| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 559302.1294 | 599922.1728 | -40620.0434 | 82383.5295 | 306952.4354 | -224568.9059 |
| Total P&L (%) | 559.3021 | 599.9222 | -40.62 | 82.3835 | 306.9524 | -224.5689 |
| Avg Daily Profit (%) | 0.305 | 0.3272 | -0.0222 | 0.0328 | 0.0766 | 0 |
| Buy And Hold Return (%) | 156.9473 | 156.9473 | 156.9473 | 156.9473 | 156.9473 | 156.9473 |
| Max Trade Drawdown | -97395 | -52998 | -134403 | -297912 | -164623 | -364833 |
| Profit Factor | 1.925 | 3.965 | 0.899 | 1.0715 | 1.743 | 0.6965 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Profitability (%) | 47.8261 | 54.2857 | 41.1765 | 47.8261 | 54.2857 | 41.1765 |
| Ratio Avg Win / Avg Loss | 2.1 | 3.3389 | 1.2843 | 1.1689 | 1.4678 | 0.9949 |
| Largest Winning Trade | 473015 | 473015 | 62246 | 284031 | 284031 | 137628 |
| Largest Losing Trade | -52440 | -43178 | -52440 | -124226 | -124226 | -122134 |
| Avg Bars in Trades | 151 | 128 | 175 | 151 | 128 | 175 |
| Avg Bars in Winners | 209 | 155 | 281 | 209 | 155 | 281 |
| Avg Bars in Losers | 99 | 96 | 101 | 99 | 96 | 101 |
| Bars Traded | 10469 | 4494 | 5976 | 10469 | 4494 | 5976 |
| Profit Streak | 75.6904 | 85.0237 | 0 | 75.6904 | 85.0237 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -96584 | 535845 | -582559 | -563371 | -94598 | -584226 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603137600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803649752,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 95,
"offset": 0,
"std": 1.20035
}
}
}
{
"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": [
[
559302.1293727141,
599922.1728182889,
-40620.0434455749,
82383.5295411396,
306952.4354009167,
-224568.9058597772
],
[
559.302129,
599.922173,
-40.620043,
82.38353,
306.952435,
-224.568906
],
[
0.305018,
0.32717,
-0.022152,
0.032778,
0.076571,
0
],
[
156.947292,
156.947292,
156.947292,
156.947292,
156.947292,
156.947292
],
[
-97395,
-52998,
-134403,
-297912,
-164623,
-364833
],
[
1.925024,
3.964989,
0.89903,
1.071455,
1.743039,
0.696462
],
[
69,
35,
34,
69,
35,
34
],
[
33,
19,
14,
33,
19,
14
],
[
36,
16,
20,
36,
16,
20
],
[
47.826087,
54.285714,
41.176471,
47.826087,
54.285714,
41.176471
],
[
2.100026,
3.338938,
1.284329,
1.16886,
1.467823,
0.994946
],
[
473015,
473015,
62246,
284031,
284031,
137628
],
[
-52440,
-43178,
-52440,
-124226,
-124226,
-122134
],
[
151,
128,
175,
151,
128,
175
],
[
209,
155,
281,
209,
155,
281
],
[
99,
96,
101,
99,
96,
101
],
[
10469,
4494,
5976,
10469,
4494,
5976
],
[
75.690391,
85.023724,
0,
75.690391,
85.023724,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96584,
535845,
-582559,
-563371,
-94598,
-584226
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603137600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803649752,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 95,
"offset": 0,
"std": 1.20035
}
}
}
| # | 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) |
|---|