Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237785.1531 | 12421.5955 | 225363.5576 | 160762.6531 | -58722.3915 | 219485.0446 |
Total P&L (%) | 237.7852 | 12.4216 | 225.3636 | 160.7627 | -58.7224 | 219.485 |
Avg Daily Profit (%) | 0.156 | 0.0082 | 0.1479 | 0.0629 | -0.058 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78091 | -92613 | -40213 | -202520 | -186193 | -94807 |
Profit Factor | 1.6467 | 1.0579 | 2.4726 | 1.2162 | 0.8557 | 1.6519 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 7 | 17 | 24 | 7 | 17 |
Losing Trades | 36 | 23 | 13 | 36 | 23 | 13 |
Profitability (%) | 40 | 23.3333 | 56.6667 | 40 | 23.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.47 | 3.4758 | 1.8908 | 1.8243 | 2.8115 | 1.2632 |
Largest Winning Trade | 93466 | 93466 | 73074 | 131968 | 123812 | 131968 |
Largest Losing Trade | -33336 | -23939 | -33336 | -61517 | -61517 | -54189 |
Avg Bars in Trades | 50 | 34 | 65 | 50 | 34 | 65 |
Avg Bars in Winners | 89 | 69 | 97 | 89 | 69 | 97 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 3005 | 1030 | 1974 | 3005 | 1030 | 1974 |
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 | -167302 | -465352 | 356062 | -285909 | -615208 | -88310 |
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3048, "evaluation_days": 1524, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628337600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759322494296, "expiration_time": 1763227008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.78382 } } }
{ "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": [ [ 237785.153122108, 12421.5955221321, 225363.557599976, 160762.6530601992, -58722.3915163429, 219485.0445765421 ], [ 237.785153, 12.421596, 225.363558, 160.762653, -58.722392, 219.485045 ], [ 0.156027, 0.008151, 0.147876, 0.06291, -0.058044, 0.076246 ], [ 10, 10, 10, 10, 10, 10 ], [ -78091, -92613, -40213, -202520, -186193, -94807 ], [ 1.646662, 1.057863, 2.472582, 1.216215, 0.855672, 1.651939 ], [ 60, 30, 30, 60, 30, 30 ], [ 24, 7, 17, 24, 7, 17 ], [ 36, 23, 13, 36, 23, 13 ], [ 40, 23.333333, 56.666667, 40, 23.333333, 56.666667 ], [ 2.469993, 3.475836, 1.890798, 1.824323, 2.811492, 1.263248 ], [ 93466, 93466, 73074, 131968, 123812, 131968 ], [ -33336, -23939, -33336, -61517, -61517, -54189 ], [ 50, 34, 65, 50, 34, 65 ], [ 89, 69, 97, 89, 69, 97 ], [ 23, 23, 24, 23, 23, 24 ], [ 3005, 1030, 1974, 3005, 1030, 1974 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167302, -465352, 356062, -285909, -615208, -88310 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3048, "evaluation_days": 1524, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628337600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759322494296, "expiration_time": 1763227008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.78382 } } }
# | 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) |
---|