| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 806423.5617 | 629715.9633 | 176707.5985 | 11177831.2966 | 7610706.1024 | 3567125.1942 |
| Total P&L (%) | 806.4236 | 629.716 | 176.7076 | 11177.8313 | 7610.7061 | 3567.1252 |
| Avg Daily Profit (%) | 0.436 | 0.3405 | 0.0955 | 0.2558 | 0.2352 | 0.1949 |
| Buy And Hold Return (%) | 131.7871 | 131.7871 | 131.7871 | 131.7871 | 131.7871 | 131.7871 |
| Max Trade Drawdown | -38464 | -44901 | -36315 | -540897 | -392159 | -553279 |
| Profit Factor | 4.9941 | 6.5385 | 3.0033 | 5.9581 | 7.4556 | 4.3166 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
| Profitability (%) | 64.4068 | 60 | 68.9655 | 64.4068 | 60 | 68.9655 |
| Ratio Avg Win / Avg Loss | 2.7599 | 4.359 | 1.3515 | 3.2926 | 4.9704 | 1.9425 |
| Largest Winning Trade | 379072 | 379072 | 58364 | 3591873 | 3591873 | 2263209 |
| Largest Losing Trade | -30469 | -20874 | -30469 | -387977 | -254317 | -387977 |
| Avg Bars in Trades | 118 | 114 | 122 | 118 | 114 | 122 |
| Avg Bars in Winners | 138 | 135 | 141 | 138 | 135 | 141 |
| Avg Bars in Losers | 81 | 82 | 80 | 81 | 82 | 80 |
| Bars Traded | 6991 | 3428 | 3563 | 6991 | 3428 | 3563 |
| Profit Streak | 464.9108 | 464.9108 | 600.9108 | 464.9108 | 464.9108 | 600.9108 |
| Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158911 | 678895 | -116737 | -159157 | 701601 | 686686 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7398,
"evaluation_days": 1849.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605679200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760089895776,
"expiration_time": 1764869904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 68,
"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": [
[
806423.5617456867,
629715.9632827269,
176707.5984629599,
11177831.296601858,
7610706.102371577,
3567125.1942302817
],
[
806.423562,
629.715963,
176.707598,
11177.831297,
7610.706102,
3567.125194
],
[
0.436022,
0.340479,
0.095543,
0.255824,
0.235215,
0.194945
],
[
131.787137,
131.787137,
131.787137,
131.787137,
131.787137,
131.787137
],
[
-38464,
-44901,
-36315,
-540897,
-392159,
-553279
],
[
4.994079,
6.538541,
3.003313,
5.958076,
7.455633,
4.316576
],
[
59,
30,
29,
59,
30,
29
],
[
38,
18,
20,
38,
18,
20
],
[
21,
12,
9,
21,
12,
9
],
[
64.40678,
60,
68.965517,
64.40678,
60,
68.965517
],
[
2.759886,
4.359027,
1.351491,
3.292621,
4.970422,
1.942459
],
[
379072,
379072,
58364,
3591873,
3591873,
2263209
],
[
-30469,
-20874,
-30469,
-387977,
-254317,
-387977
],
[
118,
114,
122,
118,
114,
122
],
[
138,
135,
141,
138,
135,
141
],
[
81,
82,
80,
81,
82,
80
],
[
6991,
3428,
3563,
6991,
3428,
3563
],
[
464.910831,
464.910831,
600.910831,
464.910831,
464.910831,
600.910831
],
[
10,
5,
6,
10,
5,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158911,
678895,
-116737,
-159157,
701601,
686686
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7398,
"evaluation_days": 1849.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605679200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760089895776,
"expiration_time": 1764869904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 68,
"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) |
|---|