Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2780997.3567 | -40193.1681 | -2740804.1886 | -101690.1011 | 33599623.0377 | -33701313.1389 |
Total P&L (%) | -2780.9974 | -40.1932 | -2740.8042 | -101.6901 | 33599.623 | -33701.3131 |
Avg Daily Profit (%) | -1.3615 | -0.0197 | -1.3418 | 0 | 0.2853 | 0 |
Buy And Hold Return (%) | 3241.6149 | 3241.6149 | 3241.6149 | 3241.6149 | 3241.6149 | 3241.6149 |
Max Trade Drawdown | -2849865 | -167110 | -2795585 | -44809252 | -2632931 | -45396454 |
Profit Factor | 0.2081 | 0.9035 | 0.1144 | 0.9981 | 5.4108 | 0.2769 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 132 | 64 | 68 | 84 | 42 | 42 |
Losing Trades | 40 | 22 | 18 | 88 | 44 | 44 |
Profitability (%) | 76.7442 | 74.4186 | 79.0698 | 48.8372 | 48.8372 | 48.8372 |
Ratio Avg Win / Avg Loss | 0.063 | 0.3106 | 0.0303 | 1.0457 | 5.6684 | 0.2901 |
Largest Winning Trade | 40540 | 40540 | 21136 | 26636720 | 26636720 | 7144402 |
Largest Losing Trade | -1422516 | -83340 | -1422516 | -39951868 | -2212610 | -39951868 |
Avg Bars in Trades | 69 | 74 | 63 | 69 | 74 | 63 |
Avg Bars in Winners | 20 | 19 | 21 | 78 | 89 | 67 |
Avg Bars in Losers | 230 | 233 | 225 | 60 | 60 | 60 |
Bars Traded | 11912 | 6416 | 5496 | 11912 | 6416 | 5496 |
Profit Streak | 0 | 386.3 | 0 | 306.6333 | 0 | 310.3 |
Trades During Streak | 0 | 7 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576410 | -576241 | -577056 | -578074 | 579130 | -580587 |
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563624000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1758798718005, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 237, "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": [ [ -2780997.356715326, -40193.1681041877, -2740804.188611139, -101690.101148955, 33599623.037745394, -33701313.138894364 ], [ -2780.997357, -40.193168, -2740.804189, -101.690101, 33599.623038, -33701.313139 ], [ -1.361452, -0.019677, -1.341775, 0, 0.285331, 0 ], [ 3241.614907, 3241.614907, 3241.614907, 3241.614907, 3241.614907, 3241.614907 ], [ -2849865, -167110, -2795585, -44809252, -2632931, -45396454 ], [ 0.20805, 0.903519, 0.114438, 0.998125, 5.410784, 0.276911 ], [ 172, 86, 86, 172, 86, 86 ], [ 132, 64, 68, 84, 42, 42 ], [ 40, 22, 18, 88, 44, 44 ], [ 76.744186, 74.418605, 79.069767, 48.837209, 48.837209, 48.837209 ], [ 0.063045, 0.310585, 0.030292, 1.045654, 5.66844, 0.290098 ], [ 40540, 40540, 21136, 26636720, 26636720, 7144402 ], [ -1422516, -83340, -1422516, -39951868, -2212610, -39951868 ], [ 69, 74, 63, 69, 74, 63 ], [ 20, 19, 21, 78, 89, 67 ], [ 230, 233, 225, 60, 60, 60 ], [ 11912, 6416, 5496, 11912, 6416, 5496 ], [ 0, 386.299977, 0, 306.63331, 0, 310.299977 ], [ 0, 7, 0, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576410, -576241, -577056, -578074, 579130, -580587 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12256, "evaluation_days": 2042.67, "actual_first_datapoint_time": 1560225600000, "first_datapoint_time": 1563624000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1758798718005, "expiration_time": 1742020992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 237, "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) |
---|