 88, 44, 44, 88, 44, 44 ], [ 40, 19, 21, 46, 24, 22 ], [ 48, 25, 23, 42, 20, 22 ], [ 45.454545, 43.181818, 47.727273, 52.272727, 54.545455, 50 ], [ 0.196555, 1.00008, 0.088579, 0.912685, 1.794035, 0.404653 ], [ 44688, 44688, 37097, 73052480, 73052480, 23149994 ], [ -1426893, -66154, -1426893, -70731769, -27497619, -70731769 ], [ 240, 128, 353, 240, 128, 353 ], [ 175, 110, 234, 223, 138, 315 ], [ 294, 141, 461, 259, 116, 390 ], [ 21176, 5638, 15538, 21176, 5638, 15538 ], [ 0, 449.96056, 0, 402.293894, 0, 413.71056 ], [ 0, 2, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -582310, -580743, -581603, -579662, 515118, -580134 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1581840000000, "last_datapoint_time": 1736733600000, "evaluation_time": 1759042992425, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 105, "offset": 0, "std": 3.92893 } }, "second_band": { "type": "sma", "factors": { "length": 219, "offset": 214 } } }
# | 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) |
---|