| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 882985.1754 | 836759.6161 | 46225.5593 | 742656.2443 | 904496.6004 | -161840.356 |
| Total P&L (%) | 882.9852 | 836.7596 | 46.2256 | 742.6562 | 904.4966 | -161.8404 |
| Avg Daily Profit (%) | 0.4815 | 0.4563 | 0.0252 | 0.1163 | 0.1259 | 0 |
| Buy And Hold Return (%) | 170.6942 | 170.6942 | 170.6942 | 170.6942 | 170.6942 | 170.6942 |
| Max Trade Drawdown | -84240 | -75784 | -56421 | -481218 | -335449 | -321337 |
| Profit Factor | 3.0041 | 5.4659 | 1.1826 | 1.3509 | 2.1031 | 0.8752 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 41.5385 | 39.3939 | 43.75 | 41.5385 | 39.3939 | 43.75 |
| Ratio Avg Win / Avg Loss | 4.228 | 8.4091 | 1.5204 | 1.9013 | 3.2356 | 1.1252 |
| Largest Winning Trade | 730732 | 730732 | 61234 | 602477 | 602477 | 339489 |
| Largest Losing Trade | -52708 | -29005 | -52708 | -234979 | -151986 | -234979 |
| Avg Bars in Trades | 161 | 142 | 180 | 161 | 142 | 180 |
| Avg Bars in Winners | 266 | 218 | 311 | 266 | 218 | 311 |
| Avg Bars in Losers | 86 | 93 | 78 | 86 | 93 | 78 |
| Bars Traded | 10472 | 4707 | 5765 | 10472 | 4707 | 5765 |
| Profit Streak | 80.9272 | 87.4272 | 0 | 80.9272 | 87.4272 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -124046 | 480738 | -346046 | -176732 | -25254 | -581574 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603440000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758924912062,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 214,
"offset": 0,
"std": 1.08064
}
}
}
{
"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": [
[
882985.1754234507,
836759.6160978104,
46225.5593256405,
742656.2443255971,
904496.6003590679,
-161840.3560334708
],
[
882.985175,
836.759616,
46.225559,
742.656244,
904.4966,
-161.840356
],
[
0.48154,
0.456331,
0.025209,
0.116304,
0.125896,
0
],
[
170.694181,
170.694181,
170.694181,
170.694181,
170.694181,
170.694181
],
[
-84240,
-75784,
-56421,
-481218,
-335449,
-321337
],
[
3.004107,
5.465909,
1.18255,
1.350908,
2.103124,
0.875166
],
[
65,
33,
32,
65,
33,
32
],
[
27,
13,
14,
27,
13,
14
],
[
38,
20,
18,
38,
20,
18
],
[
41.538462,
39.393939,
43.75,
41.538462,
39.393939,
43.75
],
[
4.228002,
8.40909,
1.520421,
1.901278,
3.235576,
1.125213
],
[
730732,
730732,
61234,
602477,
602477,
339489
],
[
-52708,
-29005,
-52708,
-234979,
-151986,
-234979
],
[
161,
142,
180,
161,
142,
180
],
[
266,
218,
311,
266,
218,
311
],
[
86,
93,
78,
86,
93,
78
],
[
10472,
4707,
5765,
10472,
4707,
5765
],
[
80.927223,
87.427223,
0,
80.927223,
87.427223,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-124046,
480738,
-346046,
-176732,
-25254,
-581574
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603440000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758924912062,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 214,
"offset": 0,
"std": 1.08064
}
}
}
| # | 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) |
|---|