| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 220605.0245 | -9965.4092 | 230570.4337 | 374904.1156 | -56202.7493 | 431106.8649 |
| Total P&L (%) | 220.605 | -9.9654 | 230.5704 | 374.9041 | -56.2027 | 431.1069 |
| Avg Daily Profit (%) | 0.1439 | -0.0065 | 0.1504 | 0.1017 | -0.0538 | 0.109 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41357 | -44780 | -27141 | -206302 | -171002 | -139845 |
| Profit Factor | 1.9915 | 0.9411 | 5.3316 | 1.4513 | 0.8988 | 2.5654 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
| Profitability (%) | 57.6271 | 50 | 65.5172 | 57.6271 | 50 | 65.5172 |
| Ratio Avg Win / Avg Loss | 1.4643 | 0.9411 | 2.8061 | 1.0671 | 0.8988 | 1.3502 |
| Largest Winning Trade | 37606 | 37606 | 36345 | 136107 | 136107 | 104176 |
| Largest Losing Trade | -36955 | -36955 | -18477 | -171002 | -171002 | -92024 |
| Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
| Avg Bars in Winners | 32 | 28 | 36 | 32 | 28 | 36 |
| Avg Bars in Losers | 64 | 72 | 51 | 64 | 72 | 51 |
| Bars Traded | 2726 | 1521 | 1205 | 2726 | 1521 | 1205 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -176772 | -580825 | 618902 | -234737 | -580825 | -41759 |
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3066,
"evaluation_days": 1533,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1632571200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760063887480,
"expiration_time": 1764027936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 79,
"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": [
[
220605.0245167743,
-9965.4091889478,
230570.4337057221,
374904.1156233918,
-56202.7493265292,
431106.8649499208
],
[
220.605025,
-9.965409,
230.570434,
374.904116,
-56.202749,
431.106865
],
[
0.143904,
-0.006501,
0.150405,
0.101679,
-0.053841,
0.108983
],
[
10,
10,
10,
10,
10,
10
],
[
-41357,
-44780,
-27141,
-206302,
-171002,
-139845
],
[
1.991471,
0.941128,
5.331583,
1.45128,
0.898799,
2.565389
],
[
59,
30,
29,
59,
30,
29
],
[
34,
15,
19,
34,
15,
19
],
[
25,
15,
10,
25,
15,
10
],
[
57.627119,
50,
65.517241,
57.627119,
50,
65.517241
],
[
1.464317,
0.941128,
2.806096,
1.067118,
0.898799,
1.350205
],
[
37606,
37606,
36345,
136107,
136107,
104176
],
[
-36955,
-36955,
-18477,
-171002,
-171002,
-92024
],
[
46,
50,
41,
46,
50,
41
],
[
32,
28,
36,
32,
28,
36
],
[
64,
72,
51,
64,
72,
51
],
[
2726,
1521,
1205,
2726,
1521,
1205
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-176772,
-580825,
618902,
-234737,
-580825,
-41759
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3066,
"evaluation_days": 1533,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1632571200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760063887480,
"expiration_time": 1764027936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 79,
"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) |
|---|