Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2545403.291 | 64902.9915 | -2610306.2824 | -120641.765 | 64467546.957 | -64588188.722 |
Total P&L (%) | -2545.4033 | 64.903 | -2610.3063 | -120.6418 | 64467.547 | -64588.1887 |
Avg Daily Profit (%) | -1.2456 | 0.0318 | -1.2774 | 0 | 0.3171 | 0 |
Buy And Hold Return (%) | 2492.2906 | 2492.2906 | 2492.2906 | 2492.2906 | 2492.2906 | 2492.2906 |
Max Trade Drawdown | -2654107 | -120052 | -2695809 | -111162692 | -31477931 | -94909909 |
Profit Factor | 0.2402 | 1.1922 | 0.1335 | 0.9991 | 2.6556 | 0.3518 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 63 | 31 | 32 | 31 | 15 | 16 |
Losing Trades | 20 | 10 | 10 | 52 | 26 | 26 |
Profitability (%) | 75.9036 | 75.6098 | 76.1905 | 37.3494 | 36.5854 | 38.0952 |
Ratio Avg Win / Avg Loss | 0.0763 | 0.3846 | 0.0417 | 1.676 | 4.6031 | 0.5717 |
Largest Winning Trade | 44570 | 44570 | 41801 | 69595205 | 69595205 | 22248419 |
Largest Losing Trade | -1526809 | -79694 | -1526809 | -56206034 | -16905488 | -56206034 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 19 | 19 | 19 | 71 | 76 | 66 |
Avg Bars in Losers | 135 | 142 | 128 | 33 | 33 | 32 |
Bars Traded | 3928 | 2023 | 1906 | 3928 | 2023 | 1906 |
Profit Streak | 281.798 | 404.798 | 281.798 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577451 | -322275 | -576751 | -584197 | 321237 | -585364 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759259347345, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } } }
{ "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": [ [ -2545403.2909701243, 64902.9914603523, -2610306.2824304774, -120641.7650070561, 64467546.95701299, -64588188.72202005 ], [ -2545.403291, 64.902991, -2610.306282, -120.641765, 64467.546957, -64588.188722 ], [ -1.24561, 0.031761, -1.27737, 0, 0.31713, 0 ], [ 2492.290586, 2492.290586, 2492.290586, 2492.290586, 2492.290586, 2492.290586 ], [ -2654107, -120052, -2695809, -111162692, -31477931, -94909909 ], [ 0.240187, 1.192218, 0.133476, 0.999129, 2.655623, 0.351816 ], [ 83, 41, 42, 83, 41, 42 ], [ 63, 31, 32, 31, 15, 16 ], [ 20, 10, 10, 52, 26, 26 ], [ 75.903614, 75.609756, 76.190476, 37.349398, 36.585366, 38.095238 ], [ 0.07625, 0.384587, 0.041711, 1.675959, 4.60308, 0.5717 ], [ 44570, 44570, 41801, 69595205, 69595205, 22248419 ], [ -1526809, -79694, -1526809, -56206034, -16905488, -56206034 ], [ 47, 49, 45, 47, 49, 45 ], [ 19, 19, 19, 71, 76, 66 ], [ 135, 142, 128, 33, 33, 32 ], [ 3928, 2023, 1906, 3928, 2023, 1906 ], [ 281.798002, 404.798002, 281.798002, 0, 0, 0 ], [ 2, 4, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577451, -322275, -576751, -584197, 321237, -585364 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759259347345, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } } }
# | 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) |
---|