| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 320064.7543 | 51943.9323 | 268120.822 | 338748.1135 | -1723.5668 | 340471.6803 |
| Total P&L (%) | 320.0648 | 51.9439 | 268.1208 | 338.7481 | -1.7236 | 340.4717 |
| Avg Daily Profit (%) | 0.2098 | 0.034 | 0.1757 | 0.097 | -0.0011 | 0.0972 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94365 | -138413 | -67304 | -843401 | -659676 | -332934 |
| Profit Factor | 1.2061 | 1.0633 | 1.366 | 1.0622 | 0.9994 | 1.1295 |
| Total Trades | 612 | 306 | 306 | 612 | 306 | 306 |
| Winning Trades | 316 | 147 | 169 | 316 | 147 | 169 |
| Losing Trades | 296 | 159 | 137 | 296 | 159 | 137 |
| Profitability (%) | 51.634 | 48.0392 | 55.2288 | 51.634 | 48.0392 | 55.2288 |
| Ratio Avg Win / Avg Loss | 1.1298 | 1.1501 | 1.1074 | 0.995 | 1.081 | 0.9156 |
| Largest Winning Trade | 38333 | 38333 | 29298 | 168361 | 168361 | 160897 |
| Largest Losing Trade | -22377 | -22377 | -22106 | -257941 | -257941 | -124315 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 8912 | 4457 | 4455 | 8912 | 4457 | 4455 |
| Profit Streak | 0 | 8.1985 | 0 | 0 | 8.1985 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392452 | -298277 | 356447 | -213624 | -577878 | -140908 |
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9155,
"evaluation_days": 1525.83,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1630598400000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759481146535,
"expiration_time": 1763418960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 205,
"na": 0.04345,
"nb": 0.38001,
"nc": 0.744
}
}
} {
"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": [
[
320064.7542847604,
51943.9322767461,
268120.822008014,
338748.1134690841,
-1723.566835707,
340471.6803047911
],
[
320.064754,
51.943932,
268.120822,
338.748113,
-1.723567,
340.47168
],
[
0.209764,
0.034043,
0.175721,
0.096962,
-0.001139,
0.097219
],
[
10,
10,
10,
10,
10,
10
],
[
-94365,
-138413,
-67304,
-843401,
-659676,
-332934
],
[
1.206092,
1.063305,
1.366042,
1.062187,
0.999388,
1.129515
],
[
612,
306,
306,
612,
306,
306
],
[
316,
147,
169,
316,
147,
169
],
[
296,
159,
137,
296,
159,
137
],
[
51.633987,
48.039216,
55.228758,
51.633987,
48.039216,
55.228758
],
[
1.129758,
1.150106,
1.107383,
0.99496,
1.080971,
0.915643
],
[
38333,
38333,
29298,
168361,
168361,
160897
],
[
-22377,
-22377,
-22106,
-257941,
-257941,
-124315
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
8912,
4457,
4455,
8912,
4457,
4455
],
[
0,
8.198455,
0,
0,
8.198455,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392452,
-298277,
356447,
-213624,
-577878,
-140908
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9155,
"evaluation_days": 1525.83,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1630598400000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759481146535,
"expiration_time": 1763418960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 205,
"na": 0.04345,
"nb": 0.38001,
"nc": 0.744
}
}
}
| # | 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) |
|---|