Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283838.135 | 24057.591 | 259780.5439 | 234798.9707 | -137909.4452 | 372708.4159 |
Total P&L (%) | 283.8381 | 24.0576 | 259.7805 | 234.799 | -137.9094 | 372.7084 |
Avg Daily Profit (%) | 0.1862 | 0.0158 | 0.1705 | 0.0793 | 0 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61441 | -90658 | -64271 | -313474 | -308598 | -145919 |
Profit Factor | 1.3358 | 1.0523 | 1.6738 | 1.1132 | 0.8779 | 1.3942 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 99 | 37 | 62 | 99 | 37 | 62 |
Losing Trades | 179 | 102 | 77 | 179 | 102 | 77 |
Profitability (%) | 35.6115 | 26.6187 | 44.6043 | 35.6115 | 26.6187 | 44.6043 |
Ratio Avg Win / Avg Loss | 2.4152 | 2.901 | 2.0787 | 2.0127 | 2.4202 | 1.7316 |
Largest Winning Trade | 99032 | 99032 | 38235 | 243304 | 243304 | 135479 |
Largest Losing Trade | -46149 | -14674 | -46149 | -94170 | -74713 | -94170 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 28 | 32 | 26 | 28 | 32 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4540 | 2155 | 2385 | 4540 | 2155 | 2385 |
Profit Streak | 0 | 0 | 12.9734 | 0 | 0 | 12.9734 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 181932 | -360379 | 329111 | -185859 | -600588 | -56466 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4572, "evaluation_days": 1524, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628265600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759303299823, "expiration_time": 1763227008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 283838.1349601612, 24057.5910413396, 259780.5439188217, 234798.9706759421, -137909.4452412939, 372708.4159172364 ], [ 283.838135, 24.057591, 259.780544, 234.798971, -137.909445, 372.708416 ], [ 0.186245, 0.015786, 0.17046, 0.07932, 0, 0.101975 ], [ 10, 10, 10, 10, 10, 10 ], [ -61441, -90658, -64271, -313474, -308598, -145919 ], [ 1.335803, 1.052334, 1.673778, 1.113151, 0.877925, 1.394243 ], [ 278, 139, 139, 278, 139, 139 ], [ 99, 37, 62, 99, 37, 62 ], [ 179, 102, 77, 179, 102, 77 ], [ 35.611511, 26.618705, 44.604317, 35.611511, 26.618705, 44.604317 ], [ 2.415239, 2.901029, 2.078724, 2.012668, 2.420225, 1.731559 ], [ 99032, 99032, 38235, 243304, 243304, 135479 ], [ -46149, -14674, -46149, -94170, -74713, -94170 ], [ 16, 15, 17, 16, 15, 17 ], [ 28, 32, 26, 28, 32, 26 ], [ 9, 9, 9, 9, 9, 9 ], [ 4540, 2155, 2385, 4540, 2155, 2385 ], [ 0, 0, 12.973377, 0, 0, 12.973378 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 181932, -360379, 329111, -185859, -600588, -56466 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4572, "evaluation_days": 1524, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628265600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759303299823, "expiration_time": 1763227008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|