Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359305.8611 | 68779.1573 | 290526.7038 | 934545.4651 | 67132.9319 | 867412.5332 |
Total P&L (%) | 359.3059 | 68.7792 | 290.5267 | 934.5455 | 67.1329 | 867.4125 |
Avg Daily Profit (%) | 0.2357 | 0.0451 | 0.1906 | 0.1534 | 0.0337 | 0.149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65115 | -54018 | -52875 | -982792 | -547230 | -668571 |
Profit Factor | 1.5951 | 1.2305 | 1.9511 | 1.2363 | 1.0361 | 1.4142 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 98 | 41 | 57 | 98 | 41 | 57 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 52.6882 | 44.086 | 61.2903 | 52.6882 | 44.086 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.4323 | 1.5607 | 1.2323 | 1.1101 | 1.314 | 0.8932 |
Largest Winning Trade | 73669 | 73669 | 43636 | 307950 | 229864 | 307950 |
Largest Losing Trade | -27143 | -23070 | -27143 | -329904 | -177142 | -329904 |
Avg Bars in Trades | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Winners | 19 | 14 | 23 | 19 | 14 | 23 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 2828 | 1051 | 1777 | 2828 | 1051 | 1777 |
Profit Streak | 0 | 0 | 18.5762 | 0 | 0 | 18.5762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410880 | -134290 | 436773 | 321620 | -331252 | 264874 |
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1636545600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759326581841, "expiration_time": 1763271504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38619, "nb": 0.18236, "nc": 0.70047 } } }
{ "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": [ [ 359305.8611115193, 68779.1572780079, 290526.7038335114, 934545.465097437, 67132.9318756875, 867412.5332217492 ], [ 359.305861, 68.779157, 290.526704, 934.545465, 67.132932, 867.412533 ], [ 0.235688, 0.045116, 0.190572, 0.153384, 0.033697, 0.148976 ], [ 10, 10, 10, 10, 10, 10 ], [ -65115, -54018, -52875, -982792, -547230, -668571 ], [ 1.59506, 1.230521, 1.951138, 1.236264, 1.036064, 1.414237 ], [ 186, 93, 93, 186, 93, 93 ], [ 98, 41, 57, 98, 41, 57 ], [ 88, 52, 36, 88, 52, 36 ], [ 52.688172, 44.086022, 61.290323, 52.688172, 44.086022, 61.290323 ], [ 1.432298, 1.560661, 1.232298, 1.110115, 1.314032, 0.893202 ], [ 73669, 73669, 43636, 307950, 229864, 307950 ], [ -27143, -23070, -27143, -329904, -177142, -329904 ], [ 15, 11, 19, 15, 11, 19 ], [ 19, 14, 23, 19, 14, 23 ], [ 10, 8, 12, 10, 8, 12 ], [ 2828, 1051, 1777, 2828, 1051, 1777 ], [ 0, 0, 18.576179, 0, 0, 18.576179 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410880, -134290, 436773, 321620, -331252, 264874 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1636545600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759326581841, "expiration_time": 1763271504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38619, "nb": 0.18236, "nc": 0.70047 } } }
# | 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) |
---|