| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 695596.32 | 590936.434 | 104659.886 | 2651319.9211 | 1905861.8711 | 745458.05 |
| Total P&L (%) | 695.5963 | 590.9364 | 104.6599 | 2651.3199 | 1905.8619 | 745.4581 |
| Avg Daily Profit (%) | 0.3768 | 0.3201 | 0.0567 | 0.1797 | 0.1626 | 0.1157 |
| Buy And Hold Return (%) | 136.808 | 136.808 | 136.808 | 136.808 | 136.808 | 136.808 |
| Max Trade Drawdown | -81180 | -49193 | -58252 | -685749 | -380619 | -452595 |
| Profit Factor | 3.4092 | 5.3946 | 1.6785 | 2.3393 | 2.8361 | 1.7917 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
| Ratio Avg Win / Avg Loss | 3.1893 | 5.3946 | 1.4687 | 2.1884 | 2.8361 | 1.5677 |
| Largest Winning Trade | 413786 | 413786 | 54957 | 1063354 | 1063354 | 598659 |
| Largest Losing Trade | -36416 | -19625 | -36416 | -202704 | -202704 | -193609 |
| Avg Bars in Trades | 57 | 52 | 61 | 57 | 52 | 61 |
| Avg Bars in Winners | 83 | 77 | 89 | 83 | 77 | 89 |
| Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
| Bars Traded | 3443 | 1588 | 1855 | 3443 | 1588 | 1855 |
| Profit Streak | 255.7315 | 255.7315 | 260.7315 | 255.7315 | 255.7315 | 260.7315 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157521 | 567089 | -279948 | -159993 | 492254 | -34775 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3692,
"evaluation_days": 1846,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1606651200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759771998621,
"expiration_time": 1764536832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
695596.3199943892,
590936.4340292161,
104659.8859651732,
2651319.9210971263,
1905861.8711100863,
745458.0499870399
],
[
695.59632,
590.936434,
104.659886,
2651.319921,
1905.861871,
745.45805
],
[
0.376813,
0.320117,
0.056695,
0.179721,
0.162573,
0.115707
],
[
136.808019,
136.808019,
136.808019,
136.808019,
136.808019,
136.808019
],
[
-81180,
-49193,
-58252,
-685749,
-380619,
-452595
],
[
3.409248,
5.394563,
1.678511,
2.339338,
2.836132,
1.791694
],
[
60,
30,
30,
60,
30,
30
],
[
31,
15,
16,
31,
15,
16
],
[
29,
15,
14,
29,
15,
14
],
[
51.666667,
50,
53.333333,
51.666667,
50,
53.333333
],
[
3.189296,
5.394563,
1.468697,
2.188413,
2.836132,
1.567732
],
[
413786,
413786,
54957,
1063354,
1063354,
598659
],
[
-36416,
-19625,
-36416,
-202704,
-202704,
-193609
],
[
57,
52,
61,
57,
52,
61
],
[
83,
77,
89,
83,
77,
89
],
[
29,
28,
30,
29,
28,
30
],
[
3443,
1588,
1855,
3443,
1588,
1855
],
[
255.731465,
255.731465,
260.731465,
255.731465,
255.731466,
260.731465
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157521,
567089,
-279948,
-159993,
492254,
-34775
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3692,
"evaluation_days": 1846,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1606651200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759771998621,
"expiration_time": 1764536832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|