Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248641.4865 | 980.2524 | 247661.234 | 397317.8942 | -106237.1678 | 503555.062 |
Total P&L (%) | 248.6415 | 0.9803 | 247.6612 | 397.3179 | -106.2372 | 503.5551 |
Avg Daily Profit (%) | 0.1638 | 0.0006 | 0.1631 | 0.1057 | 0 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81801 | -48214 | -55298 | -691698 | -316671 | -480817 |
Profit Factor | 1.9904 | 1.0057 | 4.1136 | 1.3049 | 0.8542 | 1.8767 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 57.6271 | 43.3333 | 72.4138 | 57.6271 | 43.3333 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.4635 | 1.3152 | 1.5671 | 0.9595 | 1.117 | 0.7149 |
Largest Winning Trade | 59692 | 42913 | 59692 | 267930 | 207787 | 267930 |
Largest Losing Trade | -44555 | -44555 | -34883 | -351492 | -137817 | -351492 |
Avg Bars in Trades | 64 | 23 | 107 | 64 | 23 | 107 |
Avg Bars in Winners | 73 | 21 | 105 | 73 | 21 | 105 |
Avg Bars in Losers | 52 | 24 | 113 | 52 | 24 | 113 |
Bars Traded | 3817 | 697 | 3120 | 3817 | 697 | 3120 |
Profit Streak | 164.3113 | 171.6446 | 164.3113 | 164.3113 | 171.6446 | 164.3113 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167175 | -573357 | 643687 | -230580 | -580505 | -30218 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4555, "evaluation_days": 1518.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1633046400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758814094681, "expiration_time": 1762722720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 4.19592 } }, "second_band": { "type": "kcl", "factors": { "length": 189, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 248641.4864899229, 980.2524439423, 247661.2340459807, 397317.89418204, -106237.1677811897, 503555.0619632301 ], [ 248.641486, 0.980252, 247.661234, 397.317894, -106.237168, 503.555062 ], [ 0.16376, 0.000646, 0.163114, 0.105702, 0, 0.118468 ], [ 10, 10, 10, 10, 10, 10 ], [ -81801, -48214, -55298, -691698, -316671, -480817 ], [ 1.990351, 1.005715, 4.113555, 1.30491, 0.854205, 1.876676 ], [ 59, 30, 29, 59, 30, 29 ], [ 34, 13, 21, 34, 13, 21 ], [ 25, 17, 8, 25, 17, 8 ], [ 57.627119, 43.333333, 72.413793, 57.627119, 43.333333, 72.413793 ], [ 1.463493, 1.315166, 1.567069, 0.959493, 1.117037, 0.714924 ], [ 59692, 42913, 59692, 267930, 207787, 267930 ], [ -44555, -44555, -34883, -351492, -137817, -351492 ], [ 64, 23, 107, 64, 23, 107 ], [ 73, 21, 105, 73, 21, 105 ], [ 52, 24, 113, 52, 24, 113 ], [ 3817, 697, 3120, 3817, 697, 3120 ], [ 164.311281, 171.644614, 164.311281, 164.311281, 171.644614, 164.311281 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167175, -573357, 643687, -230580, -580505, -30218 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4555, "evaluation_days": 1518.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1633046400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758814094681, "expiration_time": 1762722720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 4.19592 } }, "second_band": { "type": "kcl", "factors": { "length": 189, "offset": 0, "scalar": 2 } } }
# | 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) |
---|