| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 945947.6419 | 865693.5289 | 80254.113 | 1835906.2569 | 1654449.9448 | 181456.3122 |
| Total P&L (%) | 945.9476 | 865.6935 | 80.2541 | 1835.9063 | 1654.4499 | 181.4563 |
| Avg Daily Profit (%) | 0.5141 | 0.4705 | 0.0436 | 0.1612 | 0.1558 | 0.0563 |
| Buy And Hold Return (%) | 84.7642 | 84.7642 | 84.7642 | 84.7642 | 84.7642 | 84.7642 |
| Max Trade Drawdown | -81157 | -75873 | -43104 | -863119 | -436244 | -988902 |
| Profit Factor | 3.5062 | 6.1307 | 1.3845 | 1.5259 | 2.2912 | 1.0821 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 35.2941 | 29.4118 | 41.1765 | 35.2941 | 29.4118 | 41.1765 |
| Ratio Avg Win / Avg Loss | 6.4281 | 14.7137 | 1.9779 | 2.7975 | 5.4989 | 1.5459 |
| Largest Winning Trade | 748390 | 748390 | 51502 | 933362 | 672723 | 933362 |
| Largest Losing Trade | -29099 | -25792 | -29099 | -772645 | -290343 | -772645 |
| Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
| Avg Bars in Winners | 103 | 111 | 97 | 103 | 111 | 97 |
| Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
| Bars Traded | 3452 | 1697 | 1755 | 3452 | 1697 | 1755 |
| Profit Streak | 0 | 0 | 38.2352 | 0 | 0 | 38.2352 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -102074 | 305650 | -301620 | -109215 | 58848 | -255729 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3680,
"evaluation_days": 1840,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605398400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759253917540,
"expiration_time": 1764002880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 9,
"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": [
[
945947.6418990474,
865693.5288559434,
80254.1130431041,
1835906.256908394,
1654449.9447542857,
181456.3121541083
],
[
945.947642,
865.693529,
80.254113,
1835.906257,
1654.449945,
181.456312
],
[
0.514102,
0.470486,
0.043616,
0.161171,
0.155814,
0.056255
],
[
84.764154,
84.764154,
84.764154,
84.764154,
84.764154,
84.764154
],
[
-81157,
-75873,
-43104,
-863119,
-436244,
-988902
],
[
3.506234,
6.130711,
1.384524,
1.525928,
2.291202,
1.082127
],
[
68,
34,
34,
68,
34,
34
],
[
24,
10,
14,
24,
10,
14
],
[
44,
24,
20,
44,
24,
20
],
[
35.294118,
29.411765,
41.176471,
35.294118,
29.411765,
41.176471
],
[
6.428096,
14.713705,
1.977892,
2.797535,
5.498885,
1.545895
],
[
748390,
748390,
51502,
933362,
672723,
933362
],
[
-29099,
-25792,
-29099,
-772645,
-290343,
-772645
],
[
50,
49,
51,
50,
49,
51
],
[
103,
111,
97,
103,
111,
97
],
[
22,
24,
19,
22,
24,
19
],
[
3452,
1697,
1755,
3452,
1697,
1755
],
[
0,
0,
38.235157,
0,
0,
38.235157
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102074,
305650,
-301620,
-109215,
58848,
-255729
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3680,
"evaluation_days": 1840,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605398400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759253917540,
"expiration_time": 1764002880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 9,
"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) |
|---|