| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 256051.3819 | -19940.3406 | 275991.7225 | 425063.8507 | -42815.0471 | 467878.8978 |
| Total P&L (%) | 256.0514 | -19.9403 | 275.9917 | 425.0639 | -42.815 | 467.8789 |
| Avg Daily Profit (%) | 0.1678 | -0.0131 | 0.1809 | 0.1088 | -0.0366 | 0.1139 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76617 | -69696 | -54563 | -287394 | -174406 | -210289 |
| Profit Factor | 2.1291 | 0.8211 | 3.3928 | 1.5785 | 0.851 | 2.0456 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
| Profitability (%) | 56.8966 | 44.8276 | 68.9655 | 56.8966 | 44.8276 | 68.9655 |
| Ratio Avg Win / Avg Loss | 1.6129 | 1.0105 | 1.5267 | 1.1959 | 1.0473 | 0.9205 |
| Largest Winning Trade | 49127 | 18992 | 49127 | 154038 | 60728 | 154038 |
| Largest Losing Trade | -45712 | -21236 | -45712 | -192995 | -47510 | -192995 |
| Avg Bars in Trades | 103 | 11 | 195 | 103 | 11 | 195 |
| Avg Bars in Winners | 112 | 11 | 177 | 112 | 11 | 177 |
| Avg Bars in Losers | 93 | 12 | 237 | 93 | 12 | 237 |
| Bars Traded | 6025 | 342 | 5683 | 6025 | 342 | 5683 |
| Profit Streak | 467.6397 | 880.1397 | 467.6397 | 467.6397 | 880.1397 | 467.6397 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165873 | -579571 | 609615 | -223288 | -579571 | -36850 |
{
"trading_pair": "FLOW_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6103,
"evaluation_days": 1525.75,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1629180000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759461668684,
"expiration_time": 1763404344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 42,
"offset": 52,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 72,
"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": [
[
256051.3818753886,
-19940.3405815675,
275991.7224569561,
425063.8507115099,
-42815.0471106371,
467878.897822147
],
[
256.051382,
-19.940341,
275.991722,
425.063851,
-42.815047,
467.878898
],
[
0.16782,
-0.013069,
0.180889,
0.10875,
-0.036623,
0.113893
],
[
10,
10,
10,
10,
10,
10
],
[
-76617,
-69696,
-54563,
-287394,
-174406,
-210289
],
[
2.129081,
0.821057,
3.392755,
1.578538,
0.850951,
2.045619
],
[
58,
29,
29,
58,
29,
29
],
[
33,
13,
20,
33,
13,
20
],
[
25,
16,
9,
25,
16,
9
],
[
56.896552,
44.827586,
68.965517,
56.896552,
44.827586,
68.965517
],
[
1.61294,
1.010531,
1.52674,
1.195862,
1.047324,
0.920528
],
[
49127,
18992,
49127,
154038,
60728,
154038
],
[
-45712,
-21236,
-45712,
-192995,
-47510,
-192995
],
[
103,
11,
195,
103,
11,
195
],
[
112,
11,
177,
112,
11,
177
],
[
93,
12,
237,
93,
12,
237
],
[
6025,
342,
5683,
6025,
342,
5683
],
[
467.639684,
880.139684,
467.639684,
467.639684,
880.139684,
467.639684
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165873,
-579571,
609615,
-223288,
-579571,
-36850
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6103,
"evaluation_days": 1525.75,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1629180000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759461668684,
"expiration_time": 1763404344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 42,
"offset": 52,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 72,
"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) |
|---|