| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 667184.0838 | 635492.212 | 31691.8718 | 422582.5344 | 525571.9649 | -102989.4305 |
| Total P&L (%) | 667.1841 | 635.4922 | 31.6919 | 422.5825 | 525.572 | -102.9894 |
| Avg Daily Profit (%) | 0.3622 | 0.345 | 0.0172 | 0.0898 | 0.0996 | 0 |
| Buy And Hold Return (%) | 133.2048 | 133.2048 | 133.2048 | 133.2048 | 133.2048 | 133.2048 |
| Max Trade Drawdown | -105254 | -95607 | -72097 | -1659572 | -835123 | -872791 |
| Profit Factor | 2.0492 | 2.9235 | 1.1037 | 1.077 | 1.1766 | 0.959 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 46.2366 | 44.6809 | 47.8261 | 46.2366 | 44.6809 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.3827 | 3.6196 | 1.2041 | 1.2523 | 1.4567 | 1.0462 |
| Largest Winning Trade | 486802 | 486802 | 47775 | 701978 | 701978 | 416574 |
| Largest Losing Trade | -39649 | -31240 | -39649 | -547083 | -547083 | -335505 |
| Avg Bars in Trades | 232 | 252 | 211 | 232 | 252 | 211 |
| Avg Bars in Winners | 285 | 313 | 259 | 285 | 313 | 259 |
| Avg Bars in Losers | 186 | 204 | 166 | 186 | 204 | 166 |
| Bars Traded | 21599 | 11886 | 9713 | 21599 | 11886 | 9713 |
| Profit Streak | 0 | 0 | 44.308 | 0 | 0 | 44.308 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387930 | 408048 | -442294 | -213066 | -90168 | -579328 |
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22106,
"evaluation_days": 1842.17,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759512211553,
"expiration_time": 1765237075200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 165,
"offset": 0,
"a": 0.57833
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 222,
"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": [
[
667184.0837791704,
635492.2119983294,
31691.8717808415,
422582.5343903321,
525571.9648860644,
-102989.4304957318
],
[
667.184084,
635.492212,
31.691872,
422.582534,
525.571965,
-102.98943
],
[
0.362173,
0.344969,
0.017204,
0.089805,
0.099579,
0
],
[
133.204807,
133.204807,
133.204807,
133.204807,
133.204807,
133.204807
],
[
-105254,
-95607,
-72097,
-1659572,
-835123,
-872791
],
[
2.049153,
2.923492,
1.103723,
1.077,
1.176577,
0.958995
],
[
93,
47,
46,
93,
47,
46
],
[
43,
21,
22,
43,
21,
22
],
[
50,
26,
24,
50,
26,
24
],
[
46.236559,
44.680851,
47.826087,
46.236559,
44.680851,
47.826087
],
[
2.382736,
3.619561,
1.204062,
1.252326,
1.456715,
1.046176
],
[
486802,
486802,
47775,
701978,
701978,
416574
],
[
-39649,
-31240,
-39649,
-547083,
-547083,
-335505
],
[
232,
252,
211,
232,
252,
211
],
[
285,
313,
259,
285,
313,
259
],
[
186,
204,
166,
186,
204,
166
],
[
21599,
11886,
9713,
21599,
11886,
9713
],
[
0,
0,
44.308004,
0,
0,
44.308004
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387930,
408048,
-442294,
-213066,
-90168,
-579328
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22106,
"evaluation_days": 1842.17,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759512211553,
"expiration_time": 1765237075200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 165,
"offset": 0,
"a": 0.57833
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 222,
"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) |
|---|