| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 314922.8029 | 63311.8171 | 251610.9859 | 431305.9069 | -318539.1425 | 749845.0494 |
| Total P&L (%) | 314.9228 | 63.3118 | 251.611 | 431.3059 | -318.5391 | 749.845 |
| Avg Daily Profit (%) | 0.207 | 0.0416 | 0.1654 | 0.1098 | 0 | 0.1407 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164143 | -98905 | -104884 | -1767921 | -1013915 | -1179116 |
| Profit Factor | 1.7527 | 1.2656 | 2.3973 | 1.1276 | 0.8183 | 1.4612 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
| Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
| Profitability (%) | 50.5495 | 41.3043 | 60 | 50.5495 | 41.3043 | 60 |
| Ratio Avg Win / Avg Loss | 1.7146 | 1.7985 | 1.5982 | 1.1031 | 1.1629 | 0.9742 |
| Largest Winning Trade | 67726 | 67726 | 65523 | 442470 | 258721 | 442470 |
| Largest Losing Trade | -52871 | -28714 | -52871 | -764553 | -199126 | -764553 |
| Avg Bars in Trades | 91 | 72 | 110 | 91 | 72 | 110 |
| Avg Bars in Winners | 83 | 60 | 99 | 83 | 60 | 99 |
| Avg Bars in Losers | 99 | 80 | 127 | 99 | 80 | 127 |
| Bars Traded | 8286 | 3319 | 4967 | 8286 | 3319 | 4967 |
| Profit Streak | 0 | 0 | 91.0202 | 0 | 0 | 91.0202 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 407437 | -140093 | 526135 | -126181 | -582419 | -2608 |
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9129,
"evaluation_days": 1521.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1630857600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759105742834,
"expiration_time": 1763033328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 124,
"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": [
[
314922.802928901,
63311.8170699571,
251610.9858589437,
431305.9069240801,
-318539.1424672424,
749845.0493913225
],
[
314.922803,
63.311817,
251.610986,
431.305907,
-318.539142,
749.845049
],
[
0.206982,
0.041611,
0.16537,
0.109831,
0,
0.140742
],
[
10,
10,
10,
10,
10,
10
],
[
-164143,
-98905,
-104884,
-1767921,
-1013915,
-1179116
],
[
1.752675,
1.265642,
2.397294,
1.127633,
0.818343,
1.461229
],
[
91,
46,
45,
91,
46,
45
],
[
46,
19,
27,
46,
19,
27
],
[
45,
27,
18,
45,
27,
18
],
[
50.549451,
41.304348,
60,
50.549451,
41.304348,
60
],
[
1.714573,
1.798544,
1.598196,
1.103119,
1.162908,
0.974153
],
[
67726,
67726,
65523,
442470,
258721,
442470
],
[
-52871,
-28714,
-52871,
-764553,
-199126,
-764553
],
[
91,
72,
110,
91,
72,
110
],
[
83,
60,
99,
83,
60,
99
],
[
99,
80,
127,
99,
80,
127
],
[
8286,
3319,
4967,
8286,
3319,
4967
],
[
0,
0,
91.020172,
0,
0,
91.020172
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
407437,
-140093,
526135,
-126181,
-582419,
-2608
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9129,
"evaluation_days": 1521.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1630857600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759105742834,
"expiration_time": 1763033328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 124,
"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) |
|---|