Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244961.0722 | 12819.2179 | 232141.8543 | 231119.9618 | -64683.806 | 295803.7678 |
Total P&L (%) | 244.9611 | 12.8192 | 232.1419 | 231.12 | -64.6838 | 295.8038 |
Avg Daily Profit (%) | 0.1598 | 0.0084 | 0.1515 | 0.0782 | -0.0679 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90836 | -67757 | -49739 | -290617 | -168636 | -146480 |
Profit Factor | 1.6831 | 1.0585 | 2.6643 | 1.3321 | 0.8402 | 2.0164 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 44.8276 | 34.4828 | 55.1724 | 44.8276 | 34.4828 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.0715 | 2.0112 | 2.1648 | 1.6395 | 1.5964 | 1.6383 |
Largest Winning Trade | 72789 | 54324 | 72789 | 119872 | 102290 | 119872 |
Largest Losing Trade | -31236 | -31236 | -29681 | -58437 | -58437 | -53006 |
Avg Bars in Trades | 101 | 78 | 124 | 101 | 78 | 124 |
Avg Bars in Winners | 149 | 123 | 165 | 149 | 123 | 165 |
Avg Bars in Losers | 62 | 54 | 75 | 62 | 54 | 75 |
Bars Traded | 5886 | 2264 | 3622 | 5886 | 2264 | 3622 |
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 | -171044 | -420876 | 464546 | -268715 | -584089 | -68609 |
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 1532.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630713600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760051458781, "expiration_time": 1764005040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 133, "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": [ [ 244961.0722239572, 12819.2178793201, 232141.8543446372, 231119.9618214223, -64683.8059941839, 295803.7678156062 ], [ 244.961072, 12.819218, 232.141854, 231.119962, -64.683806, 295.803768 ], [ 0.159844, 0.008365, 0.151479, 0.078158, -0.067894, 0.089812 ], [ 10, 10, 10, 10, 10, 10 ], [ -90836, -67757, -49739, -290617, -168636, -146480 ], [ 1.683089, 1.058501, 2.664344, 1.332123, 0.840228, 2.016377 ], [ 58, 29, 29, 58, 29, 29 ], [ 26, 10, 16, 26, 10, 16 ], [ 32, 19, 13, 32, 19, 13 ], [ 44.827586, 34.482759, 55.172414, 44.827586, 34.482759, 55.172414 ], [ 2.071494, 2.011152, 2.16478, 1.639536, 1.596433, 1.638307 ], [ 72789, 54324, 72789, 119872, 102290, 119872 ], [ -31236, -31236, -29681, -58437, -58437, -53006 ], [ 101, 78, 124, 101, 78, 124 ], [ 149, 123, 165, 149, 123, 165 ], [ 62, 54, 75, 62, 54, 75 ], [ 5886, 2264, 3622, 5886, 2264, 3622 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171044, -420876, 464546, -268715, -584089, -68609 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 1532.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630713600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760051458781, "expiration_time": 1764005040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 133, "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) |
---|