| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 230629.9004 | -2169.9745 | 232799.8749 | 81742.2229 | 28186.4436 | 53555.7792 |
| Total P&L (%) | 230.6299 | -2.17 | 232.7999 | 81.7422 | 28.1864 | 53.5558 |
| Avg Daily Profit (%) | 0.1512 | -0.0014 | 0.1526 | 0.0392 | 0.0163 | 0.0281 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163022 | -71854 | -143649 | -1338611 | -445115 | -1073866 |
| Profit Factor | 1.1802 | 0.9968 | 1.3901 | 1.0146 | 1.0101 | 1.0191 |
| Total Trades | 463 | 231 | 232 | 463 | 231 | 232 |
| Winning Trades | 208 | 98 | 110 | 208 | 98 | 110 |
| Losing Trades | 255 | 133 | 122 | 255 | 133 | 122 |
| Profitability (%) | 44.9244 | 42.4242 | 47.4138 | 44.9244 | 42.4242 | 47.4138 |
| Ratio Avg Win / Avg Loss | 1.4468 | 1.3528 | 1.5418 | 1.2439 | 1.3709 | 1.1303 |
| Largest Winning Trade | 38510 | 38510 | 35466 | 191367 | 191367 | 189775 |
| Largest Losing Trade | -35360 | -21479 | -35360 | -327525 | -128825 | -327525 |
| Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
| Avg Bars in Winners | 49 | 51 | 47 | 49 | 51 | 47 |
| Avg Bars in Losers | 30 | 38 | 21 | 30 | 38 | 21 |
| Bars Traded | 18088 | 10170 | 7918 | 18088 | 10170 | 7918 |
| Profit Streak | 10.7883 | 0 | 14.5383 | 10.7883 | 0 | 14.5383 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -14051 | -581404 | 331402 | -343913 | -386059 | -355660 |
{
"trading_pair": "FLOW_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18302,
"evaluation_days": 1525.17,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628337600000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759431305895,
"expiration_time": 1764171878400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 97,
"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": [
[
230629.9003512024,
-2169.9745113473,
232799.874862549,
81742.222888117,
28186.4436389881,
53555.7792491289
],
[
230.6299,
-2.169975,
232.799875,
81.742223,
28.186444,
53.555779
],
[
0.151216,
-0.001423,
0.152639,
0.039178,
0.016283,
0.028125
],
[
10,
10,
10,
10,
10,
10
],
[
-163022,
-71854,
-143649,
-1338611,
-445115,
-1073866
],
[
1.180164,
0.996825,
1.390123,
1.014628,
1.010117,
1.019114
],
[
463,
231,
232,
463,
231,
232
],
[
208,
98,
110,
208,
98,
110
],
[
255,
133,
122,
255,
133,
122
],
[
44.924406,
42.424242,
47.413793,
44.924406,
42.424242,
47.413793
],
[
1.446836,
1.352833,
1.541773,
1.243895,
1.370873,
1.13029
],
[
38510,
38510,
35466,
191367,
191367,
189775
],
[
-35360,
-21479,
-35360,
-327525,
-128825,
-327525
],
[
39,
44,
34,
39,
44,
34
],
[
49,
51,
47,
49,
51,
47
],
[
30,
38,
21,
30,
38,
21
],
[
18088,
10170,
7918,
18088,
10170,
7918
],
[
10.788262,
0,
14.538263,
10.788263,
0,
14.538263
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-14051,
-581404,
331402,
-343913,
-386059,
-355660
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18302,
"evaluation_days": 1525.17,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628337600000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759431305895,
"expiration_time": 1764171878400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 97,
"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) |
|---|