Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194545.3115 | -34203.7228 | 228749.0343 | 82316.4617 | -112013.3922 | 194329.8539 |
Total P&L (%) | 194.5453 | -34.2037 | 228.749 | 82.3165 | -112.0134 | 194.3299 |
Avg Daily Profit (%) | 0.1275 | -0.0224 | 0.1499 | 0.0394 | 0 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79861 | -122534 | -26256 | -190455 | -208754 | -68650 |
Profit Factor | 1.3026 | 0.9148 | 1.9469 | 1.0874 | 0.8024 | 1.5181 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 73 | 24 | 49 | 73 | 24 | 49 |
Losing Trades | 123 | 74 | 49 | 123 | 74 | 49 |
Profitability (%) | 37.2449 | 24.4898 | 50 | 37.2449 | 24.4898 | 50 |
Ratio Avg Win / Avg Loss | 2.1948 | 2.8205 | 1.9469 | 1.8322 | 2.474 | 1.5181 |
Largest Winning Trade | 76662 | 76662 | 45199 | 127774 | 127774 | 68381 |
Largest Losing Trade | -24108 | -24108 | -20687 | -46932 | -46932 | -39875 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 51 | 61 | 46 | 51 | 61 | 46 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 5957 | 2954 | 3003 | 5957 | 2954 | 3003 |
Profit Streak | 0 | 0 | 42.1558 | 0 | 0 | 42.1558 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25574 | -610356 | 395482 | -267541 | -610356 | -95678 |
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6105, "evaluation_days": 1526.25, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1627732800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759506264930, "expiration_time": 1763448840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.75825 } } }
{ "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": [ [ 194545.3115259313, -34203.722771388, 228749.0342973192, 82316.4617339141, -112013.3921585655, 194329.8538924794 ], [ 194.545312, -34.203723, 228.749034, 82.316462, -112.013392, 194.329854 ], [ 0.127466, -0.02241, 0.149877, 0.039357, 0, 0.070756 ], [ 10, 10, 10, 10, 10, 10 ], [ -79861, -122534, -26256, -190455, -208754, -68650 ], [ 1.302615, 0.91477, 1.946922, 1.087399, 0.802366, 1.518116 ], [ 196, 98, 98, 196, 98, 98 ], [ 73, 24, 49, 73, 24, 49 ], [ 123, 74, 49, 123, 74, 49 ], [ 37.244898, 24.489796, 50, 37.244898, 24.489796, 50 ], [ 2.194817, 2.82054, 1.946922, 1.832193, 2.473963, 1.518116 ], [ 76662, 76662, 45199, 127774, 127774, 68381 ], [ -24108, -24108, -20687, -46932, -46932, -39875 ], [ 30, 30, 30, 30, 30, 30 ], [ 51, 61, 46, 51, 61, 46 ], [ 18, 20, 15, 18, 20, 15 ], [ 5957, 2954, 3003, 5957, 2954, 3003 ], [ 0, 0, 42.155844, 0, 0, 42.155844 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25574, -610356, 395482, -267541, -610356, -95678 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6105, "evaluation_days": 1526.25, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1627732800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759506264930, "expiration_time": 1763448840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.75825 } } }
# | 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) |
---|