| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 688525.5063 | 517485.5777 | 171039.9286 | 5460567.8005 | 5689706.0335 | -229138.233 |
| Total P&L (%) | 688.5255 | 517.4856 | 171.0399 | 5460.5678 | 5689.706 | -229.1382 |
| Avg Daily Profit (%) | 0.3739 | 0.281 | 0.0929 | 0.2184 | 0.2206 | 0 |
| Buy And Hold Return (%) | 31.1002 | 31.1002 | 31.1002 | 31.1002 | 31.1002 | 31.1002 |
| Max Trade Drawdown | -90962 | -89365 | -46962 | -3186383 | -1053192 | -3515708 |
| Profit Factor | 2.778 | 4.0923 | 1.7778 | 1.5961 | 3.2122 | 0.9652 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 58.3333 | 59.5238 | 57.1429 | 58.3333 | 59.5238 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.9843 | 2.7827 | 1.3333 | 1.14 | 2.1843 | 0.7239 |
| Largest Winning Trade | 244593 | 244593 | 57429 | 1856236 | 1482880 | 1856236 |
| Largest Losing Trade | -40076 | -40076 | -38451 | -2895045 | -579718 | -2895045 |
| Avg Bars in Trades | 39 | 44 | 35 | 39 | 44 | 35 |
| Avg Bars in Winners | 42 | 45 | 40 | 42 | 45 | 40 |
| Avg Bars in Losers | 36 | 44 | 28 | 36 | 44 | 28 |
| Bars Traded | 3352 | 1879 | 1473 | 3352 | 1879 | 1473 |
| Profit Streak | 43.1825 | 96.1825 | 0 | 43.1825 | 96.1825 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 600582 | 651459 | -66735 | 430050 | 597253 | -579808 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3683,
"evaluation_days": 1841.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1610150400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759378964673,
"expiration_time": 1764136368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 33,
"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": [
[
688525.5062744396,
517485.5776611016,
171039.9286133376,
5460567.800503972,
5689706.033474362,
-229138.2329703927
],
[
688.525506,
517.485578,
171.039929,
5460.567801,
5689.706033,
-229.138233
],
[
0.373894,
0.281013,
0.092881,
0.218445,
0.220643,
0
],
[
31.100244,
31.100244,
31.100244,
31.100244,
31.100244,
31.100244
],
[
-90962,
-89365,
-46962,
-3186383,
-1053192,
-3515708
],
[
2.777957,
4.092259,
1.77778,
1.596068,
3.212211,
0.965224
],
[
84,
42,
42,
84,
42,
42
],
[
49,
25,
24,
49,
25,
24
],
[
35,
17,
18,
35,
17,
18
],
[
58.333333,
59.52381,
57.142857,
58.333333,
59.52381,
57.142857
],
[
1.984255,
2.782736,
1.333335,
1.140049,
2.184304,
0.723918
],
[
244593,
244593,
57429,
1856236,
1482880,
1856236
],
[
-40076,
-40076,
-38451,
-2895045,
-579718,
-2895045
],
[
39,
44,
35,
39,
44,
35
],
[
42,
45,
40,
42,
45,
40
],
[
36,
44,
28,
36,
44,
28
],
[
3352,
1879,
1473,
3352,
1879,
1473
],
[
43.182461,
96.182461,
0,
43.182461,
96.182461,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
600582,
651459,
-66735,
430050,
597253,
-579808
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3683,
"evaluation_days": 1841.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1610150400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759378964673,
"expiration_time": 1764136368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 33,
"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) |
|---|