Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264735.2799 | 16442.5696 | 248292.7103 | 149912.4233 | -24532.7159 | 174445.1391 |
Total P&L (%) | 264.7353 | 16.4426 | 248.2927 | 149.9124 | -24.5327 | 174.4451 |
Avg Daily Profit (%) | 0.1745 | 0.0108 | 0.1636 | 0.0604 | -0.0185 | 0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114906 | -88993 | -78129 | -191837 | -179011 | -125886 |
Profit Factor | 1.4513 | 1.0539 | 1.8814 | 1.1742 | 0.9453 | 1.423 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Profitability (%) | 55.4622 | 45 | 66.1017 | 55.4622 | 45 | 66.1017 |
Ratio Avg Win / Avg Loss | 1.1654 | 1.2881 | 0.9648 | 0.9429 | 1.1553 | 0.7297 |
Largest Winning Trade | 66750 | 66750 | 49108 | 104229 | 104229 | 54478 |
Largest Losing Trade | -49458 | -32672 | -49458 | -103724 | -43058 | -103724 |
Avg Bars in Trades | 24 | 12 | 37 | 24 | 12 | 37 |
Avg Bars in Winners | 27 | 9 | 40 | 27 | 9 | 40 |
Avg Bars in Losers | 20 | 15 | 30 | 20 | 15 | 30 |
Bars Traded | 2954 | 748 | 2206 | 2954 | 748 | 2206 |
Profit Streak | 5.1211 | 5.1211 | 38.1211 | 5.1211 | 5.1211 | 38.1211 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392247 | -518963 | -165057 | -140413 | -749243 | -278064 |
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3035, "evaluation_days": 1517.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758898466831, "expiration_time": 1762648560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 264735.2798817511, 16442.569605856, 248292.7102758951, 149912.4232555237, -24532.7158939377, 174445.1391494613 ], [ 264.73528, 16.44257, 248.29271, 149.912423, -24.532716, 174.445139 ], [ 0.174455, 0.010835, 0.16362, 0.060377, -0.018547, 0.066551 ], [ 10, 10, 10, 10, 10, 10 ], [ -114906, -88993, -78129, -191837, -179011, -125886 ], [ 1.451291, 1.053924, 1.881415, 1.174181, 0.945268, 1.422965 ], [ 119, 60, 59, 119, 60, 59 ], [ 66, 27, 39, 66, 27, 39 ], [ 53, 33, 20, 53, 33, 20 ], [ 55.462185, 45, 66.101695, 55.462185, 45, 66.101695 ], [ 1.165431, 1.28813, 0.964828, 0.942903, 1.155328, 0.729726 ], [ 66750, 66750, 49108, 104229, 104229, 54478 ], [ -49458, -32672, -49458, -103724, -43058, -103724 ], [ 24, 12, 37, 24, 12, 37 ], [ 27, 9, 40, 27, 9, 40 ], [ 20, 15, 30, 20, 15, 30 ], [ 2954, 748, 2206, 2954, 748, 2206 ], [ 5.121144, 5.121144, 38.121144, 5.121144, 5.121144, 38.121144 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392247, -518963, -165057, -140413, -749243, -278064 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3035, "evaluation_days": 1517.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758898466831, "expiration_time": 1762648560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|