| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 288100.8465 | 43918.2464 | 244182.6001 | 157222.8006 | -53192.8338 | 210415.6345 |
| Total P&L (%) | 288.1008 | 43.9182 | 244.1826 | 157.2228 | -53.1928 | 210.4156 |
| Avg Daily Profit (%) | 0.1882 | 0.0287 | 0.1595 | 0.0617 | -0.0496 | 0.074 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74398 | -91551 | -73649 | -189209 | -139126 | -148661 |
| Profit Factor | 1.7786 | 1.2153 | 2.4712 | 1.2941 | 0.8081 | 1.8175 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
| Losing Trades | 26 | 18 | 8 | 26 | 18 | 8 |
| Profitability (%) | 58.7302 | 41.9355 | 75 | 58.7302 | 41.9355 | 75 |
| Ratio Avg Win / Avg Loss | 1.2499 | 1.6827 | 0.8237 | 0.9094 | 1.1189 | 0.6058 |
| Largest Winning Trade | 89793 | 89793 | 46319 | 65549 | 65549 | 52607 |
| Largest Losing Trade | -73649 | -49787 | -73649 | -148661 | -112613 | -148661 |
| Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
| Avg Bars in Winners | 45 | 39 | 48 | 45 | 39 | 48 |
| Avg Bars in Losers | 46 | 43 | 53 | 46 | 43 | 53 |
| Bars Traded | 2874 | 1294 | 1580 | 2874 | 1294 | 1580 |
| Profit Streak | 29.9135 | 0 | 89.4135 | 29.9135 | 0 | 89.4135 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139545 | -158919 | 481517 | -261420 | -582287 | -89248 |
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3061,
"evaluation_days": 1530.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1632355200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759874123347,
"expiration_time": 1763805456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 192,
"offset": 0,
"std": 2.92723
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 110,
"offset": 0,
"std": 1.98136
}
}
} {
"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": [
[
288100.8465214326,
43918.2464133677,
244182.6001080648,
157222.8006326166,
-53192.833838094,
210415.6344707107
],
[
288.100847,
43.918246,
244.1826,
157.222801,
-53.192834,
210.415634
],
[
0.18824,
0.028695,
0.159544,
0.061749,
-0.049588,
0.074039
],
[
10,
10,
10,
10,
10,
10
],
[
-74398,
-91551,
-73649,
-189209,
-139126,
-148661
],
[
1.778643,
1.215256,
2.471191,
1.29414,
0.80806,
1.817516
],
[
63,
31,
32,
63,
31,
32
],
[
37,
13,
24,
37,
13,
24
],
[
26,
18,
8,
26,
18,
8
],
[
58.730159,
41.935484,
75,
58.730159,
41.935484,
75
],
[
1.249857,
1.682662,
0.82373,
0.909396,
1.118852,
0.605839
],
[
89793,
89793,
46319,
65549,
65549,
52607
],
[
-73649,
-49787,
-73649,
-148661,
-112613,
-148661
],
[
45,
41,
49,
45,
41,
49
],
[
45,
39,
48,
45,
39,
48
],
[
46,
43,
53,
46,
43,
53
],
[
2874,
1294,
1580,
2874,
1294,
1580
],
[
29.913465,
0,
89.413465,
29.913465,
0,
89.413465
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139545,
-158919,
481517,
-261420,
-582287,
-89248
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3061,
"evaluation_days": 1530.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1632355200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759874123347,
"expiration_time": 1763805456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 192,
"offset": 0,
"std": 2.92723
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 110,
"offset": 0,
"std": 1.98136
}
}
}
| # | 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) |
|---|