Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309654.6728 | 57054.3396 | 252600.3332 | 446673.5614 | -38385.8399 | 485059.4013 |
Total P&L (%) | 309.6547 | 57.0543 | 252.6003 | 446.6736 | -38.3858 | 485.0594 |
Avg Daily Profit (%) | 0.2019 | 0.0372 | 0.1647 | 0.1108 | -0.0316 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60814 | -45584 | -49829 | -313095 | -246106 | -198419 |
Profit Factor | 1.7515 | 1.2459 | 2.4037 | 1.2893 | 0.9572 | 1.7505 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 48.8889 | 48.8889 | 48.8889 | 48.8889 | 48.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.8312 | 1.3025 | 2.5129 | 1.3479 | 1.0008 | 1.8301 |
Largest Winning Trade | 67916 | 57589 | 67916 | 150735 | 147146 | 150735 |
Largest Losing Trade | -33532 | -33532 | -26428 | -108415 | -108415 | -93778 |
Avg Bars in Trades | 65 | 38 | 92 | 65 | 38 | 92 |
Avg Bars in Winners | 81 | 38 | 123 | 81 | 38 | 123 |
Avg Bars in Losers | 50 | 39 | 62 | 50 | 39 | 62 |
Bars Traded | 5908 | 1745 | 4162 | 5908 | 1745 | 4162 |
Profit Streak | 0 | 0 | 36.8037 | 0 | 0 | 36.8037 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387589 | -144675 | 434759 | -45202 | -579477 | -35625 |
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6134, "evaluation_days": 1533.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630908000000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760145435878, "expiration_time": 1764094032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 152, "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": [ [ 309654.6728419761, 57054.3396252315, 252600.3332167445, 446673.5614131045, -38385.8398692754, 485059.4012823802 ], [ 309.654673, 57.05434, 252.600333, 446.673561, -38.38584, 485.059401 ], [ 0.201927, 0.037205, 0.164721, 0.110833, -0.031575, 0.115263 ], [ 10, 10, 10, 10, 10, 10 ], [ -60814, -45584, -49829, -313095, -246106, -198419 ], [ 1.751538, 1.245851, 2.403656, 1.289259, 0.957248, 1.750483 ], [ 90, 45, 45, 90, 45, 45 ], [ 44, 22, 22, 44, 22, 22 ], [ 46, 23, 23, 46, 23, 23 ], [ 48.888889, 48.888889, 48.888889, 48.888889, 48.888889, 48.888889 ], [ 1.831154, 1.30248, 2.512913, 1.347862, 1.000759, 1.83005 ], [ 67916, 57589, 67916, 150735, 147146, 150735 ], [ -33532, -33532, -26428, -108415, -108415, -93778 ], [ 65, 38, 92, 65, 38, 92 ], [ 81, 38, 123, 81, 38, 123 ], [ 50, 39, 62, 50, 39, 62 ], [ 5908, 1745, 4162, 5908, 1745, 4162 ], [ 0, 0, 36.803656, 0, 0, 36.803656 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 387589, -144675, 434759, -45202, -579477, -35625 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6134, "evaluation_days": 1533.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630908000000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760145435878, "expiration_time": 1764094032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 152, "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) |
---|