Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2860812.6386 | 2762270.1438 | 98542.4948 | 80164240.2778 | 78225223.148 | 1939017.1298 |
Total P&L (%) | 2860.8126 | 2762.2701 | 98.5425 | 80164.2403 | 78225.2231 | 1939.0171 |
Avg Daily Profit (%) | 1.4001 | 1.3518 | 0.0482 | 0.3278 | 0.3266 | 0.1477 |
Buy And Hold Return (%) | 3259.2699 | 3259.2699 | 3259.2699 | 3259.2699 | 3259.2699 | 3259.2699 |
Max Trade Drawdown | -143409 | -66522 | -154901 | -20005523 | -10118235 | -12533098 |
Profit Factor | 4.3444 | 7.9031 | 1.2165 | 1.9816 | 3.166 | 1.0426 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 36.5269 | 33.3333 | 39.759 | 36.5269 | 33.3333 | 39.759 |
Ratio Avg Win / Avg Loss | 7.5493 | 15.8063 | 1.8431 | 3.4435 | 6.332 | 1.5797 |
Largest Winning Trade | 1625173 | 1625173 | 79438 | 31795862 | 31795862 | 9405674 |
Largest Losing Trade | -46627 | -21998 | -46627 | -6815742 | -4956709 | -6815742 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 75 | 71 | 78 | 75 | 71 | 78 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 5920 | 2763 | 3157 | 5920 | 2763 | 3157 |
Profit Streak | 323.1016 | 325.4349 | 0 | 323.1016 | 325.4349 | 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 | -148554 | -149828 | -297912 | 328240 | 322089 | -338183 |
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563724800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760178376260, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.17459, "nb": 0.74358, "nc": 0.1 } } }
{ "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": [ [ 2860812.638593267, 2762270.1438021944, 98542.4947910719, 80164240.27782893, 78225223.14803396, 1939017.1297949948 ], [ 2860.812639, 2762.270144, 98.542495, 80164.240278, 78225.223148, 1939.01713 ], [ 1.400074, 1.351847, 0.048226, 0.327841, 0.32664, 0.147665 ], [ 3259.269933, 3259.269933, 3259.269933, 3259.269933, 3259.269933, 3259.269933 ], [ -143409, -66522, -154901, -20005523, -10118235, -12533098 ], [ 4.344401, 7.903145, 1.216455, 1.981647, 3.165984, 1.042571 ], [ 167, 84, 83, 167, 84, 83 ], [ 61, 28, 33, 61, 28, 33 ], [ 106, 56, 50, 106, 56, 50 ], [ 36.526946, 33.333333, 39.759036, 36.526946, 33.333333, 39.759036 ], [ 7.549287, 15.80629, 1.843113, 3.443517, 6.331969, 1.579653 ], [ 1625173, 1625173, 79438, 31795862, 31795862, 9405674 ], [ -46627, -21998, -46627, -6815742, -4956709, -6815742 ], [ 35, 32, 38, 35, 32, 38 ], [ 75, 71, 78, 75, 71, 78 ], [ 12, 13, 11, 12, 13, 11 ], [ 5920, 2763, 3157, 5920, 2763, 3157 ], [ 323.101577, 325.43491, 0, 323.101577, 325.43491, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148554, -149828, -297912, 328240, 322089, -338183 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563724800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760178376260, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.17459, "nb": 0.74358, "nc": 0.1 } } }
# | 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) |
---|