Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307329.1894 | 51116.6375 | 256212.5519 | 551916.4906 | -43371.9131 | 595288.4037 |
Total P&L (%) | 307.3292 | 51.1166 | 256.2126 | 551.9165 | -43.3719 | 595.2884 |
Avg Daily Profit (%) | 0.2016 | 0.0335 | 0.1681 | 0.1231 | -0.0373 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63921 | -49942 | -37757 | -622073 | -316208 | -391036 |
Profit Factor | 1.9825 | 1.2949 | 2.837 | 1.2922 | 0.9553 | 1.6481 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 31.0811 | 21.6216 | 40.5405 | 31.0811 | 21.6216 | 40.5405 |
Ratio Avg Win / Avg Loss | 4.3959 | 4.694 | 4.161 | 2.8654 | 3.4629 | 2.4172 |
Largest Winning Trade | 74105 | 74105 | 73175 | 428312 | 292477 | 428312 |
Largest Losing Trade | -17187 | -17187 | -15894 | -184229 | -98882 | -184229 |
Avg Bars in Trades | 39 | 24 | 55 | 39 | 24 | 55 |
Avg Bars in Winners | 101 | 71 | 117 | 101 | 71 | 117 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 2946 | 903 | 2043 | 2946 | 903 | 2043 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64733 | -192616 | 327255 | -103310 | -622421 | -23235 |
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630929600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759326578736, "expiration_time": 1763271504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 25, "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": [ [ 307329.1893973741, 51116.6374845153, 256212.5519128588, 551916.490640413, -43371.9131037798, 595288.4037441924 ], [ 307.329189, 51.116637, 256.212552, 551.916491, -43.371913, 595.288404 ], [ 0.201593, 0.03353, 0.168063, 0.12305, -0.037295, 0.12728 ], [ 10, 10, 10, 10, 10, 10 ], [ -63921, -49942, -37757, -622073, -316208, -391036 ], [ 1.982463, 1.294887, 2.837015, 1.292238, 0.95529, 1.648103 ], [ 74, 37, 37, 74, 37, 37 ], [ 23, 8, 15, 23, 8, 15 ], [ 51, 29, 22, 51, 29, 22 ], [ 31.081081, 21.621622, 40.540541, 31.081081, 21.621622, 40.540541 ], [ 4.395896, 4.693967, 4.160956, 2.865398, 3.462926, 2.417217 ], [ 74105, 74105, 73175, 428312, 292477, 428312 ], [ -17187, -17187, -15894, -184229, -98882, -184229 ], [ 39, 24, 55, 39, 24, 55 ], [ 101, 71, 117, 101, 71, 117 ], [ 12, 11, 12, 12, 11, 12 ], [ 2946, 903, 2043, 2946, 903, 2043 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64733, -192616, 327255, -103310, -622421, -23235 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630929600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759326578736, "expiration_time": 1763271504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 25, "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) |
---|