Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205741.5373 | -19698.4161 | 225439.9534 | 125692.3392 | -156986.3524 | 282678.6916 |
Total P&L (%) | 205.7415 | -19.6984 | 225.44 | 125.6923 | -156.9864 | 282.6787 |
Avg Daily Profit (%) | 0.135 | -0.0129 | 0.148 | 0.0534 | 0 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73003 | -109973 | -38903 | -245566 | -212107 | -129983 |
Profit Factor | 1.4139 | 0.9432 | 2.4983 | 1.1379 | 0.7445 | 1.9517 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 37.0787 | 24.4444 | 50 | 37.0787 | 24.4444 | 50 |
Ratio Avg Win / Avg Loss | 2.3993 | 2.9153 | 2.4983 | 1.931 | 2.3012 | 1.9517 |
Largest Winning Trade | 70214 | 70214 | 39313 | 126538 | 126538 | 89035 |
Largest Losing Trade | -20951 | -20951 | -18917 | -62309 | -62309 | -49979 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 52 | 61 | 48 | 52 | 61 | 48 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 2889 | 1458 | 1431 | 2889 | 1458 | 1431 |
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 | -15642 | -610197 | 335305 | -194057 | -610197 | -71538 |
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3047, "evaluation_days": 1523.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1632744000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759278415812, "expiration_time": 1763182512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "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": [ [ 205741.5372554198, -19698.4161008254, 225439.9533562452, 125692.3391805704, -156986.3524104829, 282678.6915910531 ], [ 205.741537, -19.698416, 225.439953, 125.692339, -156.986352, 282.678692 ], [ 0.135045, -0.01293, 0.147975, 0.053444, 0, 0.088127 ], [ 10, 10, 10, 10, 10, 10 ], [ -73003, -109973, -38903, -245566, -212107, -129983 ], [ 1.413893, 0.943171, 2.498307, 1.137903, 0.744501, 1.951711 ], [ 89, 45, 44, 89, 45, 44 ], [ 33, 11, 22, 33, 11, 22 ], [ 56, 34, 22, 56, 34, 22 ], [ 37.078652, 24.444444, 50, 37.078652, 24.444444, 50 ], [ 2.399333, 2.915256, 2.498307, 1.930988, 2.301185, 1.951711 ], [ 70214, 70214, 39313, 126538, 126538, 89035 ], [ -20951, -20951, -18917, -62309, -62309, -49979 ], [ 32, 32, 32, 32, 32, 32 ], [ 52, 61, 48, 52, 61, 48 ], [ 20, 23, 16, 20, 23, 16 ], [ 2889, 1458, 1431, 2889, 1458, 1431 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -15642, -610197, 335305, -194057, -610197, -71538 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3047, "evaluation_days": 1523.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1632744000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759278415812, "expiration_time": 1763182512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "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) |
---|