| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 263508.4689 | -8471.683 | 271980.1518 | 538564.8892 | -112363.0932 | 650927.9824 |
| Total P&L (%) | 263.5085 | -8.4717 | 271.9802 | 538.5649 | -112.3631 | 650.928 |
| Avg Daily Profit (%) | 0.1729 | -0.0056 | 0.1785 | 0.1217 | 0 | 0.1324 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64422 | -63585 | -47073 | -295514 | -264406 | -236968 |
| Profit Factor | 2.577 | 0.9294 | 6.7739 | 1.8204 | 0.7321 | 3.7458 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 11 | 9 | 2 | 11 | 9 | 2 |
| Profitability (%) | 82.5397 | 71.875 | 93.5484 | 82.5397 | 71.875 | 93.5484 |
| Ratio Avg Win / Avg Loss | 0.5451 | 0.3637 | 0.4672 | 0.3851 | 0.2865 | 0.2583 |
| Largest Winning Trade | 32392 | 14116 | 32392 | 124213 | 39315 | 124213 |
| Largest Losing Trade | -57590 | -57590 | -47073 | -236968 | -208510 | -236968 |
| Avg Bars in Trades | 42 | 18 | 67 | 42 | 18 | 67 |
| Avg Bars in Winners | 32 | 7 | 52 | 32 | 7 | 52 |
| Avg Bars in Losers | 87 | 45 | 275 | 87 | 45 | 275 |
| Bars Traded | 2671 | 586 | 2085 | 2671 | 586 | 2085 |
| Profit Streak | 171.798 | 171.798 | 471.298 | 171.798 | 171.798 | 471.298 |
| Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -135955 | -576728 | 712071 | -174886 | -576728 | -5193 |
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3048,
"evaluation_days": 1524,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1635206400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759302543471,
"expiration_time": 1763227008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 176,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
263508.4688639489,
-8471.682963764,
271980.1518277129,
538564.8892083593,
-112363.0931959201,
650927.9824042793
],
[
263.508469,
-8.471683,
271.980152,
538.564889,
-112.363093,
650.927982
],
[
0.172906,
-0.005559,
0.178465,
0.121731,
0,
0.13238
],
[
10,
10,
10,
10,
10,
10
],
[
-64422,
-63585,
-47073,
-295514,
-264406,
-236968
],
[
2.577027,
0.929395,
6.773911,
1.820431,
0.732073,
3.745811
],
[
63,
32,
31,
63,
32,
31
],
[
52,
23,
29,
52,
23,
29
],
[
11,
9,
2,
11,
9,
2
],
[
82.539683,
71.875,
93.548387,
82.539683,
71.875,
93.548387
],
[
0.54514,
0.363676,
0.467166,
0.385091,
0.286463,
0.258332
],
[
32392,
14116,
32392,
124213,
39315,
124213
],
[
-57590,
-57590,
-47073,
-236968,
-208510,
-236968
],
[
42,
18,
67,
42,
18,
67
],
[
32,
7,
52,
32,
7,
52
],
[
87,
45,
275,
87,
45,
275
],
[
2671,
586,
2085,
2671,
586,
2085
],
[
171.797957,
171.797957,
471.297957,
171.797957,
171.797957,
471.297957
],
[
4,
2,
8,
4,
2,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-135955,
-576728,
712071,
-174886,
-576728,
-5193
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3048,
"evaluation_days": 1524,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1635206400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759302543471,
"expiration_time": 1763227008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 176,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|