Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339212.3579 | 51326.9982 | 287885.3596 | 657664.1531 | 150990.3684 | 506673.7847 |
Total P&L (%) | 339.2124 | 51.327 | 287.8854 | 657.6642 | 150.9904 | 506.6738 |
Avg Daily Profit (%) | 0.2222 | 0.0336 | 0.1886 | 0.1327 | 0.0603 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63848 | -78048 | -39816 | -193118 | -184872 | -115284 |
Profit Factor | 1.6362 | 1.1705 | 2.24 | 1.5071 | 1.2211 | 1.8248 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 50.3497 | 45.8333 | 54.9296 | 50.3497 | 45.8333 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.6134 | 1.3833 | 1.838 | 1.4861 | 1.4432 | 1.4973 |
Largest Winning Trade | 66113 | 62290 | 66113 | 147638 | 127437 | 147638 |
Largest Losing Trade | -28510 | -21768 | -28510 | -115284 | -65641 | -115284 |
Avg Bars in Trades | 31 | 21 | 41 | 31 | 21 | 41 |
Avg Bars in Winners | 41 | 23 | 56 | 41 | 23 | 56 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 4497 | 1546 | 2951 | 4497 | 1546 | 2951 |
Profit Streak | 35.1129 | 136.1129 | 35.1129 | 35.1129 | 136.1129 | 35.1129 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459866 | -261595 | -73712 | -12196 | -192194 | -117993 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4580, "evaluation_days": 1526.67, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628985600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759516957701, "expiration_time": 1763464320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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": [ [ 339212.3578738633, 51326.99823704, 287885.3596368233, 657664.1530862909, 150990.3683640615, 506673.7847222292 ], [ 339.212358, 51.326998, 287.88536, 657.664153, 150.990368, 506.673785 ], [ 0.222191, 0.03362, 0.188571, 0.132734, 0.060296, 0.118158 ], [ 10, 10, 10, 10, 10, 10 ], [ -63848, -78048, -39816, -193118, -184872, -115284 ], [ 1.636169, 1.170492, 2.240031, 1.507052, 1.221146, 1.824839 ], [ 143, 72, 71, 143, 72, 71 ], [ 72, 33, 39, 72, 33, 39 ], [ 71, 39, 32, 71, 39, 32 ], [ 50.34965, 45.833333, 54.929577, 50.34965, 45.833333, 54.929577 ], [ 1.613444, 1.383309, 1.837974, 1.486121, 1.443172, 1.497304 ], [ 66113, 62290, 66113, 147638, 127437, 147638 ], [ -28510, -21768, -28510, -115284, -65641, -115284 ], [ 31, 21, 41, 31, 21, 41 ], [ 41, 23, 56, 41, 23, 56 ], [ 21, 19, 23, 21, 19, 23 ], [ 4497, 1546, 2951, 4497, 1546, 2951 ], [ 35.112936, 136.112936, 35.112936, 35.112936, 136.112936, 35.112936 ], [ 3, 5, 1, 3, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 459866, -261595, -73712, -12196, -192194, -117993 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4580, "evaluation_days": 1526.67, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628985600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759516957701, "expiration_time": 1763464320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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) |
---|