| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501134.9765 | 130177.1606 | 370957.8159 | 2954777.2479 | 711288.346 | 2243488.9019 |
| Total P&L (%) | 501.135 | 130.1772 | 370.9578 | 2954.7772 | 711.2883 | 2243.4889 |
| Avg Daily Profit (%) | 0.3289 | 0.0854 | 0.2435 | 0.2247 | 0.1375 | 0.2072 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -67492 | -52598 | -62344 | -3353489 | -2627439 | -2385277 |
| Profit Factor | 1.4781 | 1.2301 | 1.7689 | 1.1152 | 1.0563 | 1.1726 |
| Total Trades | 399 | 199 | 200 | 399 | 199 | 200 |
| Winning Trades | 191 | 85 | 106 | 191 | 85 | 106 |
| Losing Trades | 208 | 114 | 94 | 208 | 114 | 94 |
| Profitability (%) | 47.8697 | 42.7136 | 53 | 47.8697 | 42.7136 | 53 |
| Ratio Avg Win / Avg Loss | 1.6096 | 1.6497 | 1.5687 | 1.2145 | 1.4166 | 1.0398 |
| Largest Winning Trade | 38802 | 37559 | 38802 | 1188976 | 955898 | 1188976 |
| Largest Losing Trade | -28560 | -19224 | -28560 | -1076802 | -942857 | -1076802 |
| Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Winners | 28 | 28 | 27 | 28 | 28 | 27 |
| Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
| Bars Traded | 9051 | 4494 | 4557 | 9051 | 4494 | 4557 |
| Profit Streak | 9.1501 | 0 | 21.8168 | 9.1501 | 0 | 21.8168 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 490500 | -80192 | 487884 | -83337 | -169790 | -20393 |
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9142,
"evaluation_days": 1523.67,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628308800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759289769957,
"expiration_time": 1763226144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 34,
"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": [
[
501134.9765395985,
130177.1605936831,
370957.815945916,
2954777.2479264955,
711288.3460304198,
2243488.9018960744
],
[
501.134977,
130.177161,
370.957816,
2954.777248,
711.288346,
2243.488902
],
[
0.3289,
0.085437,
0.243463,
0.224664,
0.13749,
0.207229
],
[
10,
10,
10,
10,
10,
10
],
[
-67492,
-52598,
-62344,
-3353489,
-2627439,
-2385277
],
[
1.478071,
1.230072,
1.768928,
1.115217,
1.056251,
1.172572
],
[
399,
199,
200,
399,
199,
200
],
[
191,
85,
106,
191,
85,
106
],
[
208,
114,
94,
208,
114,
94
],
[
47.869674,
42.713568,
53,
47.869674,
42.713568,
53
],
[
1.609627,
1.649744,
1.568672,
1.214477,
1.416618,
1.039828
],
[
38802,
37559,
38802,
1188976,
955898,
1188976
],
[
-28560,
-19224,
-28560,
-1076802,
-942857,
-1076802
],
[
22,
22,
22,
22,
22,
22
],
[
28,
28,
27,
28,
28,
27
],
[
17,
18,
17,
17,
18,
17
],
[
9051,
4494,
4557,
9051,
4494,
4557
],
[
9.150115,
0,
21.816782,
9.150115,
0,
21.816782
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
490500,
-80192,
487884,
-83337,
-169790,
-20393
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9142,
"evaluation_days": 1523.67,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628308800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759289769957,
"expiration_time": 1763226144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 34,
"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) |
|---|