Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326046.5334 | 37637.0506 | 288409.4827 | 805748.7773 | -70039.76 | 875788.5373 |
Total P&L (%) | 326.0465 | 37.6371 | 288.4095 | 805.7488 | -70.0398 | 875.7885 |
Avg Daily Profit (%) | 0.2139 | 0.0247 | 0.1892 | 0.1447 | -0.0791 | 0.1496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47073 | -55961 | -21473 | -586626 | -381075 | -259443 |
Profit Factor | 2.2331 | 1.2136 | 4.2698 | 1.4525 | 0.9374 | 2.3232 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 47.2222 | 36.1111 | 58.3333 | 47.2222 | 36.1111 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.4958 | 2.1471 | 3.0499 | 1.6233 | 1.6585 | 1.6594 |
Largest Winning Trade | 79640 | 79640 | 69224 | 443344 | 265445 | 443344 |
Largest Losing Trade | -28861 | -28861 | -12116 | -322667 | -322667 | -147173 |
Avg Bars in Trades | 61 | 48 | 74 | 61 | 48 | 74 |
Avg Bars in Winners | 90 | 65 | 106 | 90 | 65 | 106 |
Avg Bars in Losers | 34 | 38 | 28 | 34 | 38 | 28 |
Bars Traded | 4409 | 1730 | 2679 | 4409 | 1730 | 2679 |
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 | -72867 | -167046 | 571203 | -82191 | -583403 | 452461 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4572, "evaluation_days": 1524, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1630857600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759303293853, "expiration_time": 1763227008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 90 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "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": [ [ 326046.5333572069, 37637.0506132377, 288409.4827439692, 805748.7773099976, -70039.7600342511, 875788.5373442492 ], [ 326.046533, 37.637051, 288.409483, 805.748777, -70.03976, 875.788537 ], [ 0.213941, 0.024696, 0.189245, 0.144697, -0.079057, 0.149592 ], [ 10, 10, 10, 10, 10, 10 ], [ -47073, -55961, -21473, -586626, -381075, -259443 ], [ 2.233092, 1.213592, 4.269795, 1.452459, 0.937404, 2.323151 ], [ 72, 36, 36, 72, 36, 36 ], [ 34, 13, 21, 34, 13, 21 ], [ 38, 23, 15, 38, 23, 15 ], [ 47.222222, 36.111111, 58.333333, 47.222222, 36.111111, 58.333333 ], [ 2.495809, 2.147125, 3.049854, 1.623337, 1.658485, 1.659393 ], [ 79640, 79640, 69224, 443344, 265445, 443344 ], [ -28861, -28861, -12116, -322667, -322667, -147173 ], [ 61, 48, 74, 61, 48, 74 ], [ 90, 65, 106, 90, 65, 106 ], [ 34, 38, 28, 34, 38, 28 ], [ 4409, 1730, 2679, 4409, 1730, 2679 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -72867, -167046, 571203, -82191, -583403, 452461 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4572, "evaluation_days": 1524, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1630857600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759303293853, "expiration_time": 1763227008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 90 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "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) |
---|