| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 338706.8155 | 50934.7308 | 287772.0847 | 542703.7881 | -2704.8277 | 545408.6159 |
| Total P&L (%) | 338.7068 | 50.9347 | 287.7721 | 542.7038 | -2.7048 | 545.4086 |
| Avg Daily Profit (%) | 0.2208 | 0.0332 | 0.1876 | 0.1214 | -0.0018 | 0.1217 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82594 | -96092 | -38259 | -155417 | -146794 | -65788 |
| Profit Factor | 1.8265 | 1.2304 | 2.5248 | 1.8022 | 0.9934 | 3.042 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
| Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
| Profitability (%) | 47.2222 | 38.8889 | 55.5556 | 47.2222 | 38.8889 | 55.5556 |
| Ratio Avg Win / Avg Loss | 2.0414 | 1.9335 | 2.0198 | 2.0142 | 1.561 | 2.4336 |
| Largest Winning Trade | 73817 | 59411 | 73817 | 144017 | 62883 | 144017 |
| Largest Losing Trade | -37887 | -25532 | -37887 | -93119 | -93119 | -52155 |
| Avg Bars in Trades | 83 | 51 | 114 | 83 | 51 | 114 |
| Avg Bars in Winners | 104 | 42 | 147 | 104 | 42 | 147 |
| Avg Bars in Losers | 64 | 57 | 73 | 64 | 57 | 73 |
| Bars Traded | 5999 | 1860 | 4139 | 5999 | 1860 | 4139 |
| Profit Streak | 18.2901 | 0 | 47.0401 | 18.2901 | 0 | 47.0401 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -73030 | -153352 | 520718 | -111428 | -582323 | -22238 |
{
"trading_pair": "FLOW_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6135,
"evaluation_days": 1533.75,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1630281600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165867280,
"expiration_time": 1764116280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 100,
"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": [
[
338706.8155052896,
50934.7308407802,
287772.0846645095,
542703.7881103486,
-2704.8277480516,
545408.6158584002
],
[
338.706816,
50.934731,
287.772085,
542.703788,
-2.704828,
545.408616
],
[
0.220836,
0.033209,
0.187626,
0.121378,
-0.001788,
0.121653
],
[
10,
10,
10,
10,
10,
10
],
[
-82594,
-96092,
-38259,
-155417,
-146794,
-65788
],
[
1.8265,
1.230388,
2.524811,
1.802187,
0.993394,
3.04199
],
[
72,
36,
36,
72,
36,
36
],
[
34,
14,
20,
34,
14,
20
],
[
38,
22,
16,
38,
22,
16
],
[
47.222222,
38.888889,
55.555556,
47.222222,
38.888889,
55.555556
],
[
2.041382,
1.933467,
2.019849,
2.014209,
1.561047,
2.433592
],
[
73817,
59411,
73817,
144017,
62883,
144017
],
[
-37887,
-25532,
-37887,
-93119,
-93119,
-52155
],
[
83,
51,
114,
83,
51,
114
],
[
104,
42,
147,
104,
42,
147
],
[
64,
57,
73,
64,
57,
73
],
[
5999,
1860,
4139,
5999,
1860,
4139
],
[
18.29013,
0,
47.04013,
18.290131,
0,
47.040131
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-73030,
-153352,
520718,
-111428,
-582323,
-22238
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6135,
"evaluation_days": 1533.75,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1630281600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165867280,
"expiration_time": 1764116280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 100,
"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) |
|---|