| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 456915.3744 | 499762.4528 | -42847.0784 | -58232.663 | 116665.9834 | -174898.6464 |
| Total P&L (%) | 456.9154 | 499.7625 | -42.8471 | -58.2327 | 116.666 | -174.8986 |
| Avg Daily Profit (%) | 0.2474 | 0.2706 | -0.0232 | -0.0473 | 0.0419 | 0 |
| Buy And Hold Return (%) | 101.8606 | 101.8606 | 101.8606 | 101.8606 | 101.8606 | 101.8606 |
| Max Trade Drawdown | -161364 | -63969 | -140637 | -250244 | -115588 | -213122 |
| Profit Factor | 1.6736 | 3.1118 | 0.903 | 0.9362 | 1.3403 | 0.6928 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 52.6882 | 53.1915 | 52.1739 | 52.6882 | 53.1915 | 52.1739 |
| Ratio Avg Win / Avg Loss | 1.5028 | 2.7384 | 0.8277 | 0.8406 | 1.1794 | 0.6351 |
| Largest Winning Trade | 442394 | 442394 | 46870 | 166952 | 166952 | 57214 |
| Largest Losing Trade | -84127 | -34920 | -84127 | -98925 | -70032 | -98925 |
| Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
| Avg Bars in Winners | 40 | 35 | 45 | 40 | 35 | 45 |
| Avg Bars in Losers | 35 | 40 | 30 | 35 | 40 | 30 |
| Bars Traded | 3545 | 1772 | 1772 | 3545 | 1772 | 1772 |
| Profit Streak | 28.0241 | 28.0241 | 77.5241 | 28.0241 | 28.0241 | 77.5241 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396447 | 496400 | -579458 | -579171 | -256171 | -579458 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605830400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759883680364,
"expiration_time": 1764625824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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": [
[
456915.3743751313,
499762.4527800636,
-42847.0784049325,
-58232.663046226,
116665.9833595031,
-174898.6464057291
],
[
456.915374,
499.762453,
-42.847078,
-58.232663,
116.665983,
-174.898646
],
[
0.247382,
0.270581,
-0.023198,
-0.047258,
0.041871,
0
],
[
101.860633,
101.860633,
101.860633,
101.860633,
101.860633,
101.860633
],
[
-161364,
-63969,
-140637,
-250244,
-115588,
-213122
],
[
1.673595,
3.111779,
0.902988,
0.936162,
1.340259,
0.692792
],
[
93,
47,
46,
93,
47,
46
],
[
49,
25,
24,
49,
25,
24
],
[
44,
22,
22,
44,
22,
22
],
[
52.688172,
53.191489,
52.173913,
52.688172,
53.191489,
52.173913
],
[
1.50282,
2.738366,
0.827739,
0.840635,
1.179428,
0.635059
],
[
442394,
442394,
46870,
166952,
166952,
57214
],
[
-84127,
-34920,
-84127,
-98925,
-70032,
-98925
],
[
38,
37,
38,
38,
37,
38
],
[
40,
35,
45,
40,
35,
45
],
[
35,
40,
30,
35,
40,
30
],
[
3545,
1772,
1772,
3545,
1772,
1772
],
[
28.024078,
28.024078,
77.524078,
28.024078,
28.024078,
77.524078
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396447,
496400,
-579458,
-579171,
-256171,
-579458
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605830400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759883680364,
"expiration_time": 1764625824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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) |
|---|