| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 805724.7906 | 690703.2508 | 115021.5398 | 4109679.7337 | 2873501.0492 | 1236178.6845 |
| Total P&L (%) | 805.7248 | 690.7033 | 115.0215 | 4109.6797 | 2873.501 | 1236.1787 |
| Avg Daily Profit (%) | 0.4394 | 0.3767 | 0.0627 | 0.2042 | 0.1852 | 0.1415 |
| Buy And Hold Return (%) | 168.0752 | 168.0752 | 168.0752 | 168.0752 | 168.0752 | 168.0752 |
| Max Trade Drawdown | -62341 | -26532 | -35048 | -1186892 | -471795 | -1059418 |
| Profit Factor | 3.7836 | 6.4669 | 1.7052 | 2.1014 | 2.9292 | 1.5514 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 46.0317 | 43.75 | 48.3871 | 46.0317 | 43.75 | 48.3871 |
| Ratio Avg Win / Avg Loss | 4.4359 | 8.3146 | 1.8188 | 2.4637 | 3.7661 | 1.6548 |
| Largest Winning Trade | 502350 | 502350 | 57127 | 1360079 | 1060300 | 1360079 |
| Largest Losing Trade | -33459 | -17819 | -33459 | -1020852 | -462337 | -1020852 |
| Avg Bars in Trades | 166 | 157 | 175 | 166 | 157 | 175 |
| Avg Bars in Winners | 270 | 254 | 286 | 270 | 254 | 286 |
| Avg Bars in Losers | 77 | 82 | 72 | 77 | 82 | 72 |
| Bars Traded | 10495 | 5053 | 5442 | 10495 | 5053 | 5442 |
| Profit Streak | 79.9596 | 95.1263 | 0 | 79.9596 | 95.1263 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -136514 | 505714 | -272382 | -139915 | 417631 | -1688 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855713321,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 80,
"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": [
[
805724.7905751509,
690703.2507592229,
115021.5398159281,
4109679.7337409947,
2873501.0492390944,
1236178.6845018999
],
[
805.724791,
690.703251,
115.02154,
4109.679734,
2873.501049,
1236.178685
],
[
0.439406,
0.376678,
0.062728,
0.204169,
0.185173,
0.141478
],
[
168.075164,
168.075164,
168.075164,
168.075164,
168.075164,
168.075164
],
[
-62341,
-26532,
-35048,
-1186892,
-471795,
-1059418
],
[
3.783583,
6.466906,
1.705163,
2.101393,
2.929225,
1.5514
],
[
63,
32,
31,
63,
32,
31
],
[
29,
14,
15,
29,
14,
15
],
[
34,
18,
16,
34,
18,
16
],
[
46.031746,
43.75,
48.387097,
46.031746,
43.75,
48.387097
],
[
4.435925,
8.314593,
1.818841,
2.463702,
3.766147,
1.654827
],
[
502350,
502350,
57127,
1360079,
1060300,
1360079
],
[
-33459,
-17819,
-33459,
-1020852,
-462337,
-1020852
],
[
166,
157,
175,
166,
157,
175
],
[
270,
254,
286,
270,
254,
286
],
[
77,
82,
72,
77,
82,
72
],
[
10495,
5053,
5442,
10495,
5053,
5442
],
[
79.959645,
95.126312,
0,
79.959645,
95.126312,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-136514,
505714,
-272382,
-139915,
417631,
-1688
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758855713321,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 80,
"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) |
|---|