| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 240647.8266 | 6973.5137 | 233674.313 | 132295.317 | -119235.6394 | 251530.9565 |
| Total P&L (%) | 240.6478 | 6.9735 | 233.6743 | 132.2953 | -119.2356 | 251.531 |
| Avg Daily Profit (%) | 0.1575 | 0.0046 | 0.1529 | 0.0552 | 0 | 0.0823 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69679 | -69686 | -46262 | -140667 | -145764 | -99288 |
| Profit Factor | 1.3295 | 1.0176 | 1.6998 | 1.0977 | 0.8349 | 1.398 |
| Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
| Winning Trades | 69 | 26 | 43 | 69 | 26 | 43 |
| Losing Trades | 112 | 64 | 48 | 112 | 64 | 48 |
| Profitability (%) | 38.1215 | 28.8889 | 47.2527 | 38.1215 | 28.8889 | 47.2527 |
| Ratio Avg Win / Avg Loss | 2.158 | 2.5048 | 1.8974 | 1.7818 | 2.0552 | 1.5606 |
| Largest Winning Trade | 90461 | 90461 | 48235 | 116232 | 116232 | 73715 |
| Largest Losing Trade | -26355 | -23884 | -26355 | -53829 | -30537 | -53829 |
| Avg Bars in Trades | 50 | 42 | 57 | 50 | 42 | 57 |
| Avg Bars in Winners | 84 | 78 | 88 | 84 | 78 | 88 |
| Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
| Bars Traded | 9088 | 3818 | 5269 | 9088 | 3818 | 5269 |
| Profit Streak | 18.8713 | 0 | 24.8713 | 18.8713 | 0 | 24.8713 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 198783 | -565557 | 345731 | -234294 | -590988 | -82093 |
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9167,
"evaluation_days": 1527.83,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628179200000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759640078902,
"expiration_time": 1763596944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 97,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 38,
"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": [
[
240647.8266300338,
6973.5136682835,
233674.3129617501,
132295.3170452334,
-119235.6394062652,
251530.9564514984
],
[
240.647827,
6.973514,
233.674313,
132.295317,
-119.235639,
251.530956
],
[
0.15751,
0.004564,
0.152945,
0.055181,
0,
0.082316
],
[
10,
10,
10,
10,
10,
10
],
[
-69679,
-69686,
-46262,
-140667,
-145764,
-99288
],
[
1.329456,
1.017587,
1.699767,
1.097695,
0.834905,
1.398023
],
[
181,
90,
91,
181,
90,
91
],
[
69,
26,
43,
69,
26,
43
],
[
112,
64,
48,
112,
64,
48
],
[
38.121547,
28.888889,
47.252747,
38.121547,
28.888889,
47.252747
],
[
2.157957,
2.50483,
1.897414,
1.781765,
2.05515,
1.560584
],
[
90461,
90461,
48235,
116232,
116232,
73715
],
[
-26355,
-23884,
-26355,
-53829,
-30537,
-53829
],
[
50,
42,
57,
50,
42,
57
],
[
84,
78,
88,
84,
78,
88
],
[
28,
27,
30,
28,
27,
30
],
[
9088,
3818,
5269,
9088,
3818,
5269
],
[
18.871283,
0,
24.871283,
18.871284,
0,
24.871284
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
198783,
-565557,
345731,
-234294,
-590988,
-82093
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9167,
"evaluation_days": 1527.83,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1628179200000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759640078902,
"expiration_time": 1763596944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 97,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 38,
"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) |
|---|