Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231318.3257 | -25825.0885 | 257143.4142 | -19703.0949 | -382565.3549 | 362862.26 |
Total P&L (%) | 231.3183 | -25.8251 | 257.1434 | -19.7031 | -382.5654 | 362.8623 |
Avg Daily Profit (%) | 0.1515 | -0.0169 | 0.1684 | -0.0144 | 0 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99608 | -95662 | -93055 | -589472 | -502658 | -343157 |
Profit Factor | 1.8852 | 0.8438 | 3.6799 | 0.9804 | 0.4138 | 2.0337 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 12 | 10 | 2 | 12 | 10 | 2 |
Profitability (%) | 81.25 | 68.75 | 93.75 | 81.25 | 68.75 | 93.75 |
Ratio Avg Win / Avg Loss | 0.435 | 0.3836 | 0.2453 | 0.2262 | 0.1881 | 0.1356 |
Largest Winning Trade | 27357 | 15324 | 27357 | 84767 | 66799 | 84767 |
Largest Losing Trade | -93055 | -62518 | -93055 | -384538 | -384538 | -343157 |
Avg Bars in Trades | 64 | 38 | 90 | 64 | 38 | 90 |
Avg Bars in Winners | 45 | 12 | 69 | 45 | 12 | 69 |
Avg Bars in Losers | 147 | 95 | 406 | 147 | 95 | 406 |
Bars Traded | 4125 | 1221 | 2904 | 4125 | 1221 | 2904 |
Profit Streak | 169.3757 | 169.3757 | 537.0424 | 169.3757 | 169.3757 | 537.0424 |
Trades During Streak | 4 | 2 | 10 | 4 | 2 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130099 | -577412 | 649714 | -718884 | -577412 | -51240 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4582, "evaluation_days": 1527.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1632297600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759597262897, "expiration_time": 1763523648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 5, "offset": 74, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 231318.3257439235, -25825.0884601812, 257143.4142041048, -19703.0949100284, -382565.354881476, 362862.2599714478 ], [ 231.318326, -25.825088, 257.143414, -19.703095, -382.565355, 362.86226 ], [ 0.151453, -0.016909, 0.168361, -0.014366, 0, 0.100373 ], [ 10, 10, 10, 10, 10, 10 ], [ -99608, -95662, -93055, -589472, -502658, -343157 ], [ 1.885207, 0.843829, 3.679934, 0.98037, 0.413839, 2.033653 ], [ 64, 32, 32, 64, 32, 32 ], [ 52, 22, 30, 52, 22, 30 ], [ 12, 10, 2, 12, 10, 2 ], [ 81.25, 68.75, 93.75, 81.25, 68.75, 93.75 ], [ 0.435048, 0.383559, 0.245329, 0.226239, 0.188108, 0.135577 ], [ 27357, 15324, 27357, 84767, 66799, 84767 ], [ -93055, -62518, -93055, -384538, -384538, -343157 ], [ 64, 38, 90, 64, 38, 90 ], [ 45, 12, 69, 45, 12, 69 ], [ 147, 95, 406, 147, 95, 406 ], [ 4125, 1221, 2904, 4125, 1221, 2904 ], [ 169.375728, 169.375728, 537.042395, 169.375728, 169.375728, 537.042395 ], [ 4, 2, 10, 4, 2, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130099, -577412, 649714, -718884, -577412, -51240 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4582, "evaluation_days": 1527.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1632297600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759597262897, "expiration_time": 1763523648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 5, "offset": 74, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 4 } } }
# | 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) |
---|