Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238077.8641 | 42584.5977 | 195493.2664 | 32127.5236 | -20629.5854 | 52757.109 |
Total P&L (%) | 238.0779 | 42.5846 | 195.4933 | 32.1275 | -20.6296 | 52.7571 |
Avg Daily Profit (%) | 0.1553 | 0.0278 | 0.1275 | 0.0182 | -0.0151 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122636 | -76826 | -80801 | -114269 | -50619 | -94754 |
Profit Factor | 1.4447 | 1.1415 | 1.8343 | 1.0786 | 0.9029 | 1.2687 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 54.1176 | 44.186 | 64.2857 | 54.1176 | 44.186 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.2249 | 1.4418 | 1.0191 | 0.9144 | 1.1405 | 0.7048 |
Largest Winning Trade | 82111 | 82111 | 74750 | 58965 | 35048 | 58965 |
Largest Losing Trade | -68088 | -32628 | -68088 | -91074 | -25550 | -91074 |
Avg Bars in Trades | 104 | 60 | 149 | 104 | 60 | 149 |
Avg Bars in Winners | 129 | 60 | 178 | 129 | 60 | 178 |
Avg Bars in Losers | 74 | 61 | 96 | 74 | 61 | 96 |
Bars Traded | 8881 | 2618 | 6263 | 8881 | 2618 | 6263 |
Profit Streak | 0 | 0 | 26.956 | 0 | 0 | 26.956 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322853 | -224888 | -17969 | -306488 | -581321 | -156438 |
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9198, "evaluation_days": 1533, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630684800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760093795593, "expiration_time": 1764056736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } } }
{ "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": [ [ 238077.8640632032, 42584.5976686811, 195493.266394522, 32127.5235752062, -20629.5854301829, 52757.1090053891 ], [ 238.077864, 42.584598, 195.493266, 32.127524, -20.629585, 52.757109 ], [ 0.155302, 0.027779, 0.127523, 0.018175, -0.01507, 0.027641 ], [ 10, 10, 10, 10, 10, 10 ], [ -122636, -76826, -80801, -114269, -50619, -94754 ], [ 1.444715, 1.141463, 1.834302, 1.078581, 0.902916, 1.268685 ], [ 85, 43, 42, 85, 43, 42 ], [ 46, 19, 27, 46, 19, 27 ], [ 39, 24, 15, 39, 24, 15 ], [ 54.117647, 44.186047, 64.285714, 54.117647, 44.186047, 64.285714 ], [ 1.224867, 1.441849, 1.019056, 0.914449, 1.140526, 0.704825 ], [ 82111, 82111, 74750, 58965, 35048, 58965 ], [ -68088, -32628, -68088, -91074, -25550, -91074 ], [ 104, 60, 149, 104, 60, 149 ], [ 129, 60, 178, 129, 60, 178 ], [ 74, 61, 96, 74, 61, 96 ], [ 8881, 2618, 6263, 8881, 2618, 6263 ], [ 0, 0, 26.955967, 0, 0, 26.955967 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322853, -224888, -17969, -306488, -581321, -156438 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9198, "evaluation_days": 1533, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630684800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760093795593, "expiration_time": 1764056736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } } }
# | 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) |
---|