| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 706157.9992 | 715385.4647 | -9227.4655 | 171037.989 | 381164.8554 | -210126.8664 |
| Total P&L (%) | 706.158 | 715.3855 | -9.2275 | 171.038 | 381.1649 | -210.1269 |
| Avg Daily Profit (%) | 0.3836 | 0.3886 | -0.005 | 0.0542 | 0.0854 | 0 |
| Buy And Hold Return (%) | 141.0857 | 141.0857 | 141.0857 | 141.0857 | 141.0857 | 141.0857 |
| Max Trade Drawdown | -125315 | -113649 | -72074 | -1038697 | -817006 | -461601 |
| Profit Factor | 2.1885 | 3.4161 | 0.969 | 1.052 | 1.224 | 0.8675 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 35.0649 | 35.8974 | 34.2105 | 35.0649 | 35.8974 | 34.2105 |
| Ratio Avg Win / Avg Loss | 4.0528 | 6.1002 | 1.8635 | 1.9482 | 2.1856 | 1.6683 |
| Largest Winning Trade | 642106 | 642106 | 52254 | 679460 | 679460 | 313247 |
| Largest Losing Trade | -36892 | -28885 | -36892 | -305027 | -305027 | -235418 |
| Avg Bars in Trades | 68 | 65 | 70 | 68 | 65 | 70 |
| Avg Bars in Winners | 123 | 122 | 125 | 123 | 122 | 125 |
| Avg Bars in Losers | 38 | 33 | 42 | 38 | 33 | 42 |
| Bars Traded | 5241 | 2551 | 2690 | 5241 | 2551 | 2690 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -39644 | 339574 | -584127 | -434578 | -87085 | -584127 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5523,
"evaluation_days": 1841,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759346196619,
"expiration_time": 1764106272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 73,
"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": [
[
706157.9992366537,
715385.4647044508,
-9227.4654677966,
171037.9890091948,
381164.855448133,
-210126.8664389384
],
[
706.157999,
715.385465,
-9.227465,
171.037989,
381.164855,
-210.126866
],
[
0.383573,
0.388585,
-0.005012,
0.054175,
0.085373,
0
],
[
141.085716,
141.085716,
141.085716,
141.085716,
141.085716,
141.085716
],
[
-125315,
-113649,
-72074,
-1038697,
-817006,
-461601
],
[
2.188514,
3.416103,
0.969042,
1.052023,
1.223959,
0.867493
],
[
77,
39,
38,
77,
39,
38
],
[
27,
14,
13,
27,
14,
13
],
[
50,
25,
25,
50,
25,
25
],
[
35.064935,
35.897436,
34.210526,
35.064935,
35.897436,
34.210526
],
[
4.052803,
6.100183,
1.863542,
1.948191,
2.185642,
1.668256
],
[
642106,
642106,
52254,
679460,
679460,
313247
],
[
-36892,
-28885,
-36892,
-305027,
-305027,
-235418
],
[
68,
65,
70,
68,
65,
70
],
[
123,
122,
125,
123,
122,
125
],
[
38,
33,
42,
38,
33,
42
],
[
5241,
2551,
2690,
5241,
2551,
2690
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-39644,
339574,
-584127,
-434578,
-87085,
-584127
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5523,
"evaluation_days": 1841,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759346196619,
"expiration_time": 1764106272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 73,
"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) |
|---|