| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 815746.3325 | 739825.6653 | 75920.6672 | 1234555.5579 | 959786.336 | 274769.2218 |
| Total P&L (%) | 815.7463 | 739.8257 | 75.9207 | 1234.5556 | 959.7863 | 274.7692 |
| Avg Daily Profit (%) | 0.4424 | 0.4012 | 0.0412 | 0.1406 | 0.1281 | 0.0717 |
| Buy And Hold Return (%) | 174.5273 | 174.5273 | 174.5273 | 174.5273 | 174.5273 | 174.5273 |
| Max Trade Drawdown | -129075 | -126700 | -58182 | -794992 | -634993 | -392258 |
| Profit Factor | 3.0779 | 4.5312 | 1.4147 | 1.5855 | 1.9014 | 1.2632 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 44.7368 | 43.2432 |
| Ratio Avg Win / Avg Loss | 3.9174 | 5.5974 | 1.8568 | 2.0179 | 2.3488 | 1.658 |
| Largest Winning Trade | 629832 | 629832 | 55459 | 600315 | 600315 | 410333 |
| Largest Losing Trade | -27499 | -27499 | -25899 | -200932 | -168565 | -200932 |
| Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
| Avg Bars in Winners | 69 | 66 | 73 | 69 | 66 | 73 |
| Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
| Bars Traded | 3536 | 1870 | 1667 | 3536 | 1870 | 1667 |
| Profit Streak | 87.1129 | 151.6129 | 0 | 87.1129 | 151.6129 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -48685 | 508623 | -304414 | -65012 | -20050 | -108623 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3688,
"evaluation_days": 1844,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603584000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759588956882,
"expiration_time": 1764358848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 172,
"offset": 0,
"std": 4.42909
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 47,
"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": [
[
815746.3324810801,
739825.6652565199,
75920.66722456,
1234555.5578805264,
959786.336040163,
274769.2218403635
],
[
815.746332,
739.825665,
75.920667,
1234.555558,
959.786336,
274.769222
],
[
0.442379,
0.401207,
0.041172,
0.140618,
0.1281,
0.071671
],
[
174.527298,
174.527298,
174.527298,
174.527298,
174.527298,
174.527298
],
[
-129075,
-126700,
-58182,
-794992,
-634993,
-392258
],
[
3.077933,
4.531192,
1.414721,
1.585466,
1.901418,
1.263209
],
[
75,
38,
37,
75,
38,
37
],
[
33,
17,
16,
33,
17,
16
],
[
42,
21,
21,
42,
21,
21
],
[
44,
44.736842,
43.243243,
44,
44.736842,
43.243243
],
[
3.917369,
5.597354,
1.856822,
2.017865,
2.348811,
1.657961
],
[
629832,
629832,
55459,
600315,
600315,
410333
],
[
-27499,
-27499,
-25899,
-200932,
-168565,
-200932
],
[
47,
49,
45,
47,
49,
45
],
[
69,
66,
73,
69,
66,
73
],
[
29,
34,
23,
29,
34,
23
],
[
3536,
1870,
1667,
3536,
1870,
1667
],
[
87.112927,
151.612927,
0,
87.112927,
151.612927,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-48685,
508623,
-304414,
-65012,
-20050,
-108623
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3688,
"evaluation_days": 1844,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603584000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759588956882,
"expiration_time": 1764358848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 172,
"offset": 0,
"std": 4.42909
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 47,
"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) |
|---|