Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283012.1654 | 35972.3754 | 247039.7901 | 406431.1075 | -126221.5502 | 532652.6577 |
Total P&L (%) | 283.0122 | 35.9724 | 247.0398 | 406.4311 | -126.2216 | 532.6527 |
Avg Daily Profit (%) | 0.1855 | 0.0236 | 0.1619 | 0.1064 | 0 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69808 | -56374 | -35370 | -514949 | -403155 | -273307 |
Profit Factor | 1.8265 | 1.1793 | 2.7416 | 1.2223 | 0.8739 | 1.6437 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 30.9524 | 21.4286 | 40.4762 | 30.9524 | 21.4286 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.0745 | 4.3243 | 4.0317 | 2.7267 | 3.2042 | 2.4173 |
Largest Winning Trade | 76027 | 76027 | 72746 | 332216 | 257093 | 332216 |
Largest Losing Trade | -17753 | -17753 | -12237 | -90255 | -75143 | -90255 |
Avg Bars in Trades | 35 | 22 | 47 | 35 | 22 | 47 |
Avg Bars in Winners | 87 | 61 | 101 | 87 | 61 | 101 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 2947 | 964 | 1983 | 2947 | 964 | 1983 |
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 | 136053 | -231331 | 319184 | -57452 | -623234 | -31655 |
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3052, "evaluation_days": 1526, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630886400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759492575087, "expiration_time": 1763404992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 76, "offset": 0, "std": 2.34806 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 283012.1654469264, 35972.3753502336, 247039.7900966926, 406431.1074940255, -126221.5501575193, 532652.6576515448 ], [ 283.012165, 35.972375, 247.03979, 406.431107, -126.22155, 532.652658 ], [ 0.18546, 0.023573, 0.161887, 0.106362, 0, 0.120961 ], [ 10, 10, 10, 10, 10, 10 ], [ -69808, -56374, -35370, -514949, -403155, -273307 ], [ 1.82648, 1.179341, 2.741555, 1.222327, 0.87386, 1.643737 ], [ 84, 42, 42, 84, 42, 42 ], [ 26, 9, 17, 26, 9, 17 ], [ 58, 33, 25, 58, 33, 25 ], [ 30.952381, 21.428571, 40.47619, 30.952381, 21.428571, 40.47619 ], [ 4.074455, 4.324251, 4.031698, 2.726728, 3.204152, 2.41726 ], [ 76027, 76027, 72746, 332216, 257093, 332216 ], [ -17753, -17753, -12237, -90255, -75143, -90255 ], [ 35, 22, 47, 35, 22, 47 ], [ 87, 61, 101, 87, 61, 101 ], [ 11, 12, 10, 11, 12, 10 ], [ 2947, 964, 1983, 2947, 964, 1983 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 136053, -231331, 319184, -57452, -623234, -31655 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3052, "evaluation_days": 1526, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630886400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759492575087, "expiration_time": 1763404992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 76, "offset": 0, "std": 2.34806 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|