| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1073590.8431 | 982882.6222 | 90708.2209 | 1766916.4289 | 1316265.6231 | 450650.8058 |
| Total P&L (%) | 1073.5908 | 982.8826 | 90.7082 | 1766.9164 | 1316.2656 | 450.6508 |
| Avg Daily Profit (%) | 0.5855 | 0.536 | 0.0495 | 0.1597 | 0.1447 | 0.0931 |
| Buy And Hold Return (%) | 166.2701 | 166.2701 | 166.2701 | 166.2701 | 166.2701 | 166.2701 |
| Max Trade Drawdown | -127316 | -92263 | -56616 | -1062893 | -644605 | -489563 |
| Profit Factor | 2.9018 | 4.2313 | 1.3484 | 1.6438 | 1.8919 | 1.3552 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Profitability (%) | 51.6484 | 48.8889 | 54.3478 | 51.6484 | 48.8889 | 54.3478 |
| Ratio Avg Win / Avg Loss | 2.7166 | 4.4236 | 1.1327 | 1.5389 | 1.9779 | 1.1384 |
| Largest Winning Trade | 810985 | 810985 | 51176 | 910017 | 910017 | 243753 |
| Largest Losing Trade | -38456 | -38456 | -32923 | -332299 | -217032 | -332299 |
| Avg Bars in Trades | 118 | 165 | 72 | 118 | 165 | 72 |
| Avg Bars in Winners | 161 | 235 | 96 | 161 | 235 | 96 |
| Avg Bars in Losers | 72 | 99 | 42 | 72 | 99 | 42 |
| Bars Traded | 10774 | 7462 | 3312 | 10774 | 7462 | 3312 |
| Profit Streak | 154.89 | 239.5567 | 154.89 | 154.89 | 239.5567 | 154.89 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 660588 | 664210 | -290645 | 455226 | 184070 | -70049 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603353600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907300100,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 35,
"offset": 0,
"std": 3.28183
}
}
}
{
"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": [
[
1073590.8431187738,
982882.6222468053,
90708.2208719685,
1766916.4288796727,
1316265.6231165638,
450650.8057631088
],
[
1073.590843,
982.882622,
90.708221,
1766.916429,
1316.265623,
450.650806
],
[
0.585487,
0.536019,
0.049468,
0.159746,
0.144657,
0.093077
],
[
166.270062,
166.270062,
166.270062,
166.270062,
166.270062,
166.270062
],
[
-127316,
-92263,
-56616,
-1062893,
-644605,
-489563
],
[
2.901823,
4.231303,
1.348434,
1.643805,
1.891884,
1.355216
],
[
91,
45,
46,
91,
45,
46
],
[
47,
22,
25,
47,
22,
25
],
[
44,
23,
21,
44,
23,
21
],
[
51.648352,
48.888889,
54.347826,
51.648352,
48.888889,
54.347826
],
[
2.7166,
4.423635,
1.132685,
1.538881,
1.977879,
1.138382
],
[
810985,
810985,
51176,
910017,
910017,
243753
],
[
-38456,
-38456,
-32923,
-332299,
-217032,
-332299
],
[
118,
165,
72,
118,
165,
72
],
[
161,
235,
96,
161,
235,
96
],
[
72,
99,
42,
72,
99,
42
],
[
10774,
7462,
3312,
10774,
7462,
3312
],
[
154.890047,
239.556714,
154.890047,
154.890047,
239.556714,
154.890047
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
660588,
664210,
-290645,
455226,
184070,
-70049
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603353600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907300100,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 35,
"offset": 0,
"std": 3.28183
}
}
}
| # | 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) |
|---|