| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 342215.8074 | 54680.7618 | 287535.0456 | 432265.4357 | -58946.6981 | 491212.1338 |
| Total P&L (%) | 342.2158 | 54.6808 | 287.535 | 432.2654 | -58.9467 | 491.2121 |
| Avg Daily Profit (%) | 0.2242 | 0.0358 | 0.1884 | 0.1096 | -0.0583 | 0.1165 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100009 | -53900 | -96449 | -398915 | -259560 | -358414 |
| Profit Factor | 1.5108 | 1.1342 | 2.0958 | 1.1821 | 0.9561 | 1.4757 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
| Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
| Profitability (%) | 42 | 30.6667 | 53.3333 | 42 | 30.6667 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.0864 | 2.5642 | 1.8338 | 1.6324 | 2.1615 | 1.2913 |
| Largest Winning Trade | 102927 | 102927 | 39183 | 269128 | 269128 | 159536 |
| Largest Losing Trade | -31105 | -19815 | -31105 | -140656 | -73312 | -140656 |
| Avg Bars in Trades | 59 | 63 | 56 | 59 | 63 | 56 |
| Avg Bars in Winners | 83 | 99 | 75 | 83 | 99 | 75 |
| Avg Bars in Losers | 42 | 46 | 35 | 42 | 46 | 35 |
| Bars Traded | 8962 | 4730 | 4232 | 8962 | 4730 | 4232 |
| Profit Streak | 17.9482 | 0 | 22.6149 | 17.9482 | 0 | 22.6149 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307845 | -282358 | -44471 | -67569 | -642476 | -92322 |
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9159,
"evaluation_days": 1526.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628942400000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759531528738,
"expiration_time": 1763478288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 146,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 175,
"offset": 0,
"std": 1.24261
}
}
} {
"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": [
[
342215.8073563708,
54680.7617867577,
287535.0455696132,
432265.4356805151,
-58946.6980912873,
491212.1337718018
],
[
342.215807,
54.680762,
287.535046,
432.265436,
-58.946698,
491.212134
],
[
0.224183,
0.035821,
0.188362,
0.10959,
-0.058306,
0.116478
],
[
10,
10,
10,
10,
10,
10
],
[
-100009,
-53900,
-96449,
-398915,
-259560,
-358414
],
[
1.51083,
1.134182,
2.09575,
1.182084,
0.956059,
1.475745
],
[
150,
75,
75,
150,
75,
75
],
[
63,
23,
40,
63,
23,
40
],
[
87,
52,
35,
87,
52,
35
],
[
42,
30.666667,
53.333333,
42,
30.666667,
53.333333
],
[
2.086384,
2.564238,
1.833781,
1.632401,
2.161524,
1.291277
],
[
102927,
102927,
39183,
269128,
269128,
159536
],
[
-31105,
-19815,
-31105,
-140656,
-73312,
-140656
],
[
59,
63,
56,
59,
63,
56
],
[
83,
99,
75,
83,
99,
75
],
[
42,
46,
35,
42,
46,
35
],
[
8962,
4730,
4232,
8962,
4730,
4232
],
[
17.948249,
0,
22.614916,
17.948249,
0,
22.614916
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307845,
-282358,
-44471,
-67569,
-642476,
-92322
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9159,
"evaluation_days": 1526.5,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628942400000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759531528738,
"expiration_time": 1763478288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 146,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 175,
"offset": 0,
"std": 1.24261
}
}
}
| # | 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) |
|---|