Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3586310.939 | 43067.1004 | -3629378.0394 | 448042020.3094 | -86942843.0388 | 534984863.3482 |
Total P&L (%) | -3586.3109 | 43.0671 | -3629.378 | 448042.0203 | -86942.843 | 534984.8633 |
Avg Daily Profit (%) | -1.7557 | 0.0211 | -1.7768 | 0.4125 | 0 | 0.4212 |
Buy And Hold Return (%) | 2552.2564 | 2552.2564 | 2552.2564 | 2552.2564 | 2552.2564 | 2552.2564 |
Max Trade Drawdown | -3801017 | -30320 | -3813721 | -823915720 | -171201431 | -670443464 |
Profit Factor | 0.1407 | 1.8142 | 0.1192 | 1.3672 | 0.5643 | 1.5243 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 39 | 20 | 19 | 27 | 14 | 13 |
Losing Trades | 20 | 10 | 10 | 32 | 16 | 16 |
Profitability (%) | 66.1017 | 66.6667 | 65.5172 | 45.7627 | 46.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.0722 | 0.9071 | 0.0628 | 1.6204 | 0.645 | 1.876 |
Largest Winning Trade | 67397 | 30109 | 67397 | 536842553 | 40835422 | 536842553 |
Largest Losing Trade | -2431094 | -11779 | -2431094 | -291053935 | -127223977 | -291053935 |
Avg Bars in Trades | 182 | 4 | 365 | 182 | 4 | 365 |
Avg Bars in Winners | 96 | 4 | 193 | 215 | 5 | 441 |
Avg Bars in Losers | 349 | 4 | 694 | 154 | 3 | 305 |
Bars Traded | 10755 | 142 | 10613 | 10755 | 142 | 10613 |
Profit Streak | 462.7819 | 462.7819 | 473.2819 | 462.7819 | 462.7819 | 473.2819 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757229 | -326832 | -577860 | -168727 | -581259 | 409956 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1561032000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1758797155857, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 1.22482 } }, "second_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 1.80285 } } }
{ "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": [ [ -3586310.9390291725, 43067.10037519, -3629378.0394043624, 448042020.30941284, -86942843.0387776, 534984863.34819055 ], [ -3586.310939, 43.0671, -3629.378039, 448042.020309, -86942.843039, 534984.863348 ], [ -1.755698, 0.021084, -1.776781, 0.412451, 0, 0.421168 ], [ 2552.256352, 2552.256352, 2552.256352, 2552.256352, 2552.256352, 2552.256352 ], [ -3801017, -30320, -3813721, -823915720, -171201431, -670443464 ], [ 0.14072, 1.81424, 0.119239, 1.367234, 0.564349, 1.524251 ], [ 59, 30, 29, 59, 30, 29 ], [ 39, 20, 19, 27, 14, 13 ], [ 20, 10, 10, 32, 16, 16 ], [ 66.101695, 66.666667, 65.517241, 45.762712, 46.666667, 44.827586 ], [ 0.072164, 0.90712, 0.062757, 1.620426, 0.64497, 1.876002 ], [ 67397, 30109, 67397, 536842553, 40835422, 536842553 ], [ -2431094, -11779, -2431094, -291053935, -127223977, -291053935 ], [ 182, 4, 365, 182, 4, 365 ], [ 96, 4, 193, 215, 5, 441 ], [ 349, 4, 694, 154, 3, 305 ], [ 10755, 142, 10613, 10755, 142, 10613 ], [ 462.781896, 462.781896, 473.281896, 462.781896, 462.781896, 473.281896 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757229, -326832, -577860, -168727, -581259, 409956 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1561032000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1758797155857, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 1.22482 } }, "second_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 1.80285 } } }
# | 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) |
---|