| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 809691.2859 | 752794.2144 | 56897.0715 | 1211650.1431 | 1102416.8389 | 109233.3041 |
| Total P&L (%) | 809.6913 | 752.7942 | 56.8971 | 1211.6501 | 1102.4168 | 109.2333 |
| Avg Daily Profit (%) | 0.4415 | 0.4105 | 0.031 | 0.1404 | 0.1357 | 0.0403 |
| Buy And Hold Return (%) | 91.7779 | 91.7779 | 91.7779 | 91.7779 | 91.7779 | 91.7779 |
| Max Trade Drawdown | -76619 | -63272 | -45897 | -444342 | -290916 | -437264 |
| Profit Factor | 3.0944 | 5.7184 | 1.2506 | 1.5288 | 2.1718 | 1.0809 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 39.1304 | 37.1429 | 41.1765 | 39.1304 | 37.1429 | 41.1765 |
| Ratio Avg Win / Avg Loss | 4.8136 | 9.6773 | 1.7866 | 2.3781 | 3.6754 | 1.5441 |
| Largest Winning Trade | 637537 | 637537 | 55073 | 461006 | 461006 | 415391 |
| Largest Losing Trade | -28625 | -18578 | -28625 | -267136 | -112479 | -267136 |
| Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
| Avg Bars in Winners | 99 | 103 | 95 | 99 | 103 | 95 |
| Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
| Bars Traded | 3499 | 1768 | 1731 | 3499 | 1768 | 1731 |
| Profit Streak | 140.3306 | 149.3306 | 140.3306 | 140.3306 | 149.3306 | 140.3306 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -93139 | 508014 | -319204 | -111696 | -11380 | -379051 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1600689600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758959767931,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 180,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 10,
"offset": 0,
"std": 3.1097
}
}
} {
"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": [
[
809691.285873201,
752794.2143506806,
56897.0715225204,
1211650.143054185,
1102416.8389273249,
109233.3041268602
],
[
809.691286,
752.794214,
56.897072,
1211.650143,
1102.416839,
109.233304
],
[
0.441489,
0.410466,
0.031023,
0.14044,
0.135693,
0.040263
],
[
91.777919,
91.777919,
91.777919,
91.777919,
91.777919,
91.777919
],
[
-76619,
-63272,
-45897,
-444342,
-290916,
-437264
],
[
3.094438,
5.718389,
1.250597,
1.528806,
2.171805,
1.080883
],
[
69,
35,
34,
69,
35,
34
],
[
27,
13,
14,
27,
13,
14
],
[
42,
22,
20,
42,
22,
20
],
[
39.130435,
37.142857,
41.176471,
39.130435,
37.142857,
41.176471
],
[
4.81357,
9.677273,
1.786567,
2.378143,
3.675362,
1.544119
],
[
637537,
637537,
55073,
461006,
461006,
415391
],
[
-28625,
-18578,
-28625,
-267136,
-112479,
-267136
],
[
50,
50,
50,
50,
50,
50
],
[
99,
103,
95,
99,
103,
95
],
[
19,
19,
20,
19,
19,
20
],
[
3499,
1768,
1731,
3499,
1768,
1731
],
[
140.330647,
149.330647,
140.330647,
140.330647,
149.330647,
140.330647
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93139,
508014,
-319204,
-111696,
-11380,
-379051
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1600689600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758959767931,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 180,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 10,
"offset": 0,
"std": 3.1097
}
}
}
| # | 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) |
|---|