| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 474632.5495 | 527675.1182 | -53042.5687 | -18291.7673 | 271465.3326 | -289757.0999 |
| Total P&L (%) | 474.6325 | 527.6751 | -53.0426 | -18.2918 | 271.4653 | -289.7571 |
| Avg Daily Profit (%) | 0.2588 | 0.2878 | -0.0289 | -0.011 | 0.0716 | 0 |
| Buy And Hold Return (%) | 171.301 | 171.301 | 171.301 | 171.301 | 171.301 | 171.301 |
| Max Trade Drawdown | -194056 | -78000 | -132524 | -1075975 | -594381 | -481593 |
| Profit Factor | 1.7655 | 2.8346 | 0.8404 | 0.9934 | 1.1908 | 0.7842 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
| Ratio Avg Win / Avg Loss | 2.4446 | 3.9248 | 1.1637 | 1.3755 | 1.6487 | 1.0859 |
| Largest Winning Trade | 443904 | 443904 | 40854 | 422336 | 422336 | 241256 |
| Largest Losing Trade | -55924 | -40697 | -55924 | -446031 | -446031 | -289394 |
| Avg Bars in Trades | 109 | 124 | 94 | 109 | 124 | 94 |
| Avg Bars in Winners | 153 | 165 | 141 | 153 | 165 | 141 |
| Avg Bars in Losers | 78 | 94 | 61 | 78 | 94 | 61 |
| Bars Traded | 6796 | 3852 | 2944 | 6796 | 3852 | 2944 |
| Profit Streak | 76.4094 | 94.4094 | 0 | 76.4094 | 94.4094 | 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 | -153199 | 307515 | -582287 | -740467 | -119216 | -582287 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7335,
"evaluation_days": 1833.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603519200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758793768728,
"expiration_time": 1763468280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 103,
"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": [
[
474632.5494899082,
527675.1182075233,
-53042.5687176155,
-18291.7672527033,
271465.3326296552,
-289757.0998823582
],
[
474.632549,
527.675118,
-53.042569,
-18.291767,
271.465333,
-289.7571
],
[
0.258832,
0.287757,
-0.028926,
-0.011016,
0.071589,
0
],
[
171.301046,
171.301046,
171.301046,
171.301046,
171.301046,
171.301046
],
[
-194056,
-78000,
-132524,
-1075975,
-594381,
-481593
],
[
1.765527,
2.834592,
0.840417,
0.993387,
1.190753,
0.784243
],
[
62,
31,
31,
62,
31,
31
],
[
26,
13,
13,
26,
13,
13
],
[
36,
18,
18,
36,
18,
18
],
[
41.935484,
41.935484,
41.935484,
41.935484,
41.935484,
41.935484
],
[
2.444575,
3.92482,
1.163655,
1.375459,
1.648735,
1.085875
],
[
443904,
443904,
40854,
422336,
422336,
241256
],
[
-55924,
-40697,
-55924,
-446031,
-446031,
-289394
],
[
109,
124,
94,
109,
124,
94
],
[
153,
165,
141,
153,
165,
141
],
[
78,
94,
61,
78,
94,
61
],
[
6796,
3852,
2944,
6796,
3852,
2944
],
[
76.40936,
94.40936,
0,
76.40936,
94.40936,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-153199,
307515,
-582287,
-740467,
-119216,
-582287
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7335,
"evaluation_days": 1833.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603519200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758793768728,
"expiration_time": 1763468280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 103,
"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) |
|---|