| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 224527.72 | -7425.5202 | 231953.2401 | 82467.6993 | -175794.1289 | 258261.8282 |
| Total P&L (%) | 224.5277 | -7.4255 | 231.9532 | 82.4677 | -175.7941 | 258.2618 |
| Avg Daily Profit (%) | 0.1474 | -0.0049 | 0.1523 | 0.0395 | 0 | 0.0838 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84970 | -74771 | -77797 | -387587 | -248988 | -283040 |
| Profit Factor | 1.2547 | 0.9834 | 1.536 | 1.0358 | 0.844 | 1.2197 |
| Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
| Winning Trades | 108 | 42 | 66 | 108 | 42 | 66 |
| Losing Trades | 157 | 91 | 66 | 157 | 91 | 66 |
| Profitability (%) | 40.7547 | 31.5789 | 50 | 40.7547 | 31.5789 | 50 |
| Ratio Avg Win / Avg Loss | 1.824 | 2.1308 | 1.536 | 1.5058 | 1.8287 | 1.2197 |
| Largest Winning Trade | 61661 | 61661 | 49849 | 140872 | 140872 | 94011 |
| Largest Losing Trade | -41429 | -15957 | -41429 | -172653 | -56329 | -172653 |
| Avg Bars in Trades | 34 | 26 | 41 | 34 | 26 | 41 |
| Avg Bars in Winners | 44 | 29 | 53 | 44 | 29 | 53 |
| Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
| Bars Traded | 9021 | 3533 | 5488 | 9021 | 3533 | 5488 |
| Profit Streak | 0 | 0 | 19.3923 | 0 | 0 | 19.3923 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 88910 | -585087 | 367368 | -322376 | -585087 | -81095 |
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9138,
"evaluation_days": 1523,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628481600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759224295467,
"expiration_time": 1763166816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"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": [
[
224527.7199551202,
-7425.5201676498,
231953.2401227701,
82467.6992834439,
-175794.1288748138,
258261.8281582576
],
[
224.52772,
-7.42552,
231.95324,
82.467699,
-175.794129,
258.261828
],
[
0.147425,
-0.004876,
0.1523,
0.039496,
0,
0.083823
],
[
10,
10,
10,
10,
10,
10
],
[
-84970,
-74771,
-77797,
-387587,
-248988,
-283040
],
[
1.254744,
0.983449,
1.536024,
1.035812,
0.844032,
1.219676
],
[
265,
133,
132,
265,
133,
132
],
[
108,
42,
66,
108,
42,
66
],
[
157,
91,
66,
157,
91,
66
],
[
40.754717,
31.578947,
50,
40.754717,
31.578947,
50
],
[
1.824026,
2.130807,
1.536024,
1.505764,
1.828735,
1.219676
],
[
61661,
61661,
49849,
140872,
140872,
94011
],
[
-41429,
-15957,
-41429,
-172653,
-56329,
-172653
],
[
34,
26,
41,
34,
26,
41
],
[
44,
29,
53,
44,
29,
53
],
[
27,
25,
30,
27,
25,
30
],
[
9021,
3533,
5488,
9021,
3533,
5488
],
[
0,
0,
19.392309,
0,
0,
19.392309
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
88910,
-585087,
367368,
-322376,
-585087,
-81095
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9138,
"evaluation_days": 1523,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628481600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759224295467,
"expiration_time": 1763166816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"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) |
|---|