| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 215856.2756 | 280374.7417 | -64518.466 | -56974.8275 | 131953.9706 | -188928.7981 |
| Total P&L (%) | 215.8563 | 280.3747 | -64.5185 | -56.9748 | 131.954 | -188.9288 |
| Avg Daily Profit (%) | 0.1166 | 0.1515 | -0.0349 | -0.0456 | 0.0455 | 0 |
| Buy And Hold Return (%) | 11.9094 | 11.9094 | 11.9094 | 11.9094 | 11.9094 | 11.9094 |
| Max Trade Drawdown | -250036 | -76583 | -201186 | -265873 | -130219 | -250059 |
| Profit Factor | 1.1323 | 1.3922 | 0.9297 | 0.9721 | 1.1467 | 0.8348 |
| Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
| Winning Trades | 185 | 92 | 93 | 185 | 92 | 93 |
| Losing Trades | 186 | 94 | 92 | 186 | 94 | 92 |
| Profitability (%) | 49.8652 | 49.4624 | 50.2703 | 49.8652 | 49.4624 | 50.2703 |
| Ratio Avg Win / Avg Loss | 1.1384 | 1.4225 | 0.9197 | 0.9774 | 1.1717 | 0.8258 |
| Largest Winning Trade | 54612 | 54612 | 52124 | 46845 | 46070 | 46845 |
| Largest Losing Trade | -47630 | -22509 | -47630 | -101755 | -51742 | -101755 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 5507 | 2760 | 2747 | 5507 | 2760 | 2747 |
| 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 | -110186 | 300272 | -580051 | -578613 | -190824 | -580051 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5553,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1600963200000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760223014120,
"expiration_time": 1764996192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.61471
}
}
} {
"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": [
[
215856.27564025,
280374.7416544186,
-64518.4660141688,
-56974.8274748487,
131953.9706096289,
-188928.7980844773
],
[
215.856276,
280.374742,
-64.518466,
-56.974827,
131.953971,
-188.928798
],
[
0.116616,
0.151472,
-0.034856,
-0.045553,
0.045465,
0
],
[
11.909373,
11.909373,
11.909373,
11.909373,
11.909373,
11.909373
],
[
-250036,
-76583,
-201186,
-265873,
-130219,
-250059
],
[
1.132267,
1.392229,
0.929654,
0.972107,
1.146729,
0.83475
],
[
371,
186,
185,
371,
186,
185
],
[
185,
92,
93,
185,
92,
93
],
[
186,
94,
92,
186,
94,
92
],
[
49.865229,
49.462366,
50.27027,
49.865229,
49.462366,
50.27027
],
[
1.138387,
1.422495,
0.919657,
0.977361,
1.171658,
0.825774
],
[
54612,
54612,
52124,
46845,
46070,
46845
],
[
-47630,
-22509,
-47630,
-101755,
-51742,
-101755
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
5507,
2760,
2747,
5507,
2760,
2747
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-110186,
300272,
-580051,
-578613,
-190824,
-580051
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5553,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1600963200000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760223014120,
"expiration_time": 1764996192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.61471
}
}
}
| # | 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) |
|---|