Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3161616.4767 | -16335.0921 | -3145281.3846 | -104012.0414 | 28660703.4909 | -28764715.5323 |
Total P&L (%) | -3161.6165 | -16.3351 | -3145.2814 | -104.012 | 28660.7035 | -28764.7155 |
Avg Daily Profit (%) | -1.5473 | -0.008 | -1.5393 | 0 | 0.2775 | 0 |
Buy And Hold Return (%) | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 | 3766.2244 |
Max Trade Drawdown | -3272171 | -177791 | -3218670 | -34837589 | -2597932 | -40421303 |
Profit Factor | 0.2027 | 0.9624 | 0.1092 | 0.9979 | 5.6292 | 0.3301 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 69 | 33 | 36 | 45 | 23 | 22 |
Losing Trades | 28 | 15 | 13 | 52 | 25 | 27 |
Profitability (%) | 71.134 | 68.75 | 73.4694 | 46.3918 | 47.9167 | 44.898 |
Ratio Avg Win / Avg Loss | 0.0823 | 0.4375 | 0.0394 | 1.1531 | 6.1187 | 0.4051 |
Largest Winning Trade | 41948 | 41948 | 24923 | 19866828 | 19866828 | 9017341 |
Largest Losing Trade | -1734882 | -78737 | -1734882 | -32565129 | -2272460 | -32565129 |
Avg Bars in Trades | 61 | 65 | 56 | 61 | 65 | 56 |
Avg Bars in Winners | 26 | 29 | 24 | 55 | 63 | 48 |
Avg Bars in Losers | 144 | 144 | 145 | 65 | 67 | 63 |
Bars Traded | 5920 | 3143 | 2777 | 5920 | 3143 | 2777 |
Profit Streak | 0 | 402.5039 | 0 | 309.5039 | 0 | 311.8372 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577502 | -576880 | -577639 | -579668 | 584448 | -582078 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563292800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759061134963, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 108, "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": [ [ -3161616.4767104103, -16335.0920996308, -3145281.384610779, -104012.0414258277, 28660703.49086493, -28764715.532290768 ], [ -3161.616477, -16.335092, -3145.281385, -104.012041, 28660.703491, -28764.715532 ], [ -1.547286, -0.007994, -1.539292, 0, 0.277461, 0 ], [ 3766.224433, 3766.224433, 3766.224433, 3766.224433, 3766.224433, 3766.224433 ], [ -3272171, -177791, -3218670, -34837589, -2597932, -40421303 ], [ 0.202715, 0.96241, 0.109219, 0.997883, 5.629177, 0.330055 ], [ 97, 48, 49, 97, 48, 49 ], [ 69, 33, 36, 45, 23, 22 ], [ 28, 15, 13, 52, 25, 27 ], [ 71.134021, 68.75, 73.469388, 46.391753, 47.916667, 44.897959 ], [ 0.082261, 0.437459, 0.03944, 1.153109, 6.11867, 0.405068 ], [ 41948, 41948, 24923, 19866828, 19866828, 9017341 ], [ -1734882, -78737, -1734882, -32565129, -2272460, -32565129 ], [ 61, 65, 56, 61, 65, 56 ], [ 26, 29, 24, 55, 63, 48 ], [ 144, 144, 145, 65, 67, 63 ], [ 5920, 3143, 2777, 5920, 3143, 2777 ], [ 0, 402.503877, 0, 309.503877, 0, 311.83721 ], [ 0, 5, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577502, -576880, -577639, -579668, 584448, -582078 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563292800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759061134963, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 108, "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) |
---|