Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312815.9681 | 27553.8199 | 285262.1481 | 468485.9695 | 12107.2067 | 456378.7628 |
Total P&L (%) | 312.816 | 27.5538 | 285.2621 | 468.486 | 12.1072 | 456.3788 |
Avg Daily Profit (%) | 0.2047 | 0.018 | 0.1867 | 0.1138 | 0.0075 | 0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89373 | -112202 | -43600 | -127969 | -140956 | -94170 |
Profit Factor | 1.6189 | 1.0907 | 2.4141 | 1.4222 | 1.0188 | 1.979 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 46.9565 | 39.6552 | 54.386 | 46.9565 | 39.6552 | 54.386 |
Ratio Avg Win / Avg Loss | 1.8287 | 1.6598 | 2.0247 | 1.6066 | 1.5504 | 1.6598 |
Largest Winning Trade | 57205 | 55483 | 57205 | 112291 | 112291 | 94815 |
Largest Losing Trade | -32562 | -28602 | -32562 | -72901 | -64429 | -72901 |
Avg Bars in Trades | 51 | 42 | 61 | 51 | 42 | 61 |
Avg Bars in Winners | 70 | 53 | 82 | 70 | 53 | 82 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 5938 | 2444 | 3494 | 5938 | 2444 | 3494 |
Profit Streak | 0 | 0 | 35.6437 | 0 | 0 | 35.6437 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354526 | -476079 | -166837 | -40016 | -666127 | -218143 |
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6112, "evaluation_days": 1528, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1629914400000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759656412312, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 62, "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": [ [ 312815.9680567756, 27553.8199256193, 285262.1481311563, 468485.9694630224, 12107.2067007457, 456378.7627622763 ], [ 312.815968, 27.55382, 285.262148, 468.485969, 12.107207, 456.378763 ], [ 0.204722, 0.018033, 0.18669, 0.113795, 0.00748, 0.112385 ], [ 10, 10, 10, 10, 10, 10 ], [ -89373, -112202, -43600, -127969, -140956, -94170 ], [ 1.618855, 1.090712, 2.414122, 1.4222, 1.018816, 1.97898 ], [ 115, 58, 57, 115, 58, 57 ], [ 54, 23, 31, 54, 23, 31 ], [ 61, 35, 26, 61, 35, 26 ], [ 46.956522, 39.655172, 54.385965, 46.956522, 39.655172, 54.385965 ], [ 1.828707, 1.659779, 2.024748, 1.606559, 1.550372, 1.65979 ], [ 57205, 55483, 57205, 112291, 112291, 94815 ], [ -32562, -28602, -32562, -72901, -64429, -72901 ], [ 51, 42, 61, 51, 42, 61 ], [ 70, 53, 82, 70, 53, 82 ], [ 35, 34, 35, 35, 34, 35 ], [ 5938, 2444, 3494, 5938, 2444, 3494 ], [ 0, 0, 35.643661, 0, 0, 35.643661 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354526, -476079, -166837, -40016, -666127, -218143 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6112, "evaluation_days": 1528, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1629914400000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759656412312, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 62, "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) |
---|