Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2306053.944 | 96996.2683 | -2403050.2123 | -610658.7975 | 27840708.4416 | -28451367.2391 |
Total P&L (%) | -2306.0539 | 96.9963 | -2403.0502 | -610.6588 | 27840.7084 | -28451.3672 |
Avg Daily Profit (%) | -1.1286 | 0.0475 | -1.176 | 0 | 0.276 | 0 |
Buy And Hold Return (%) | 2442.3482 | 2442.3482 | 2442.3482 | 2442.3482 | 2442.3482 | 2442.3482 |
Max Trade Drawdown | -2444108 | -129502 | -2511977 | -251172915 | -59926845 | -191246069 |
Profit Factor | 0.2747 | 1.2359 | 0.132 | 0.9979 | 1.3625 | 0.8652 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 21 | 24 | 39 | 18 | 21 |
Losing Trades | 28 | 15 | 13 | 34 | 18 | 16 |
Profitability (%) | 61.6438 | 58.3333 | 64.8649 | 53.4247 | 50 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.1709 | 0.8828 | 0.0715 | 0.8699 | 1.3625 | 0.6592 |
Largest Winning Trade | 88382 | 88382 | 57014 | 101913267 | 39773860 | 101913267 |
Largest Losing Trade | -1399460 | -78368 | -1399460 | -191246069 | -46832448 | -191246069 |
Avg Bars in Trades | 81 | 86 | 77 | 81 | 86 | 77 |
Avg Bars in Winners | 39 | 38 | 40 | 77 | 89 | 66 |
Avg Bars in Losers | 149 | 152 | 146 | 87 | 82 | 92 |
Bars Traded | 5971 | 3096 | 2875 | 5971 | 3096 | 2875 |
Profit Streak | 0 | 425.9388 | 0 | 315.6054 | 0 | 379.2721 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655268 | -294847 | -578845 | -655746 | 329452 | -578932 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1562342400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1758810709343, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "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": [ [ -2306053.944011826, 96996.2683024877, -2403050.212314314, -610658.7975488617, 27840708.441574246, -28451367.23912313 ], [ -2306.053944, 96.996268, -2403.050212, -610.658798, 27840.708442, -28451.367239 ], [ -1.128576, 0.04747, -1.176046, 0, 0.276042, 0 ], [ 2442.348237, 2442.348237, 2442.348237, 2442.348237, 2442.348237, 2442.348237 ], [ -2444108, -129502, -2511977, -251172915, -59926845, -191246069 ], [ 0.274737, 1.235929, 0.131999, 0.997879, 1.362516, 0.865224 ], [ 73, 36, 37, 73, 36, 37 ], [ 45, 21, 24, 39, 18, 21 ], [ 28, 15, 13, 34, 18, 16 ], [ 61.643836, 58.333333, 64.864865, 53.424658, 50, 56.756757 ], [ 0.170948, 0.882806, 0.071499, 0.869946, 1.362516, 0.659218 ], [ 88382, 88382, 57014, 101913267, 39773860, 101913267 ], [ -1399460, -78368, -1399460, -191246069, -46832448, -191246069 ], [ 81, 86, 77, 81, 86, 77 ], [ 39, 38, 40, 77, 89, 66 ], [ 149, 152, 146, 87, 82, 92 ], [ 5971, 3096, 2875, 5971, 3096, 2875 ], [ 0, 425.938765, 0, 315.605432, 0, 379.272099 ], [ 0, 3, 0, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -655268, -294847, -578845, -655746, 329452, -578932 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1562342400000, "last_datapoint_time": 1736726400000, "evaluation_time": 1758810709343, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "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) |
---|