Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3014479.4094 | 2953560.9621 | 60918.4473 | 38288187.7744 | 34589765.8974 | 3698421.877 |
Total P&L (%) | 3014.4794 | 2953.561 | 60.9184 | 38288.1878 | 34589.7659 | 3698.4219 |
Avg Daily Profit (%) | 1.4753 | 1.4455 | 0.0298 | 0.2916 | 0.2867 | 0.1782 |
Buy And Hold Return (%) | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 | 2791.2774 |
Max Trade Drawdown | -133075 | -127591 | -229600 | -3616454 | -3371803 | -5461098 |
Profit Factor | 3.8038 | 6.7782 | 1.108 | 2.6851 | 5.013 | 1.2623 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 178 | 93 | 85 | 178 | 93 | 85 |
Profitability (%) | 30.7393 | 27.907 | 33.5938 | 30.7393 | 27.907 | 33.5938 |
Ratio Avg Win / Avg Loss | 8.5706 | 17.5102 | 2.1903 | 6.05 | 12.9501 | 2.4952 |
Largest Winning Trade | 2122428 | 2122428 | 76158 | 13998758 | 13998758 | 5485045 |
Largest Losing Trade | -30409 | -20404 | -30409 | -1916331 | -1683685 | -1916331 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 7953 | 3731 | 4222 | 7953 | 3731 | 4222 |
Profit Streak | 313.3348 | 315.5848 | 0 | 313.3348 | 315.5848 | 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 | -125788 | -141784 | -426027 | 301869 | 8416 | -62448 |
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1562652000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759284128696, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.55146, "nb": 0.1, "nc": 0.69226 } } }
{ "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": [ [ 3014479.409414569, 2953560.9620665917, 60918.4473479782, 38288187.774424136, 34589765.897400245, 3698421.877023895 ], [ 3014.479409, 2953.560962, 60.918447, 38288.187774, 34589.765897, 3698.421877 ], [ 1.475336, 1.445521, 0.029814, 0.291644, 0.286671, 0.178168 ], [ 2791.277387, 2791.277387, 2791.277387, 2791.277387, 2791.277387, 2791.277387 ], [ -133075, -127591, -229600, -3616454, -3371803, -5461098 ], [ 3.803792, 6.778157, 1.108014, 2.685117, 5.012954, 1.262265 ], [ 257, 129, 128, 257, 129, 128 ], [ 79, 36, 43, 79, 36, 43 ], [ 178, 93, 85, 178, 93, 85 ], [ 30.7393, 27.906977, 33.59375, 30.7393, 27.906977, 33.59375 ], [ 8.570568, 17.510238, 2.190261, 6.050009, 12.950132, 2.495175 ], [ 2122428, 2122428, 76158, 13998758, 13998758, 5485045 ], [ -30409, -20404, -30409, -1916331, -1683685, -1916331 ], [ 30, 28, 32, 30, 28, 32 ], [ 77, 80, 75, 77, 80, 75 ], [ 10, 8, 11, 10, 8, 11 ], [ 7953, 3731, 4222, 7953, 3731, 4222 ], [ 313.334823, 315.584823, 0, 313.334823, 315.584823, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125788, -141784, -426027, 301869, 8416, -62448 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8173, "evaluation_days": 2043.25, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1562652000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759284128696, "expiration_time": 1742022504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.55146, "nb": 0.1, "nc": 0.69226 } } }
# | 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) |
---|