Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405802.9885 | 82818.3507 | 322984.6378 | 1071668.4594 | 691827.8212 | 379840.6381 |
Total P&L (%) | 405.803 | 82.8184 | 322.9846 | 1071.6685 | 691.8278 | 379.8406 |
Avg Daily Profit (%) | 0.2644 | 0.054 | 0.2105 | 0.1605 | 0.1349 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102898 | -59882 | -91306 | -1599984 | -540199 | -1626669 |
Profit Factor | 1.703 | 1.3046 | 2.0575 | 1.2102 | 1.3713 | 1.1174 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 54.7009 | 50 | 59.322 | 54.7009 | 50 | 59.322 |
Ratio Avg Win / Avg Loss | 1.4103 | 1.3046 | 1.4109 | 1.0022 | 1.3713 | 0.7662 |
Largest Winning Trade | 45706 | 41567 | 45706 | 515176 | 413591 | 515176 |
Largest Losing Trade | -38348 | -22417 | -38348 | -678491 | -175217 | -678491 |
Avg Bars in Trades | 37 | 27 | 47 | 37 | 27 | 47 |
Avg Bars in Winners | 40 | 24 | 54 | 40 | 24 | 54 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 4432 | 1606 | 2826 | 4432 | 1606 | 2826 |
Profit Streak | 1.6494 | 0 | 9.3161 | 1.6494 | 0 | 9.3161 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317598 | -300518 | -164294 | 207715 | -191754 | -324294 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4604, "evaluation_days": 1534.67, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1631952000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760225708480, "expiration_time": 1764176256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 2.971 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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": [ [ 405802.988531899, 82818.3506923622, 322984.6378395367, 1071668.4593580835, 691827.8212205035, 379840.6381375807 ], [ 405.802989, 82.818351, 322.984638, 1071.668459, 691.827821, 379.840638 ], [ 0.264424, 0.053965, 0.210459, 0.16049, 0.13492, 0.102243 ], [ 10, 10, 10, 10, 10, 10 ], [ -102898, -59882, -91306, -1599984, -540199, -1626669 ], [ 1.702975, 1.30464, 2.057548, 1.210226, 1.371262, 1.117443 ], [ 117, 58, 59, 117, 58, 59 ], [ 64, 29, 35, 64, 29, 35 ], [ 53, 29, 24, 53, 29, 24 ], [ 54.700855, 50, 59.322034, 54.700855, 50, 59.322034 ], [ 1.410276, 1.30464, 1.41089, 1.002218, 1.371262, 0.766247 ], [ 45706, 41567, 45706, 515176, 413591, 515176 ], [ -38348, -22417, -38348, -678491, -175217, -678491 ], [ 37, 27, 47, 37, 27, 47 ], [ 40, 24, 54, 40, 24, 54 ], [ 34, 30, 38, 34, 30, 38 ], [ 4432, 1606, 2826, 4432, 1606, 2826 ], [ 1.649404, 0, 9.31607, 1.649404, 0, 9.31607 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317598, -300518, -164294, 207715, -191754, -324294 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4604, "evaluation_days": 1534.67, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1631952000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760225708480, "expiration_time": 1764176256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 2.971 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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) |
---|