Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2848885.8787 | 65930.3801 | -2914816.2588 | -116779.1666 | 110621672.7559 | -110738451.9225 |
Total P&L (%) | -2848.8859 | 65.9304 | -2914.8163 | -116.7792 | 110621.6728 | -110738.4519 |
Avg Daily Profit (%) | -1.3942 | 0.0323 | -1.4265 | 0 | 0.3436 | 0 |
Buy And Hold Return (%) | 3742.8571 | 3742.8571 | 3742.8571 | 3742.8571 | 3742.8571 | 3742.8571 |
Max Trade Drawdown | -2953020 | -132465 | -2988713 | -196202683 | -47060761 | -170649611 |
Profit Factor | 0.2187 | 1.1891 | 0.1161 | 0.9995 | 2.9338 | 0.3623 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 79 | 38 | 41 | 33 | 17 | 16 |
Losing Trades | 20 | 11 | 9 | 66 | 32 | 34 |
Profitability (%) | 79.798 | 77.551 | 82 | 33.3333 | 34.6939 | 32 |
Ratio Avg Win / Avg Loss | 0.0554 | 0.3442 | 0.0255 | 1.999 | 5.5224 | 0.7699 |
Largest Winning Trade | 41102 | 41102 | 25353 | 107503009 | 107503009 | 40326170 |
Largest Losing Trade | -1788685 | -77961 | -1788685 | -114970425 | -29464161 | -114970425 |
Avg Bars in Trades | 56 | 64 | 49 | 56 | 64 | 49 |
Avg Bars in Winners | 21 | 24 | 19 | 93 | 108 | 78 |
Avg Bars in Losers | 195 | 203 | 187 | 38 | 41 | 35 |
Bars Traded | 5628 | 3155 | 2473 | 5628 | 3155 | 2473 |
Profit Streak | 291.1588 | 413.8255 | 291.1588 | 0 | 0 | 0 |
Trades During Streak | 2 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575405 | -324683 | -756161 | -584218 | 324416 | -767833 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 24967, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565337600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760010522606, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "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": [ [ -2848885.878692769, 65930.3801051476, -2914816.2587979175, -116779.1665522649, 110621672.75593197, -110738451.92248428 ], [ -2848.885879, 65.93038, -2914.816259, -116.779167, 110621.672756, -110738.451922 ], [ -1.394237, 0.032266, -1.426503, 0, 0.343637, 0 ], [ 3742.857143, 3742.857143, 3742.857143, 3742.857143, 3742.857143, 3742.857143 ], [ -2953020, -132465, -2988713, -196202683, -47060761, -170649611 ], [ 0.218685, 1.1891, 0.116084, 0.999494, 2.933781, 0.362299 ], [ 99, 49, 50, 99, 49, 50 ], [ 79, 38, 41, 33, 17, 16 ], [ 20, 11, 9, 66, 32, 34 ], [ 79.79798, 77.55102, 82, 33.333333, 34.693878, 32 ], [ 0.055363, 0.344213, 0.025482, 1.998988, 5.522411, 0.769886 ], [ 41102, 41102, 25353, 107503009, 107503009, 40326170 ], [ -1788685, -77961, -1788685, -114970425, -29464161, -114970425 ], [ 56, 64, 49, 56, 64, 49 ], [ 21, 24, 19, 93, 108, 78 ], [ 195, 203, 187, 38, 41, 35 ], [ 5628, 3155, 2473, 5628, 3155, 2473 ], [ 291.158826, 413.825493, 291.158826, 0, 0, 0 ], [ 2, 6, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575405, -324683, -756161, -584218, 324416, -767833 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 24967, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565337600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760010522606, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "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) |
---|