| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 115177.983 | 105981.8101 | 9196.1729 | 75423.1518 | 70688.2531 | 4734.8987 |
| Total P&L (%) | 115.178 | 105.9818 | 9.1962 | 75.4232 | 70.6883 | 4.7349 |
| Avg Daily Profit (%) | 0.2211 | 0.2035 | 0.0177 | 0.108 | 0.1027 | 0.0089 |
| Buy And Hold Return (%) | 16.8189 | 16.8189 | 16.8189 | 16.8189 | 16.8189 | 16.8189 |
| Max Trade Drawdown | -96732 | -96060 | -11661 | -195972 | -188529 | -21843 |
| Profit Factor | 1.4644 | 1.4952 | 1.2705 | 1.187 | 1.2025 | 1.0872 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
| Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Profitability (%) | 52.5253 | 59.1837 | 46 | 52.5253 | 59.1837 | 46 |
| Ratio Avg Win / Avg Loss | 1.3236 | 1.0311 | 1.4915 | 1.0729 | 0.8293 | 1.2763 |
| Largest Winning Trade | 44687 | 44687 | 5411 | 89013 | 89013 | 8489 |
| Largest Losing Trade | -37754 | -37754 | -7138 | -62451 | -62451 | -7641 |
| Avg Bars in Trades | 231 | 451 | 14 | 231 | 451 | 14 |
| Avg Bars in Winners | 251 | 438 | 15 | 251 | 438 | 15 |
| Avg Bars in Losers | 208 | 470 | 13 | 208 | 470 | 13 |
| Bars Traded | 22872 | 22144 | 728 | 22872 | 22144 | 728 |
| Profit Streak | 52.9409 | 86.6075 | 52.9409 | 52.9409 | 86.6075 | 52.9409 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352694 | 379537 | -516476 | -64461 | -57998 | -652707 |
{
"trading_pair": "UNI_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714366800000,
"first_datapoint_time": 1714591800000,
"last_datapoint_time": 1759365000000,
"evaluation_time": 1759365289787,
"expiration_time": 1765845000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 126,
"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": [
[
115177.9829950301,
105981.8100787096,
9196.1729163206,
75423.1517860722,
70688.2531126222,
4734.89867345
],
[
115.177983,
105.98181,
9.196173,
75.423152,
70.688253,
4.734899
],
[
0.221143,
0.203486,
0.017657,
0.107969,
0.10271,
0.008883
],
[
16.818907,
16.818907,
16.818907,
16.818907,
16.818907,
16.818907
],
[
-96732,
-96060,
-11661,
-195972,
-188529,
-21843
],
[
1.464375,
1.495163,
1.270525,
1.186997,
1.202529,
1.087181
],
[
99,
49,
50,
99,
49,
50
],
[
52,
29,
23,
52,
29,
23
],
[
47,
20,
27,
47,
20,
27
],
[
52.525253,
59.183673,
46,
52.525253,
59.183673,
46
],
[
1.32357,
1.031147,
1.491486,
1.072863,
0.829331,
1.276256
],
[
44687,
44687,
5411,
89013,
89013,
8489
],
[
-37754,
-37754,
-7138,
-62451,
-62451,
-7641
],
[
231,
451,
14,
231,
451,
14
],
[
251,
438,
15,
251,
438,
15
],
[
208,
470,
13,
208,
470,
13
],
[
22872,
22144,
728,
22872,
22144,
728
],
[
52.940854,
86.607521,
52.940854,
52.940854,
86.607521,
52.940854
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352694,
379537,
-516476,
-64461,
-57998,
-652707
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714366800000,
"first_datapoint_time": 1714591800000,
"last_datapoint_time": 1759365000000,
"evaluation_time": 1759365289787,
"expiration_time": 1765845000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 126,
"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) |
|---|