Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301386.2913 | 39953.8513 | 261432.44 | 467017.4874 | -22501.6184 | 489519.1058 |
Total P&L (%) | 301.3863 | 39.9539 | 261.4324 | 467.0175 | -22.5016 | 489.5191 |
Avg Daily Profit (%) | 0.1981 | 0.0263 | 0.1718 | 0.1141 | -0.0168 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110601 | -100333 | -41733 | -205235 | -178739 | -103889 |
Profit Factor | 1.8161 | 1.1809 | 2.7617 | 1.4385 | 0.9622 | 2.0431 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 47.6744 | 41.8605 | 53.4884 | 47.6744 | 41.8605 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.9933 | 1.6401 | 2.4015 | 1.5788 | 1.3364 | 1.7766 |
Largest Winning Trade | 73733 | 57075 | 73733 | 217839 | 135460 | 217839 |
Largest Losing Trade | -33566 | -27434 | -33566 | -83306 | -83306 | -74207 |
Avg Bars in Trades | 104 | 72 | 135 | 104 | 72 | 135 |
Avg Bars in Winners | 140 | 80 | 186 | 140 | 80 | 186 |
Avg Bars in Losers | 71 | 67 | 76 | 71 | 67 | 76 |
Bars Traded | 8966 | 3130 | 5836 | 8966 | 3130 | 5836 |
Profit Streak | 0 | 0 | 44.9665 | 0 | 0 | 44.9665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373509 | -183592 | 493520 | -39307 | -582225 | -32318 |
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{ "first_band": { "type": "rma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9130, "evaluation_days": 1521.67, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628539200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759115507440, "expiration_time": 1763048160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 80, "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) |
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