| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 317617.3521 | 54183.7953 | 263433.5567 | 1053171.4982 | 57948.2506 | 995223.2476 |
| Total P&L (%) | 317.6174 | 54.1838 | 263.4336 | 1053.1715 | 57.9483 | 995.2232 |
| Avg Daily Profit (%) | 0.2079 | 0.0355 | 0.1724 | 0.1601 | 0.0299 | 0.1568 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73605 | -64465 | -34208 | -1576280 | -1423561 | -606050 |
| Profit Factor | 2.5981 | 1.4784 | 4.0816 | 1.346 | 1.0324 | 1.7928 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
| Profitability (%) | 52.5424 | 46.6667 | 58.6207 | 52.5424 | 46.6667 | 58.6207 |
| Ratio Avg Win / Avg Loss | 2.3466 | 1.6896 | 2.8812 | 1.2158 | 1.1799 | 1.2655 |
| Largest Winning Trade | 47703 | 25347 | 47703 | 371616 | 371616 | 339909 |
| Largest Losing Trade | -27186 | -27186 | -17597 | -742044 | -742044 | -284265 |
| Avg Bars in Trades | 46 | 33 | 59 | 46 | 33 | 59 |
| Avg Bars in Winners | 61 | 45 | 74 | 61 | 45 | 74 |
| Avg Bars in Losers | 29 | 23 | 37 | 29 | 23 | 37 |
| Bars Traded | 2729 | 1011 | 1718 | 2729 | 1011 | 1718 |
| 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 | -166527 | -145638 | 560488 | -171107 | -339940 | 396715 |
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3056,
"evaluation_days": 1528,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1633132800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759660961839,
"expiration_time": 1763582976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 128,
"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": [
[
317617.3520614009,
54183.7953380352,
263433.5567233657,
1053171.4982066816,
57948.2505640569,
995223.2476426251
],
[
317.617352,
54.183795,
263.433557,
1053.171498,
57.948251,
995.223248
],
[
0.207865,
0.035461,
0.172404,
0.160148,
0.029919,
0.156768
],
[
10,
10,
10,
10,
10,
10
],
[
-73605,
-64465,
-34208,
-1576280,
-1423561,
-606050
],
[
2.598056,
1.478371,
4.081636,
1.346048,
1.032408,
1.792788
],
[
59,
30,
29,
59,
30,
29
],
[
31,
14,
17,
31,
14,
17
],
[
28,
16,
12,
28,
16,
12
],
[
52.542373,
46.666667,
58.62069,
52.542373,
46.666667,
58.62069
],
[
2.346631,
1.689567,
2.881155,
1.215785,
1.179895,
1.265497
],
[
47703,
25347,
47703,
371616,
371616,
339909
],
[
-27186,
-27186,
-17597,
-742044,
-742044,
-284265
],
[
46,
33,
59,
46,
33,
59
],
[
61,
45,
74,
61,
45,
74
],
[
29,
23,
37,
29,
23,
37
],
[
2729,
1011,
1718,
2729,
1011,
1718
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166527,
-145638,
560488,
-171107,
-339940,
396715
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3056,
"evaluation_days": 1528,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1633132800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759660961839,
"expiration_time": 1763582976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 128,
"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) |
|---|