| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 415055.5803 | 114523.9763 | 300531.6039 | 947762.7977 | 1167676.4885 | -219913.6909 |
| Total P&L (%) | 415.0556 | 114.524 | 300.5316 | 947.7628 | 1167.6765 | -219.9137 |
| Avg Daily Profit (%) | 0.2736 | 0.0755 | 0.1981 | 0.155 | 0.1675 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84801 | -47990 | -87419 | -2056323 | -580009 | -2398306 |
| Profit Factor | 2.0924 | 1.7828 | 2.2863 | 1.165 | 1.7605 | 0.9478 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 63.3803 | 61.1111 | 65.7143 | 63.3803 | 61.1111 | 65.7143 |
| Ratio Avg Win / Avg Loss | 1.209 | 1.1345 | 1.1928 | 0.6731 | 1.1203 | 0.4945 |
| Largest Winning Trade | 45649 | 45649 | 43461 | 633390 | 509295 | 633390 |
| Largest Losing Trade | -61112 | -25547 | -61112 | -1563680 | -259608 | -1563680 |
| Avg Bars in Trades | 81 | 37 | 125 | 81 | 37 | 125 |
| Avg Bars in Winners | 82 | 35 | 128 | 82 | 35 | 128 |
| Avg Bars in Losers | 78 | 41 | 120 | 78 | 41 | 120 |
| Bars Traded | 5753 | 1355 | 4398 | 5753 | 1355 | 4398 |
| Profit Streak | 50.074 | 110.574 | 0 | 50.074 | 110.574 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -77583 | -87498 | 463448 | -121790 | 445797 | -578750 |
{
"trading_pair": "FLOW_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6069,
"evaluation_days": 1517.25,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1632096000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758829593613,
"expiration_time": 1762647912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 195,
"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": [
[
415055.5802574329,
114523.9763113699,
300531.6039460627,
947762.7976687783,
1167676.488537,
-219913.6908682227
],
[
415.05558,
114.523976,
300.531604,
947.762798,
1167.676489,
-219.913691
],
[
0.273558,
0.075481,
0.198077,
0.154955,
0.167533,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-84801,
-47990,
-87419,
-2056323,
-580009,
-2398306
],
[
2.092424,
1.782827,
2.286276,
1.164956,
1.76046,
0.947765
],
[
71,
36,
35,
71,
36,
35
],
[
45,
22,
23,
45,
22,
23
],
[
26,
14,
12,
26,
14,
12
],
[
63.380282,
61.111111,
65.714286,
63.380282,
61.111111,
65.714286
],
[
1.208956,
1.134526,
1.19284,
0.673086,
1.120293,
0.494486
],
[
45649,
45649,
43461,
633390,
509295,
633390
],
[
-61112,
-25547,
-61112,
-1563680,
-259608,
-1563680
],
[
81,
37,
125,
81,
37,
125
],
[
82,
35,
128,
82,
35,
128
],
[
78,
41,
120,
78,
41,
120
],
[
5753,
1355,
4398,
5753,
1355,
4398
],
[
50.074,
110.574,
0,
50.074,
110.574,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-77583,
-87498,
463448,
-121790,
445797,
-578750
]
]
}
{
"trading_pair": "FLOW_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6069,
"evaluation_days": 1517.25,
"actual_first_datapoint_time": 1627646400000,
"first_datapoint_time": 1632096000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758829593613,
"expiration_time": 1762647912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 195,
"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) |
|---|