| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 342706.6873 | 368003.7091 | -25297.0218 | -44946.8599 | 282355.6058 | -327302.4657 |
| Total P&L (%) | 342.7067 | 368.0037 | -25.297 | -44.9469 | 282.3556 | -327.3025 |
| Avg Daily Profit (%) | 0.186 | 0.1997 | -0.0137 | -0.0324 | 0.0728 | 0 |
| Buy And Hold Return (%) | 102.0741 | 102.0741 | 102.0741 | 102.0741 | 102.0741 | 102.0741 |
| Max Trade Drawdown | -105689 | -64143 | -145318 | -241663 | -117006 | -370675 |
| Profit Factor | 1.2599 | 1.7448 | 0.9693 | 0.9775 | 1.412 | 0.7502 |
| Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
| Winning Trades | 168 | 86 | 82 | 168 | 86 | 82 |
| Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
| Profitability (%) | 58.9474 | 60.1399 | 57.7465 | 58.9474 | 60.1399 | 57.7465 |
| Ratio Avg Win / Avg Loss | 0.8774 | 1.1565 | 0.7093 | 0.6807 | 0.9359 | 0.5489 |
| Largest Winning Trade | 59235 | 59235 | 45469 | 65266 | 62982 | 65266 |
| Largest Losing Trade | -76779 | -25833 | -76779 | -178393 | -53229 | -178393 |
| Avg Bars in Trades | 76 | 70 | 82 | 76 | 70 | 82 |
| Avg Bars in Winners | 63 | 59 | 66 | 63 | 59 | 66 |
| Avg Bars in Losers | 95 | 87 | 103 | 95 | 87 | 103 |
| Bars Traded | 21826 | 10128 | 11698 | 21826 | 10128 | 11698 |
| 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 | 199082 | 301713 | -579951 | -578127 | -98820 | -579951 |
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22116,
"evaluation_days": 1843,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601690400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759584165364,
"expiration_time": 1765311667200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 117,
"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": [
[
342706.6873080345,
368003.7091096505,
-25297.021801616,
-44946.859871847,
282355.6058311866,
-327302.4657030337
],
[
342.706687,
368.003709,
-25.297022,
-44.94686,
282.355606,
-327.302466
],
[
0.18595,
0.199676,
-0.013726,
-0.032381,
0.072798,
0
],
[
102.074112,
102.074112,
102.074112,
102.074112,
102.074112,
102.074112
],
[
-105689,
-64143,
-145318,
-241663,
-117006,
-370675
],
[
1.259865,
1.744834,
0.969326,
0.977478,
1.412041,
0.750227
],
[
285,
143,
142,
285,
143,
142
],
[
168,
86,
82,
168,
86,
82
],
[
117,
57,
60,
117,
57,
60
],
[
58.947368,
60.13986,
57.746479,
58.947368,
60.13986,
57.746479
],
[
0.877406,
1.15646,
0.709263,
0.680743,
0.935888,
0.548947
],
[
59235,
59235,
45469,
65266,
62982,
65266
],
[
-76779,
-25833,
-76779,
-178393,
-53229,
-178393
],
[
76,
70,
82,
76,
70,
82
],
[
63,
59,
66,
63,
59,
66
],
[
95,
87,
103,
95,
87,
103
],
[
21826,
10128,
11698,
21826,
10128,
11698
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
199082,
301713,
-579951,
-578127,
-98820,
-579951
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22116,
"evaluation_days": 1843,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601690400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759584165364,
"expiration_time": 1765311667200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 117,
"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) |
|---|