| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 286803.3349 | 49279.5379 | 237523.797 | 329405.7723 | -73163.6108 | 402569.3831 |
| Total P&L (%) | 286.8033 | 49.2795 | 237.5238 | 329.4058 | -73.1636 | 402.5694 |
| Avg Daily Profit (%) | 0.189 | 0.0325 | 0.1565 | 0.0961 | -0.0866 | 0.1065 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89583 | -71233 | -65218 | -528088 | -505748 | -356605 |
| Profit Factor | 1.6243 | 1.17 | 2.4006 | 1.1606 | 0.9402 | 1.4858 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 37.6471 | 30.2326 | 45.2381 | 37.6471 | 30.2326 | 45.2381 |
| Ratio Avg Win / Avg Loss | 2.6902 | 2.7001 | 2.906 | 1.9222 | 2.1696 | 1.7986 |
| Largest Winning Trade | 75204 | 75204 | 57361 | 274520 | 274520 | 176615 |
| Largest Losing Trade | -20314 | -20314 | -16435 | -168031 | -168031 | -90091 |
| Avg Bars in Trades | 32 | 27 | 38 | 32 | 27 | 38 |
| Avg Bars in Winners | 56 | 43 | 65 | 56 | 43 | 65 |
| Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
| Bars Traded | 2797 | 1171 | 1627 | 2797 | 1171 | 1627 |
| 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 | 216914 | -190642 | 360512 | -112064 | -585358 | -50347 |
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3035,
"evaluation_days": 1517.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1636891200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758834155474,
"expiration_time": 1762648560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 215,
"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": [
[
286803.3348619336,
49279.5379115488,
237523.7969503849,
329405.7723433556,
-73163.6107543867,
402569.3830977424
],
[
286.803335,
49.279538,
237.523797,
329.405772,
-73.163611,
402.569383
],
[
0.188997,
0.032474,
0.156523,
0.096075,
-0.086645,
0.106453
],
[
10,
10,
10,
10,
10,
10
],
[
-89583,
-71233,
-65218,
-528088,
-505748,
-356605
],
[
1.624289,
1.170034,
2.400606,
1.160577,
0.940162,
1.485787
],
[
85,
43,
42,
85,
43,
42
],
[
32,
13,
19,
32,
13,
19
],
[
53,
30,
23,
53,
30,
23
],
[
37.647059,
30.232558,
45.238095,
37.647059,
30.232558,
45.238095
],
[
2.690228,
2.700078,
2.905996,
1.922206,
2.169604,
1.798585
],
[
75204,
75204,
57361,
274520,
274520,
176615
],
[
-20314,
-20314,
-16435,
-168031,
-168031,
-90091
],
[
32,
27,
38,
32,
27,
38
],
[
56,
43,
65,
56,
43,
65
],
[
18,
20,
17,
18,
20,
17
],
[
2797,
1171,
1627,
2797,
1171,
1627
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
216914,
-190642,
360512,
-112064,
-585358,
-50347
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3035,
"evaluation_days": 1517.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1636891200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758834155474,
"expiration_time": 1762648560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 215,
"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) |
|---|