| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1017902.7024 | 870113.1971 | 147789.5053 | 7370104.0181 | 5027786.8607 | 2342317.1574 |
| Total P&L (%) | 1017.9027 | 870.1132 | 147.7895 | 7370.104 | 5027.7869 | 2342.3172 |
| Avg Daily Profit (%) | 0.5537 | 0.4733 | 0.0804 | 0.2349 | 0.2144 | 0.174 |
| Buy And Hold Return (%) | 99.6444 | 99.6444 | 99.6444 | 99.6444 | 99.6444 | 99.6444 |
| Max Trade Drawdown | -88657 | -61404 | -53406 | -338257 | -275122 | -196154 |
| Profit Factor | 4.2988 | 6.4495 | 1.9926 | 5.7932 | 6.7435 | 4.5369 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 39.7436 | 35.8974 | 43.5897 | 39.7436 | 35.8974 | 43.5897 |
| Ratio Avg Win / Avg Loss | 6.5176 | 11.517 | 2.5786 | 8.7832 | 12.042 | 5.8713 |
| Largest Winning Trade | 650050 | 650050 | 59300 | 2808124 | 2808124 | 1819333 |
| Largest Losing Trade | -27441 | -27441 | -17634 | -230610 | -230610 | -95758 |
| Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
| Avg Bars in Winners | 95 | 102 | 89 | 95 | 102 | 89 |
| Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
| Bars Traded | 3447 | 1677 | 1770 | 3447 | 1677 | 1770 |
| Profit Streak | 0 | 0 | 327.5226 | 0 | 0 | 327.5226 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24424 | 483767 | -98803 | -26053 | 404109 | 495516 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3677,
"evaluation_days": 1838.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605830400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759105955983,
"expiration_time": 1763869392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
1017902.7024232973,
870113.197115838,
147789.5053074597,
7370104.018089019,
5027786.860651907,
2342317.1574371117
],
[
1017.902702,
870.113197,
147.789505,
7370.104018,
5027.786861,
2342.317157
],
[
0.553659,
0.473273,
0.080386,
0.234896,
0.214386,
0.173963
],
[
99.644367,
99.644367,
99.644367,
99.644367,
99.644367,
99.644367
],
[
-88657,
-61404,
-53406,
-338257,
-275122,
-196154
],
[
4.298849,
6.449536,
1.992571,
5.793162,
6.74354,
4.536921
],
[
78,
39,
39,
78,
39,
39
],
[
31,
14,
17,
31,
14,
17
],
[
47,
25,
22,
47,
25,
22
],
[
39.74359,
35.897436,
43.589744,
39.74359,
35.897436,
43.589744
],
[
6.51761,
11.517028,
2.578622,
8.783182,
12.042035,
5.87131
],
[
650050,
650050,
59300,
2808124,
2808124,
1819333
],
[
-27441,
-27441,
-17634,
-230610,
-230610,
-95758
],
[
44,
43,
45,
44,
43,
45
],
[
95,
102,
89,
95,
102,
89
],
[
10,
9,
11,
10,
9,
11
],
[
3447,
1677,
1770,
3447,
1677,
1770
],
[
0,
0,
327.522639,
0,
0,
327.522639
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24424,
483767,
-98803,
-26053,
404109,
495516
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3677,
"evaluation_days": 1838.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605830400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759105955983,
"expiration_time": 1763869392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|