Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225346.9603 | -12819.8899 | 238166.8502 | 192835.3432 | -105895.9707 | 298731.314 |
Total P&L (%) | 225.347 | -12.8199 | 238.1669 | 192.8353 | -105.896 | 298.7313 |
Avg Daily Profit (%) | 0.147 | -0.0084 | 0.1554 | 0.0701 | 0 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73772 | -72798 | -55155 | -238687 | -245899 | -109248 |
Profit Factor | 1.6385 | 0.9415 | 2.778 | 1.2265 | 0.8035 | 1.9567 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 8 | 18 | 26 | 8 | 18 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 44.8276 | 27.5862 | 62.069 | 44.8276 | 27.5862 | 62.069 |
Ratio Avg Win / Avg Loss | 2.0166 | 2.4713 | 1.6977 | 1.5096 | 2.1092 | 1.1958 |
Largest Winning Trade | 66560 | 66560 | 52647 | 170024 | 170024 | 70916 |
Largest Losing Trade | -37261 | -37261 | -33787 | -183206 | -183206 | -81461 |
Avg Bars in Trades | 100 | 61 | 140 | 100 | 61 | 140 |
Avg Bars in Winners | 163 | 105 | 189 | 163 | 105 | 189 |
Avg Bars in Losers | 49 | 44 | 59 | 49 | 44 | 59 |
Bars Traded | 5848 | 1785 | 4063 | 5848 | 1785 | 4063 |
Profit Streak | 18.0954 | 0 | 39.8454 | 18.0954 | 0 | 39.8454 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174590 | -596471 | 525550 | -279493 | -596471 | -67752 |
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 1532.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1632722400000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760041044361, "expiration_time": 1764005040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 77, "offset": 0, "a": 0.8075 } }, "second_band": { "type": "zlma", "factors": { "length": 236, "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": [ [ 225346.9602747314, -12819.8899270837, 238166.8502018151, 192835.343247597, -105895.9707044687, 298731.3139520658 ], [ 225.34696, -12.81989, 238.16685, 192.835343, -105.895971, 298.731314 ], [ 0.147045, -0.008365, 0.155411, 0.070135, 0, 0.090293 ], [ 10, 10, 10, 10, 10, 10 ], [ -73772, -72798, -55155, -238687, -245899, -109248 ], [ 1.638513, 0.941454, 2.777983, 1.226545, 0.803517, 1.956728 ], [ 58, 29, 29, 58, 29, 29 ], [ 26, 8, 18, 26, 8, 18 ], [ 32, 21, 11, 32, 21, 11 ], [ 44.827586, 27.586207, 62.068966, 44.827586, 27.586207, 62.068966 ], [ 2.016631, 2.471317, 1.697656, 1.509594, 2.109232, 1.195778 ], [ 66560, 66560, 52647, 170024, 170024, 70916 ], [ -37261, -37261, -33787, -183206, -183206, -81461 ], [ 100, 61, 140, 100, 61, 140 ], [ 163, 105, 189, 163, 105, 189 ], [ 49, 44, 59, 49, 44, 59 ], [ 5848, 1785, 4063, 5848, 1785, 4063 ], [ 18.095421, 0, 39.845421, 18.095421, 0, 39.845421 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174590, -596471, 525550, -279493, -596471, -67752 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 1532.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1632722400000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760041044361, "expiration_time": 1764005040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 77, "offset": 0, "a": 0.8075 } }, "second_band": { "type": "zlma", "factors": { "length": 236, "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) |
---|