Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247880.2064 | 20651.0223 | 227229.1841 | 280131.5632 | 32198.0696 | 247933.4936 |
Total P&L (%) | 247.8802 | 20.651 | 227.2292 | 280.1316 | 32.1981 | 247.9335 |
Avg Daily Profit (%) | 0.1622 | 0.0135 | 0.1487 | 0.0874 | 0.0183 | 0.0816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71383 | -65410 | -50476 | -213476 | -148057 | -162033 |
Profit Factor | 1.5878 | 1.1087 | 1.9805 | 1.2256 | 1.0633 | 1.3381 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 46.2185 | 43.3333 | 49.1525 | 46.2185 | 43.3333 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.8476 | 1.4498 | 2.0488 | 1.4261 | 1.3905 | 1.3843 |
Largest Winning Trade | 72010 | 34700 | 72010 | 166218 | 80187 | 166218 |
Largest Losing Trade | -36066 | -19964 | -36066 | -100013 | -54964 | -100013 |
Avg Bars in Trades | 37 | 9 | 65 | 37 | 9 | 65 |
Avg Bars in Winners | 64 | 10 | 113 | 64 | 10 | 113 |
Avg Bars in Losers | 13 | 9 | 18 | 13 | 9 | 18 |
Bars Traded | 4420 | 575 | 3844 | 4420 | 575 | 3844 |
Profit Streak | 23.3544 | 69.0211 | 0 | 23.3544 | 69.0211 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347137 | -453133 | -167816 | -77238 | -493191 | -260679 |
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4585, "evaluation_days": 1528.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628928000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759681819085, "expiration_time": 1763612640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 3.08785 } } }
{ "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": [ [ 247880.2063783532, 20651.0222791111, 227229.1840992418, 280131.5631619148, 32198.0695793087, 247933.493582606 ], [ 247.880206, 20.651022, 227.229184, 280.131563, 32.19807, 247.933494 ], [ 0.16219, 0.013512, 0.148678, 0.087411, 0.018265, 0.081615 ], [ 10, 10, 10, 10, 10, 10 ], [ -71383, -65410, -50476, -213476, -148057, -162033 ], [ 1.587773, 1.108705, 1.980474, 1.225583, 1.06331, 1.338137 ], [ 119, 60, 59, 119, 60, 59 ], [ 55, 26, 29, 55, 26, 29 ], [ 64, 34, 30, 64, 34, 30 ], [ 46.218487, 43.333333, 49.152542, 46.218487, 43.333333, 49.152542 ], [ 1.847591, 1.449845, 2.048766, 1.426133, 1.390482, 1.38428 ], [ 72010, 34700, 72010, 166218, 80187, 166218 ], [ -36066, -19964, -36066, -100013, -54964, -100013 ], [ 37, 9, 65, 37, 9, 65 ], [ 64, 10, 113, 64, 10, 113 ], [ 13, 9, 18, 13, 9, 18 ], [ 4420, 575, 3844, 4420, 575, 3844 ], [ 23.354387, 69.021054, 0, 23.354388, 69.021054, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347137, -453133, -167816, -77238, -493191, -260679 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4585, "evaluation_days": 1528.33, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628928000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759681819085, "expiration_time": 1763612640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 3.08785 } } }
# | 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) |
---|