Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216908.5438 | -13012.2621 | 229920.8058 | 96647.9071 | -81321.9916 | 177969.8988 |
Total P&L (%) | 216.9085 | -13.0123 | 229.9208 | 96.6479 | -81.322 | 177.9699 |
Avg Daily Profit (%) | 0.1424 | -0.0085 | 0.151 | 0.0444 | -0.1101 | 0.0672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94500 | -131527 | -57173 | -87232 | -135501 | -31015 |
Profit Factor | 1.3685 | 0.9674 | 2.2112 | 1.2319 | 0.7307 | 2.55 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 49.5 | 45 | 54 | 49.5 | 45 | 54 |
Ratio Avg Win / Avg Loss | 1.3962 | 1.1823 | 1.8836 | 1.2567 | 0.8931 | 2.1722 |
Largest Winning Trade | 60154 | 60154 | 39300 | 33652 | 25961 | 33652 |
Largest Losing Trade | -59242 | -59242 | -27942 | -43238 | -43238 | -14306 |
Avg Bars in Trades | 44 | 54 | 33 | 44 | 54 | 33 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 47 | 65 | 25 | 47 | 65 | 25 |
Bars Traded | 8846 | 5483 | 3363 | 8846 | 5483 | 3363 |
Profit Streak | 20.1074 | 20.7741 | 20.1074 | 20.1074 | 20.7741 | 20.1074 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63 | -580286 | 439055 | -131593 | -581953 | -97615 |
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9137, "evaluation_days": 1522.83, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1631203200000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759214081209, "expiration_time": 1763151984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 247 } } }
{ "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": [ [ 216908.5437534697, -13012.26208864, 229920.8058421097, 96647.9071307254, -81321.9916263422, 177969.8987570676 ], [ 216.908544, -13.012262, 229.920806, 96.647907, -81.321992, 177.969899 ], [ 0.142438, -0.008545, 0.150983, 0.044417, -0.110117, 0.067157 ], [ 10, 10, 10, 10, 10, 10 ], [ -94500, -131527, -57173, -87232, -135501, -31015 ], [ 1.368542, 0.967366, 2.211199, 1.231862, 0.730736, 2.550016 ], [ 200, 100, 100, 200, 100, 100 ], [ 99, 45, 54, 99, 45, 54 ], [ 101, 55, 46, 101, 55, 46 ], [ 49.5, 45, 54, 49.5, 45, 54 ], [ 1.39619, 1.182336, 1.883614, 1.256748, 0.893122, 2.172236 ], [ 60154, 60154, 39300, 33652, 25961, 33652 ], [ -59242, -59242, -27942, -43238, -43238, -14306 ], [ 44, 54, 33, 44, 54, 33 ], [ 41, 42, 40, 41, 42, 40 ], [ 47, 65, 25, 47, 65, 25 ], [ 8846, 5483, 3363, 8846, 5483, 3363 ], [ 20.107421, 20.774088, 20.107421, 20.107421, 20.774088, 20.107421 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -63, -580286, 439055, -131593, -581953, -97615 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9137, "evaluation_days": 1522.83, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1631203200000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759214081209, "expiration_time": 1763151984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 247 } } }
# | 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) |
---|