Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242542.1347 | -27949.773 | 270491.9076 | 354538.7291 | -161157.6703 | 515696.3994 |
Total P&L (%) | 242.5421 | -27.9498 | 270.4919 | 354.5387 | -161.1577 | 515.6964 |
Avg Daily Profit (%) | 0.1592 | -0.0183 | 0.1776 | 0.0994 | 0 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78126 | -82176 | -58016 | -255706 | -271575 | -213259 |
Profit Factor | 2.226 | 0.8001 | 5.6623 | 1.5577 | 0.6185 | 3.4182 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 10 | 9 | 1 | 10 | 9 | 1 |
Profitability (%) | 84.8485 | 72.7273 | 96.9697 | 84.8485 | 72.7273 | 96.9697 |
Ratio Avg Win / Avg Loss | 0.3975 | 0.3 | 0.1769 | 0.2782 | 0.2319 | 0.1068 |
Largest Winning Trade | 27357 | 15974 | 27357 | 83040 | 44517 | 83040 |
Largest Losing Trade | -58016 | -56422 | -58016 | -213259 | -186875 | -213259 |
Avg Bars in Trades | 60 | 33 | 87 | 60 | 33 | 87 |
Avg Bars in Winners | 41 | 10 | 64 | 41 | 10 | 64 |
Avg Bars in Losers | 167 | 96 | 814 | 167 | 96 | 814 |
Bars Traded | 4008 | 1120 | 2888 | 4008 | 1120 | 2888 |
Profit Streak | 164.6483 | 164.6483 | 473.9816 | 164.6483 | 164.6483 | 473.9816 |
Trades During Streak | 4 | 2 | 11 | 4 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114025 | -576890 | 717115 | -182979 | -576890 | -22458 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4570, "evaluation_days": 1523.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1634716800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759246409493, "expiration_time": 1763167680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 242542.1346543004, -27949.7729661684, 270491.9076204691, 354538.7291297578, -161157.6702603515, 515696.3993901091 ], [ 242.542135, -27.949773, 270.491908, 354.538729, -161.15767, 515.696399 ], [ 0.159218, -0.018348, 0.177566, 0.099444, 0, 0.119388 ], [ 10, 10, 10, 10, 10, 10 ], [ -78126, -82176, -58016, -255706, -271575, -213259 ], [ 2.226042, 0.800086, 5.662337, 1.557713, 0.618509, 3.418158 ], [ 66, 33, 33, 66, 33, 33 ], [ 56, 24, 32, 56, 24, 32 ], [ 10, 9, 1, 10, 9, 1 ], [ 84.848485, 72.727273, 96.969697, 84.848485, 72.727273, 96.969697 ], [ 0.397508, 0.300032, 0.176948, 0.278163, 0.231941, 0.106817 ], [ 27357, 15974, 27357, 83040, 44517, 83040 ], [ -58016, -56422, -58016, -213259, -186875, -213259 ], [ 60, 33, 87, 60, 33, 87 ], [ 41, 10, 64, 41, 10, 64 ], [ 167, 96, 814, 167, 96, 814 ], [ 4008, 1120, 2888, 4008, 1120, 2888 ], [ 164.648258, 164.648258, 473.981591, 164.648258, 164.648258, 473.981591 ], [ 4, 2, 11, 4, 2, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -114025, -576890, 717115, -182979, -576890, -22458 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4570, "evaluation_days": 1523.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1634716800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759246409493, "expiration_time": 1763167680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 5 } } }
# | 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) |
---|