| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 442401.6935 | 388946.6853 | 53455.0082 | -91457.9289 | 68399.7098 | -159857.6386 |
| Total P&L (%) | 442.4017 | 388.9467 | 53.455 | -91.4579 | 68.3997 | -159.8576 |
| Avg Daily Profit (%) | 0.2413 | 0.2121 | 0.0292 | -0.1341 | 0.0284 | 0 |
| Buy And Hold Return (%) | 148.3838 | 148.3838 | 148.3838 | 148.3838 | 148.3838 | 148.3838 |
| Max Trade Drawdown | -150647 | -79107 | -178074 | -161512 | -6963 | -185244 |
| Profit Factor | 1.4273 | 1.9037 | 1.0884 | 0.6256 | 3.2388 | 0.252 |
| Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
| Winning Trades | 233 | 115 | 118 | 233 | 115 | 118 |
| Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Profitability (%) | 77.6667 | 76.6667 | 78.6667 | 77.6667 | 76.6667 | 78.6667 |
| Ratio Avg Win / Avg Loss | 0.4104 | 0.5794 | 0.2951 | 0.1799 | 0.9857 | 0.0683 |
| Largest Winning Trade | 50520 | 50520 | 23443 | 17309 | 17309 | 8787 |
| Largest Losing Trade | -99471 | -38000 | -99471 | -97447 | -6963 | -97447 |
| Avg Bars in Trades | 23 | 23 | 22 | 23 | 23 | 22 |
| Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
| Avg Bars in Losers | 52 | 55 | 50 | 52 | 55 | 50 |
| Bars Traded | 7013 | 3575 | 3438 | 7013 | 3575 | 3438 |
| Profit Streak | 13.0434 | 0 | 41.0434 | 13.0434 | 0 | 41.0434 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362970 | 326820 | -439220 | -574736 | -313305 | -575288 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7335,
"evaluation_days": 1833.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605247200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758826945874,
"expiration_time": 1763468280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 151,
"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": [
[
442401.693464365,
388946.6852527811,
53455.0082115837,
-91457.9288696134,
68399.7097746529,
-159857.6386442662
],
[
442.401693,
388.946685,
53.455008,
-91.457929,
68.39971,
-159.857639
],
[
0.241255,
0.212105,
0.029151,
-0.13407,
0.028425,
0
],
[
148.383752,
148.383752,
148.383752,
148.383752,
148.383752,
148.383752
],
[
-150647,
-79107,
-178074,
-161512,
-6963,
-185244
],
[
1.427293,
1.903655,
1.088364,
0.62559,
3.238825,
0.252025
],
[
300,
150,
150,
300,
150,
150
],
[
233,
115,
118,
233,
115,
118
],
[
67,
35,
32,
67,
35,
32
],
[
77.666667,
76.666667,
78.666667,
77.666667,
76.666667,
78.666667
],
[
0.410423,
0.579373,
0.295149,
0.179891,
0.985729,
0.068346
],
[
50520,
50520,
23443,
17309,
17309,
8787
],
[
-99471,
-38000,
-99471,
-97447,
-6963,
-97447
],
[
23,
23,
22,
23,
23,
22
],
[
14,
14,
15,
14,
14,
15
],
[
52,
55,
50,
52,
55,
50
],
[
7013,
3575,
3438,
7013,
3575,
3438
],
[
13.043355,
0,
41.043355,
13.043355,
0,
41.043355
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362970,
326820,
-439220,
-574736,
-313305,
-575288
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7335,
"evaluation_days": 1833.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605247200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758826945874,
"expiration_time": 1763468280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 151,
"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) |
|---|