Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238592.9483 | -11243.843 | 249836.7913 | 170822.3604 | -39538.0642 | 210360.4247 |
Total P&L (%) | 238.5929 | -11.2438 | 249.8368 | 170.8224 | -39.5381 | 210.3604 |
Avg Daily Profit (%) | 0.1555 | -0.0073 | 0.1628 | 0.065 | -0.0328 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106387 | -51104 | -112970 | -439284 | -91159 | -437839 |
Profit Factor | 1.3833 | 0.9373 | 1.5639 | 1.0934 | 0.9107 | 1.1518 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 49.7238 | 46.1538 | 53.3333 | 49.7238 | 46.1538 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.3987 | 1.0936 | 1.3684 | 1.1056 | 1.0625 | 1.0078 |
Largest Winning Trade | 55877 | 44514 | 55877 | 128209 | 99297 | 128209 |
Largest Losing Trade | -45375 | -11766 | -45375 | -253474 | -33239 | -253474 |
Avg Bars in Trades | 24 | 2 | 46 | 24 | 2 | 46 |
Avg Bars in Winners | 32 | 2 | 58 | 32 | 2 | 58 |
Avg Bars in Losers | 16 | 3 | 32 | 16 | 3 | 32 |
Bars Traded | 4449 | 272 | 4177 | 4449 | 272 | 4177 |
Profit Streak | 37.903 | 37.903 | 38.2363 | 37.903 | 37.903 | 38.2363 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376490 | -579651 | 363855 | -221354 | -579651 | -146811 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4603, "evaluation_days": 1534.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628294400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760190018503, "expiration_time": 1764146592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 1.48124 } }, "second_band": { "type": "linreg", "factors": { "length": 24, "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": [ [ 238592.9483249697, -11243.8429990737, 249836.7913240437, 170822.3604280381, -39538.0642316205, 210360.4246596588 ], [ 238.592948, -11.243843, 249.836791, 170.82236, -39.538064, 210.360425 ], [ 0.155503, -0.007328, 0.162831, 0.064955, -0.032788, 0.073842 ], [ 10, 10, 10, 10, 10, 10 ], [ -106387, -51104, -112970, -439284, -91159, -437839 ], [ 1.383292, 0.937339, 1.563909, 1.093407, 0.910719, 1.151781 ], [ 181, 91, 90, 181, 91, 90 ], [ 90, 42, 48, 90, 42, 48 ], [ 91, 49, 42, 91, 49, 42 ], [ 49.723757, 46.153846, 53.333333, 49.723757, 46.153846, 53.333333 ], [ 1.398662, 1.093562, 1.36842, 1.105556, 1.062505, 1.007808 ], [ 55877, 44514, 55877, 128209, 99297, 128209 ], [ -45375, -11766, -45375, -253474, -33239, -253474 ], [ 24, 2, 46, 24, 2, 46 ], [ 32, 2, 58, 32, 2, 58 ], [ 16, 3, 32, 16, 3, 32 ], [ 4449, 272, 4177, 4449, 272, 4177 ], [ 37.902992, 37.902992, 38.236325, 37.902992, 37.902992, 38.236325 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376490, -579651, 363855, -221354, -579651, -146811 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4603, "evaluation_days": 1534.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628294400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760190018503, "expiration_time": 1764146592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 1.48124 } }, "second_band": { "type": "linreg", "factors": { "length": 24, "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) |
---|