Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341120.41 | 46484.6634 | 294635.7466 | 564952.2467 | 212056.0774 | 352896.1692 |
Total P&L (%) | 341.1204 | 46.4847 | 294.6357 | 564.9522 | 212.0561 | 352.8962 |
Avg Daily Profit (%) | 0.224 | 0.0305 | 0.1935 | 0.1245 | 0.0748 | 0.0992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108336 | -86798 | -64791 | -1723039 | -1223369 | -779574 |
Profit Factor | 1.4554 | 1.1114 | 1.8882 | 1.0938 | 1.0674 | 1.1226 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 53.9171 | 48.6239 | 59.2593 | 53.9171 | 48.6239 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.2439 | 1.1743 | 1.2982 | 0.9348 | 1.1278 | 0.7718 |
Largest Winning Trade | 53173 | 53173 | 49756 | 692235 | 692235 | 341395 |
Largest Losing Trade | -25833 | -21693 | -25833 | -298018 | -270894 | -298018 |
Avg Bars in Trades | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Winners | 50 | 39 | 59 | 50 | 39 | 59 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 9016 | 3839 | 5177 | 9016 | 3839 | 5177 |
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 | 378116 | -252554 | 394997 | -143841 | -240355 | -146885 |
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9138, "evaluation_days": 1523, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628611200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759229881617, "expiration_time": 1763166816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 4.17108 } }, "second_band": { "type": "jma", "factors": { "length": 68, "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": [ [ 341120.4099704033, 46484.6634082515, 294635.7465621518, 564952.2466542438, 212056.0774486399, 352896.1692056037 ], [ 341.12041, 46.484663, 294.635747, 564.952247, 212.056077, 352.896169 ], [ 0.223979, 0.030522, 0.193457, 0.124473, 0.07475, 0.099228 ], [ 10, 10, 10, 10, 10, 10 ], [ -108336, -86798, -64791, -1723039, -1223369, -779574 ], [ 1.455417, 1.111389, 1.888234, 1.093759, 1.067373, 1.122616 ], [ 217, 109, 108, 217, 109, 108 ], [ 117, 53, 64, 117, 53, 64 ], [ 100, 56, 44, 100, 56, 44 ], [ 53.917051, 48.623853, 59.259259, 53.917051, 48.623853, 59.259259 ], [ 1.243947, 1.174298, 1.298161, 0.934837, 1.12779, 0.771798 ], [ 53173, 53173, 49756, 692235, 692235, 341395 ], [ -25833, -21693, -25833, -298018, -270894, -298018 ], [ 41, 35, 47, 41, 35, 47 ], [ 50, 39, 59, 50, 39, 59 ], [ 31, 31, 31, 31, 31, 31 ], [ 9016, 3839, 5177, 9016, 3839, 5177 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378116, -252554, 394997, -143841, -240355, -146885 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9138, "evaluation_days": 1523, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628611200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759229881617, "expiration_time": 1763166816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 4.17108 } }, "second_band": { "type": "jma", "factors": { "length": 68, "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) |
---|