| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 860926.4292 | 756429.1018 | 104497.3274 | 2589643.3855 | 2336896.5302 | 252746.8552 |
| Total P&L (%) | 860.9264 | 756.4291 | 104.4973 | 2589.6434 | 2336.8965 | 252.7469 |
| Avg Daily Profit (%) | 0.4695 | 0.4125 | 0.057 | 0.1797 | 0.1743 | 0.0688 |
| Buy And Hold Return (%) | 248.1197 | 248.1197 | 248.1197 | 248.1197 | 248.1197 | 248.1197 |
| Max Trade Drawdown | -98748 | -84405 | -50775 | -1038500 | -415308 | -1220975 |
| Profit Factor | 3.4607 | 5.6497 | 1.5583 | 1.8499 | 3.9124 | 1.1126 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 50.8197 | 48.3871 | 53.3333 | 50.8197 | 48.3871 | 53.3333 |
| Ratio Avg Win / Avg Loss | 3.3491 | 6.0263 | 1.3635 | 1.7903 | 4.1732 | 0.9735 |
| Largest Winning Trade | 575195 | 575195 | 61208 | 1209085 | 647443 | 1209085 |
| Largest Losing Trade | -43404 | -43404 | -40167 | -1020547 | -265818 | -1020547 |
| Avg Bars in Trades | 171 | 164 | 179 | 171 | 164 | 179 |
| Avg Bars in Winners | 247 | 233 | 259 | 247 | 233 | 259 |
| Avg Bars in Losers | 94 | 99 | 89 | 94 | 99 | 89 |
| Bars Traded | 10491 | 5094 | 5397 | 10491 | 5094 | 5397 |
| Profit Streak | 78.0174 | 86.3507 | 0 | 78.0174 | 86.3507 | 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 | -151068 | 552646 | -280553 | -153960 | 543927 | -359026 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019099141,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 245,
"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": [
[
860926.429241036,
756429.1018451067,
104497.3273959293,
2589643.385476815,
2336896.5302350624,
252746.855241753
],
[
860.926429,
756.429102,
104.497327,
2589.643385,
2336.89653,
252.746855
],
[
0.46951,
0.412522,
0.056988,
0.179692,
0.1743,
0.06877
],
[
248.119658,
248.119658,
248.119658,
248.119658,
248.119658,
248.119658
],
[
-98748,
-84405,
-50775,
-1038500,
-415308,
-1220975
],
[
3.460729,
5.649655,
1.558268,
1.849949,
3.912416,
1.112611
],
[
61,
31,
30,
61,
31,
30
],
[
31,
15,
16,
31,
15,
16
],
[
30,
16,
14,
30,
16,
14
],
[
50.819672,
48.387097,
53.333333,
50.819672,
48.387097,
53.333333
],
[
3.349092,
6.026299,
1.363484,
1.790273,
4.173243,
0.973534
],
[
575195,
575195,
61208,
1209085,
647443,
1209085
],
[
-43404,
-43404,
-40167,
-1020547,
-265818,
-1020547
],
[
171,
164,
179,
171,
164,
179
],
[
247,
233,
259,
247,
233,
259
],
[
94,
99,
89,
94,
99,
89
],
[
10491,
5094,
5397,
10491,
5094,
5397
],
[
78.017351,
86.350684,
0,
78.017351,
86.350684,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151068,
552646,
-280553,
-153960,
543927,
-359026
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019099141,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 245,
"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) |
|---|