| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 229834.9643 | -18644.7539 | 248479.7182 | 72834.1145 | -152151.5908 | 224985.7053 |
| Total P&L (%) | 229.835 | -18.6448 | 248.4797 | 72.8341 | -152.1516 | 224.9857 |
| Avg Daily Profit (%) | 0.1499 | -0.0122 | 0.162 | 0.0357 | 0 | 0.0769 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119521 | -94670 | -82547 | -393901 | -277900 | -301996 |
| Profit Factor | 1.2461 | 0.96 | 1.5307 | 1.0354 | 0.8473 | 1.2119 |
| Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
| Winning Trades | 122 | 50 | 72 | 122 | 50 | 72 |
| Losing Trades | 164 | 93 | 71 | 164 | 93 | 71 |
| Profitability (%) | 42.6573 | 34.965 | 50.3497 | 42.6573 | 34.965 | 50.3497 |
| Ratio Avg Win / Avg Loss | 1.675 | 1.7856 | 1.5094 | 1.3918 | 1.576 | 1.195 |
| Largest Winning Trade | 51183 | 49851 | 51183 | 135073 | 135073 | 122932 |
| Largest Losing Trade | -59882 | -16388 | -59882 | -210234 | -45686 | -210234 |
| Avg Bars in Trades | 63 | 47 | 80 | 63 | 47 | 80 |
| Avg Bars in Winners | 84 | 59 | 101 | 84 | 59 | 101 |
| Avg Bars in Losers | 48 | 40 | 59 | 48 | 40 | 59 |
| Bars Traded | 18290 | 6755 | 11535 | 18290 | 6755 | 11535 |
| Profit Streak | 2.8897 | 0 | 30.1397 | 2.8897 | 0 | 30.1397 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 190163 | -584022 | 404511 | -329439 | -584022 | -89409 |
{
"trading_pair": "FLOW_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18402,
"evaluation_days": 1533.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628301600000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760152869147,
"expiration_time": 1764917798400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 77,
"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": [
[
229834.9642573561,
-18644.7539271339,
248479.7181844899,
72834.1145121792,
-152151.5907581664,
224985.705270346
],
[
229.834964,
-18.644754,
248.479718,
72.834115,
-152.151591,
224.985705
],
[
0.149876,
-0.012158,
0.162034,
0.035687,
0,
0.076887
],
[
10,
10,
10,
10,
10,
10
],
[
-119521,
-94670,
-82547,
-393901,
-277900,
-301996
],
[
1.246058,
0.959976,
1.530684,
1.035384,
0.847293,
1.21185
],
[
286,
143,
143,
286,
143,
143
],
[
122,
50,
72,
122,
50,
72
],
[
164,
93,
71,
164,
93,
71
],
[
42.657343,
34.965035,
50.34965,
42.657343,
34.965035,
50.34965
],
[
1.675029,
1.785556,
1.509424,
1.391828,
1.575965,
1.195019
],
[
51183,
49851,
51183,
135073,
135073,
122932
],
[
-59882,
-16388,
-59882,
-210234,
-45686,
-210234
],
[
63,
47,
80,
63,
47,
80
],
[
84,
59,
101,
84,
59,
101
],
[
48,
40,
59,
48,
40,
59
],
[
18290,
6755,
11535,
18290,
6755,
11535
],
[
2.889689,
0,
30.139689,
2.889689,
0,
30.139689
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
190163,
-584022,
404511,
-329439,
-584022,
-89409
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18402,
"evaluation_days": 1533.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628301600000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760152869147,
"expiration_time": 1764917798400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 77,
"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) |
|---|