| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 941054.6355 | 814980.2695 | 126074.366 | 3578711.1594 | 2441128.0442 | 1137583.1152 |
| Total P&L (%) | 941.0546 | 814.9803 | 126.0744 | 3578.7112 | 2441.128 | 1137.5831 |
| Avg Daily Profit (%) | 0.5104 | 0.442 | 0.0684 | 0.1957 | 0.1756 | 0.1365 |
| Buy And Hold Return (%) | 201.3163 | 201.3163 | 201.3163 | 201.3163 | 201.3163 | 201.3163 |
| Max Trade Drawdown | -49475 | -65009 | -39197 | -1220255 | -497533 | -722722 |
| Profit Factor | 3.9323 | 5.8672 | 1.8214 | 2.1427 | 2.5225 | 1.7443 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 53.9683 | 50 | 58.0645 | 53.9683 | 50 | 58.0645 |
| Ratio Avg Win / Avg Loss | 3.354 | 5.8672 | 1.3155 | 1.8276 | 2.5225 | 1.2598 |
| Largest Winning Trade | 653417 | 653417 | 48791 | 1151540 | 1017998 | 1151540 |
| Largest Losing Trade | -48314 | -48314 | -39197 | -722722 | -497533 | -722722 |
| Avg Bars in Trades | 83 | 78 | 88 | 83 | 78 | 88 |
| Avg Bars in Winners | 108 | 99 | 115 | 108 | 99 | 115 |
| Avg Bars in Losers | 54 | 57 | 49 | 54 | 57 | 49 |
| Bars Traded | 5248 | 2515 | 2733 | 5248 | 2515 | 2733 |
| Profit Streak | 87.0989 | 102.4323 | 0 | 87.0989 | 102.4323 | 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 | -133846 | 607908 | -264058 | -137850 | 473984 | -8026 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5531,
"evaluation_days": 1843.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603929600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759573348561,
"expiration_time": 1764343584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 23,
"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": [
[
941054.6354629264,
814980.2694725057,
126074.3659904211,
3578711.1594139254,
2441128.044242262,
1137583.1151716616
],
[
941.054635,
814.980269,
126.074366,
3578.711159,
2441.128044,
1137.583115
],
[
0.510425,
0.442042,
0.068382,
0.195733,
0.17563,
0.136546
],
[
201.316284,
201.316284,
201.316284,
201.316284,
201.316284,
201.316284
],
[
-49475,
-65009,
-39197,
-1220255,
-497533,
-722722
],
[
3.932285,
5.867247,
1.821401,
2.1427,
2.522474,
1.744294
],
[
63,
32,
31,
63,
32,
31
],
[
34,
16,
18,
34,
16,
18
],
[
29,
16,
13,
29,
16,
13
],
[
53.968254,
50,
58.064516,
53.968254,
50,
58.064516
],
[
3.354008,
5.867247,
1.315456,
1.827597,
2.522474,
1.259768
],
[
653417,
653417,
48791,
1151540,
1017998,
1151540
],
[
-48314,
-48314,
-39197,
-722722,
-497533,
-722722
],
[
83,
78,
88,
83,
78,
88
],
[
108,
99,
115,
108,
99,
115
],
[
54,
57,
49,
54,
57,
49
],
[
5248,
2515,
2733,
5248,
2515,
2733
],
[
87.098942,
102.432275,
0,
87.098942,
102.432275,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133846,
607908,
-264058,
-137850,
473984,
-8026
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5531,
"evaluation_days": 1843.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603929600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759573348561,
"expiration_time": 1764343584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 23,
"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) |
|---|