Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271502.2047 | 19921.6314 | 251580.5733 | 217346.7089 | -74959.339 | 292306.0479 |
Total P&L (%) | 271.5022 | 19.9216 | 251.5806 | 217.3467 | -74.9593 | 292.306 |
Avg Daily Profit (%) | 0.1784 | 0.0131 | 0.1653 | 0.0759 | -0.0909 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67613 | -80491 | -47889 | -217124 | -194001 | -165817 |
Profit Factor | 1.5142 | 1.0636 | 2.1704 | 1.1722 | 0.8988 | 1.5603 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 49.5238 | 41.5094 | 57.6923 | 49.5238 | 41.5094 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.5433 | 1.4987 | 1.5916 | 1.1948 | 1.2664 | 1.1442 |
Largest Winning Trade | 60321 | 56102 | 60321 | 171968 | 115792 | 171968 |
Largest Losing Trade | -31822 | -31822 | -27631 | -114326 | -89207 | -114326 |
Avg Bars in Trades | 56 | 34 | 78 | 56 | 34 | 78 |
Avg Bars in Winners | 63 | 32 | 86 | 63 | 32 | 86 |
Avg Bars in Losers | 49 | 36 | 67 | 49 | 36 | 67 |
Bars Traded | 5926 | 1853 | 4073 | 5926 | 1853 | 4073 |
Profit Streak | 5.374 | 5.374 | 17.374 | 5.374 | 5.374 | 17.374 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403659 | -515482 | -167036 | -121420 | -761759 | -249824 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 2 } } }
{ "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": [ [ 271502.2046753705, 19921.6313707346, 251580.5733046356, 217346.7089240405, -74959.3389621828, 292306.0478862232 ], [ 271.502205, 19.921631, 251.580573, 217.346709, -74.959339, 292.306048 ], [ 0.178385, 0.013089, 0.165296, 0.075904, -0.090936, 0.089848 ], [ 10, 10, 10, 10, 10, 10 ], [ -67613, -80491, -47889, -217124, -194001, -165817 ], [ 1.514152, 1.063626, 2.170396, 1.172214, 0.898756, 1.560306 ], [ 105, 53, 52, 105, 53, 52 ], [ 52, 22, 30, 52, 22, 30 ], [ 53, 31, 22, 53, 31, 22 ], [ 49.52381, 41.509434, 57.692308, 49.52381, 41.509434, 57.692308 ], [ 1.54327, 1.498746, 1.591624, 1.194757, 1.266429, 1.144225 ], [ 60321, 56102, 60321, 171968, 115792, 171968 ], [ -31822, -31822, -27631, -114326, -89207, -114326 ], [ 56, 34, 78, 56, 34, 78 ], [ 63, 32, 86, 63, 32, 86 ], [ 49, 36, 67, 49, 36, 67 ], [ 5926, 1853, 4073, 5926, 1853, 4073 ], [ 5.374035, 5.374035, 17.374035, 5.374035, 5.374035, 17.374035 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403659, -515482, -167036, -121420, -761759, -249824 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6088, "evaluation_days": 1522, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630195200000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759136316615, "expiration_time": 1763070624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 2 } } }
# | 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) |
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