| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 724143.537 | 702078.7701 | 22064.7669 | 379701.6686 | 509977.3482 | -130275.6796 |
| Total P&L (%) | 724.1435 | 702.0788 | 22.0648 | 379.7017 | 509.9773 | -130.2757 |
| Avg Daily Profit (%) | 0.3949 | 0.3829 | 0.012 | 0.0855 | 0.0987 | 0 |
| Buy And Hold Return (%) | 164.7919 | 164.7919 | 164.7919 | 164.7919 | 164.7919 | 164.7919 |
| Max Trade Drawdown | -131587 | -92542 | -77803 | -513294 | -307990 | -310604 |
| Profit Factor | 2.3711 | 3.7838 | 1.08 | 1.1916 | 1.5507 | 0.8766 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Profitability (%) | 42.6667 | 44.7368 | 40.5405 | 42.6667 | 44.7368 | 40.5405 |
| Ratio Avg Win / Avg Loss | 3.1862 | 4.6741 | 1.5839 | 1.6012 | 1.9156 | 1.2856 |
| Largest Winning Trade | 600184 | 600184 | 53872 | 451520 | 451520 | 292156 |
| Largest Losing Trade | -49305 | -33430 | -49305 | -209469 | -209469 | -205660 |
| Avg Bars in Trades | 93 | 96 | 89 | 93 | 96 | 89 |
| Avg Bars in Winners | 160 | 160 | 159 | 160 | 160 | 159 |
| Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
| Bars Traded | 6994 | 3671 | 3323 | 6994 | 3671 | 3323 |
| 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 | -51781 | 449253 | -477667 | -156368 | -63179 | -582784 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7335,
"evaluation_days": 1833.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758793770787,
"expiration_time": 1763468280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 57,
"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": [
[
724143.5369788235,
702078.7700876377,
22064.7668911857,
379701.6685838386,
509977.3482137201,
-130275.6796298817
],
[
724.143537,
702.07877,
22.064767,
379.701669,
509.977348,
-130.27568
],
[
0.394898,
0.382865,
0.012033,
0.085544,
0.098658,
0
],
[
164.791938,
164.791938,
164.791938,
164.791938,
164.791938,
164.791938
],
[
-131587,
-92542,
-77803,
-513294,
-307990,
-310604
],
[
2.37114,
3.783806,
1.079965,
1.191624,
1.550707,
0.876569
],
[
75,
38,
37,
75,
38,
37
],
[
32,
17,
15,
32,
17,
15
],
[
43,
21,
22,
43,
21,
22
],
[
42.666667,
44.736842,
40.540541,
42.666667,
44.736842,
40.540541
],
[
3.186219,
4.674113,
1.583948,
1.601245,
1.915579,
1.285634
],
[
600184,
600184,
53872,
451520,
451520,
292156
],
[
-49305,
-33430,
-49305,
-209469,
-209469,
-205660
],
[
93,
96,
89,
93,
96,
89
],
[
160,
160,
159,
160,
160,
159
],
[
43,
44,
42,
43,
44,
42
],
[
6994,
3671,
3323,
6994,
3671,
3323
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51781,
449253,
-477667,
-156368,
-63179,
-582784
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7335,
"evaluation_days": 1833.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602892800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758793770787,
"expiration_time": 1763468280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 57,
"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) |
|---|