Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3499617.9785 | -142588.8302 | -3357029.1483 | -101104.592 | 242929066.4101 | -243030171.0021 |
Total P&L (%) | -3499.618 | -142.5888 | -3357.0291 | -101.1046 | 242929.0664 | -243030.171 |
Avg Daily Profit (%) | -1.7126 | -0.0698 | -1.6428 | 0 | 0.3822 | 0 |
Buy And Hold Return (%) | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 |
Max Trade Drawdown | -3710120 | -211210 | -3505338 | -324208905 | -69150129 | -350362467 |
Profit Factor | 0.1301 | 0.5715 | 0.0903 | 0.9998 | 3.7288 | 0.3545 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 66 | 32 | 34 | 56 | 26 | 30 |
Losing Trades | 32 | 17 | 15 | 42 | 23 | 19 |
Profitability (%) | 67.3469 | 65.3061 | 69.3878 | 57.1429 | 53.0612 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.0631 | 0.3036 | 0.0398 | 0.7498 | 3.2986 | 0.2245 |
Largest Winning Trade | 27168 | 21635 | 27168 | 206050336 | 206050336 | 65305933 |
Largest Losing Trade | -1743590 | -75982 | -1743590 | -243612220 | -32425940 | -243612220 |
Avg Bars in Trades | 40 | 27 | 52 | 40 | 27 | 52 |
Avg Bars in Winners | 17 | 14 | 21 | 33 | 27 | 39 |
Avg Bars in Losers | 86 | 52 | 124 | 48 | 27 | 73 |
Bars Traded | 3936 | 1345 | 2591 | 3936 | 1345 | 2591 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577990 | -578419 | -578168 | -579591 | 620237 | -579226 |
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565092800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759233722753, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 114, "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": [ [ -3499617.9785260987, -142588.830244259, -3357029.1482818397, -101104.5920306905, 242929066.41009635, -243030171.0021269 ], [ -3499.617979, -142.58883, -3357.029148, -101.104592, 242929.06641, -243030.171002 ], [ -1.712561, -0.069777, -1.642784, 0, 0.382219, 0 ], [ 3046.19883, 3046.19883, 3046.19883, 3046.19883, 3046.19883, 3046.19883 ], [ -3710120, -211210, -3505338, -324208905, -69150129, -350362467 ], [ 0.130098, 0.571531, 0.090289, 0.999783, 3.728829, 0.354509 ], [ 98, 49, 49, 98, 49, 49 ], [ 66, 32, 34, 56, 26, 30 ], [ 32, 17, 15, 42, 23, 19 ], [ 67.346939, 65.306122, 69.387755, 57.142857, 53.061224, 61.22449 ], [ 0.063078, 0.303626, 0.039833, 0.749837, 3.29858, 0.224522 ], [ 27168, 21635, 27168, 206050336, 206050336, 65305933 ], [ -1743590, -75982, -1743590, -243612220, -32425940, -243612220 ], [ 40, 27, 52, 40, 27, 52 ], [ 17, 14, 21, 33, 27, 39 ], [ 86, 52, 124, 48, 27, 73 ], [ 3936, 1345, 2591, 3936, 1345, 2591 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577990, -578419, -578168, -579591, 620237, -579226 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1565092800000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759233722753, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 114, "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) |
---|