| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -469718.2311 | 75467.9757 | -545186.2068 | -95870.038 | 1486691.9637 | -1582562.0017 |
| Total P&L (%) | -469.7182 | 75.468 | -545.1862 | -95.87 | 1486.692 | -1582.562 |
| Avg Daily Profit (%) | -0.254 | 0.0408 | -0.2949 | -0.1722 | 0.1496 | 0 |
| Buy And Hold Return (%) | 131.1009 | 131.1009 | 131.1009 | 131.1009 | 131.1009 | 131.1009 |
| Max Trade Drawdown | -687777 | -168858 | -643596 | -3587197 | -1481879 | -2933725 |
| Profit Factor | 0.6656 | 1.1797 | 0.4463 | 0.989 | 1.4136 | 0.6906 |
| Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
| Winning Trades | 205 | 99 | 106 | 121 | 63 | 58 |
| Losing Trades | 56 | 31 | 25 | 140 | 67 | 73 |
| Profitability (%) | 78.5441 | 76.1538 | 80.916 | 46.3602 | 48.4615 | 44.2748 |
| Ratio Avg Win / Avg Loss | 0.1818 | 0.3694 | 0.1053 | 1.1443 | 1.5034 | 0.8692 |
| Largest Winning Trade | 17547 | 17547 | 16929 | 1172656 | 884721 | 1172656 |
| Largest Losing Trade | -492856 | -48450 | -492856 | -1289577 | -356564 | -1289577 |
| Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
| Avg Bars in Winners | 8 | 9 | 7 | 24 | 26 | 23 |
| Avg Bars in Losers | 65 | 61 | 69 | 16 | 17 | 16 |
| Bars Traded | 5385 | 2847 | 2538 | 5385 | 2847 | 2538 |
| Profit Streak | 3.2575 | 0 | 70.2575 | 3.2575 | 0 | 70.2575 |
| Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576339 | -324978 | -574918 | -579788 | 304240 | -581401 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5547,
"evaluation_days": 1849,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602432000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760047849947,
"expiration_time": 1764818208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 75,
"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": [
[
-469718.23110826,
75467.9757355778,
-545186.2068438379,
-95870.0379592045,
1486691.9637171978,
-1582562.0016764032
],
[
-469.718231,
75.467976,
-545.186207,
-95.870038,
1486.691964,
-1582.562002
],
[
-0.254039,
0.040816,
-0.294855,
-0.17221,
0.149611,
0
],
[
131.100934,
131.100934,
131.100934,
131.100934,
131.100934,
131.100934
],
[
-687777,
-168858,
-643596,
-3587197,
-1481879,
-2933725
],
[
0.665591,
1.179674,
0.446283,
0.988992,
1.413599,
0.690583
],
[
261,
130,
131,
261,
130,
131
],
[
205,
99,
106,
121,
63,
58
],
[
56,
31,
25,
140,
67,
73
],
[
78.544061,
76.153846,
80.916031,
46.360153,
48.461538,
44.274809
],
[
0.18182,
0.369393,
0.105256,
1.144288,
1.503351,
0.869182
],
[
17547,
17547,
16929,
1172656,
884721,
1172656
],
[
-492856,
-48450,
-492856,
-1289577,
-356564,
-1289577
],
[
20,
21,
19,
20,
21,
19
],
[
8,
9,
7,
24,
26,
23
],
[
65,
61,
69,
16,
17,
16
],
[
5385,
2847,
2538,
5385,
2847,
2538
],
[
3.257522,
0,
70.257522,
3.257522,
0,
70.257523
],
[
1,
0,
6,
1,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576339,
-324978,
-574918,
-579788,
304240,
-581401
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5547,
"evaluation_days": 1849,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602432000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760047849947,
"expiration_time": 1764818208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 75,
"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) |
|---|