| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108663.3922 | 98541.9446 | 10121.4476 | 14287.3192 | 146456.8623 | -132169.5431 |
| Total P&L (%) | 108.6634 | 98.5419 | 10.1214 | 14.2873 | 146.4569 | -132.1695 |
| Avg Daily Profit (%) | 0.2086 | 0.1892 | 0.0194 | 0.0256 | 0.1733 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87992 | -48035 | -81963 | -197998 | -55204 | -201512 |
| Profit Factor | 1.3397 | 1.8235 | 1.0506 | 1.0289 | 2.1385 | 0.6382 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Profitability (%) | 69.2308 | 71.1111 | 67.3913 | 69.2308 | 71.1111 | 67.3913 |
| Ratio Avg Win / Avg Loss | 0.5954 | 0.7408 | 0.5083 | 0.4573 | 0.8688 | 0.3088 |
| Largest Winning Trade | 26706 | 25189 | 26706 | 47572 | 47572 | 24164 |
| Largest Losing Trade | -64017 | -33386 | -64017 | -149573 | -42413 | -149573 |
| Avg Bars in Trades | 268 | 278 | 259 | 268 | 278 | 259 |
| Avg Bars in Winners | 207 | 199 | 216 | 207 | 199 | 216 |
| Avg Bars in Losers | 405 | 473 | 346 | 405 | 473 | 346 |
| Bars Traded | 24449 | 12533 | 11916 | 24449 | 12533 | 11916 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316777 | 375996 | -493719 | -378942 | 393002 | -579018 |
{
"trading_pair": "UNI_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714397400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758935728719,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 190,
"offset": 0,
"a": 0.56055
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 205,
"offset": 168
}
}
} {
"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": [
[
108663.3921694243,
98541.9445647169,
10121.4476047074,
14287.3192277562,
146456.8623132165,
-132169.5430854603
],
[
108.663392,
98.541945,
10.121448,
14.287319,
146.456862,
-132.169543
],
[
0.208635,
0.189202,
0.019433,
0.025644,
0.173338,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-87992,
-48035,
-81963,
-197998,
-55204,
-201512
],
[
1.339704,
1.823452,
1.050555,
1.028923,
2.138497,
0.638231
],
[
91,
45,
46,
91,
45,
46
],
[
63,
32,
31,
63,
32,
31
],
[
28,
13,
15,
28,
13,
15
],
[
69.230769,
71.111111,
67.391304,
69.230769,
71.111111,
67.391304
],
[
0.595424,
0.740777,
0.508333,
0.457299,
0.868764,
0.308821
],
[
26706,
25189,
26706,
47572,
47572,
24164
],
[
-64017,
-33386,
-64017,
-149573,
-42413,
-149573
],
[
268,
278,
259,
268,
278,
259
],
[
207,
199,
216,
207,
199,
216
],
[
405,
473,
346,
405,
473,
346
],
[
24449,
12533,
11916,
24449,
12533,
11916
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316777,
375996,
-493719,
-378942,
393002,
-579018
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714397400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758935728719,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 190,
"offset": 0,
"a": 0.56055
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 205,
"offset": 168
}
}
}
| # | 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) |
|---|