| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 305894.2543 | 329221.0875 | -23326.8332 | 11449.2756 | 81852.5536 | -70403.2779 |
| Total P&L (%) | 305.8943 | 329.2211 | -23.3268 | 11.4493 | 81.8526 | -70.4033 |
| Avg Daily Profit (%) | 0.1668 | 0.1795 | -0.0127 | 0.0059 | 0.0326 | -0.0664 |
| Buy And Hold Return (%) | 98.0162 | 98.0162 | 98.0162 | 98.0162 | 98.0162 | 98.0162 |
| Max Trade Drawdown | -127057 | -103438 | -72514 | -84403 | -61087 | -36228 |
| Profit Factor | 1.6445 | 2.6641 | 0.9157 | 1.0434 | 1.8147 | 0.5684 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Profitability (%) | 53.125 | 56.25 | 50 | 53.125 | 56.25 | 50 |
| Ratio Avg Win / Avg Loss | 1.451 | 2.072 | 0.9157 | 0.9207 | 1.4114 | 0.5684 |
| Largest Winning Trade | 224944 | 224944 | 38889 | 72591 | 72591 | 15474 |
| Largest Losing Trade | -75494 | -37694 | -75494 | -75494 | -36313 | -75494 |
| Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
| Avg Bars in Winners | 52 | 41 | 64 | 52 | 41 | 64 |
| Avg Bars in Losers | 55 | 56 | 54 | 55 | 56 | 54 |
| Bars Traded | 3438 | 1539 | 1899 | 3438 | 1539 | 1899 |
| Profit Streak | 230.5783 | 230.5783 | 355.0783 | 230.5783 | 230.5783 | 355.0783 |
| Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -135784 | 399747 | -579408 | -667237 | -311399 | -579408 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1606176000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894765076,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 137,
"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": [
[
305894.2543254844,
329221.0875006769,
-23326.8331751927,
11449.2756264991,
81852.5535755983,
-70403.2779490992
],
[
305.894254,
329.221088,
-23.326833,
11.449276,
81.852554,
-70.403278
],
[
0.166791,
0.17951,
-0.012719,
0.005911,
0.032613,
-0.066363
],
[
98.016191,
98.016191,
98.016191,
98.016191,
98.016191,
98.016191
],
[
-127057,
-103438,
-72514,
-84403,
-61087,
-36228
],
[
1.644506,
2.66405,
0.915719,
1.043437,
1.814701,
0.568373
],
[
64,
32,
32,
64,
32,
32
],
[
34,
18,
16,
34,
18,
16
],
[
30,
14,
16,
30,
14,
16
],
[
53.125,
56.25,
50,
53.125,
56.25,
50
],
[
1.451035,
2.072039,
0.915719,
0.92068,
1.411434,
0.568373
],
[
224944,
224944,
38889,
72591,
72591,
15474
],
[
-75494,
-37694,
-75494,
-75494,
-36313,
-75494
],
[
53,
48,
59,
53,
48,
59
],
[
52,
41,
64,
52,
41,
64
],
[
55,
56,
54,
55,
56,
54
],
[
3438,
1539,
1899,
3438,
1539,
1899
],
[
230.578299,
230.578299,
355.078299,
230.578299,
230.578299,
355.078299
],
[
2,
1,
6,
2,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-135784,
399747,
-579408,
-667237,
-311399,
-579408
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1606176000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894765076,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 137,
"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) |
|---|