Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247562.1965 | 24521.1787 | 223041.0178 | 159592.9723 | 43021.366 | 116571.6064 |
Total P&L (%) | 247.5622 | 24.5212 | 223.041 | 159.593 | 43.0214 | 116.5716 |
Avg Daily Profit (%) | 0.1614 | 0.016 | 0.1454 | 0.0622 | 0.0233 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95333 | -39127 | -102360 | -219090 | -78485 | -234313 |
Profit Factor | 1.5027 | 1.1356 | 1.7158 | 1.1494 | 1.1288 | 1.1587 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 50 | 47.2727 | 52.7273 | 50 | 47.2727 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.5027 | 1.2666 | 1.5383 | 1.1494 | 1.259 | 1.0389 |
Largest Winning Trade | 76983 | 39559 | 76983 | 104422 | 63018 | 104422 |
Largest Losing Trade | -54616 | -25786 | -54616 | -122202 | -53898 | -122202 |
Avg Bars in Trades | 82 | 21 | 143 | 82 | 21 | 143 |
Avg Bars in Winners | 114 | 22 | 197 | 114 | 22 | 197 |
Avg Bars in Losers | 50 | 20 | 84 | 50 | 20 | 84 |
Bars Traded | 9087 | 1170 | 7917 | 9087 | 1170 | 7917 |
Profit Streak | 52.3435 | 0 | 85.1769 | 52.3435 | 0 | 85.1769 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380913 | -427576 | -174367 | -165208 | -423375 | -350253 |
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9201, "evaluation_days": 1533.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628913600000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760141680000, "expiration_time": 1764101232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 31, "offset": 58 } }, "second_band": { "type": "bbl", "factors": { "length": 63, "offset": 0, "std": 1.57102 } } }
{ "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": [ [ 247562.1964559295, 24521.1786647948, 223041.0177911345, 159592.9723388635, 43021.3659786851, 116571.6063601784 ], [ 247.562196, 24.521179, 223.041018, 159.592972, 43.021366, 116.571606 ], [ 0.161436, 0.01599, 0.145446, 0.062226, 0.023337, 0.050404 ], [ 10, 10, 10, 10, 10, 10 ], [ -95333, -39127, -102360, -219090, -78485, -234313 ], [ 1.502701, 1.135591, 1.715753, 1.149365, 1.128758, 1.158741 ], [ 110, 55, 55, 110, 55, 55 ], [ 55, 26, 29, 55, 26, 29 ], [ 55, 29, 26, 55, 29, 26 ], [ 50, 47.272727, 52.727273, 50, 47.272727, 52.727273 ], [ 1.502701, 1.266621, 1.538261, 1.149365, 1.258999, 1.038871 ], [ 76983, 39559, 76983, 104422, 63018, 104422 ], [ -54616, -25786, -54616, -122202, -53898, -122202 ], [ 82, 21, 143, 82, 21, 143 ], [ 114, 22, 197, 114, 22, 197 ], [ 50, 20, 84, 50, 20, 84 ], [ 9087, 1170, 7917, 9087, 1170, 7917 ], [ 52.343518, 0, 85.176852, 52.343518, 0, 85.176852 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380913, -427576, -174367, -165208, -423375, -350253 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9201, "evaluation_days": 1533.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628913600000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760141680000, "expiration_time": 1764101232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 31, "offset": 58 } }, "second_band": { "type": "bbl", "factors": { "length": 63, "offset": 0, "std": 1.57102 } } }
# | 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) |
---|