| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 840795.6286 | 671539.5194 | 169256.1092 | 8048483.434 | 6560734.8629 | 1487748.5711 |
| Total P&L (%) | 840.7956 | 671.5395 | 169.2561 | 8048.4834 | 6560.7349 | 1487.7486 |
| Avg Daily Profit (%) | 0.4585 | 0.3662 | 0.0923 | 0.2403 | 0.2292 | 0.1509 |
| Buy And Hold Return (%) | 188.0888 | 188.0888 | 188.0888 | 188.0888 | 188.0888 | 188.0888 |
| Max Trade Drawdown | -86006 | -52048 | -53435 | -7015965 | -2080066 | -6756746 |
| Profit Factor | 2.618 | 3.7188 | 1.6208 | 1.401 | 1.7971 | 1.1257 |
| Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
| Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
| Profitability (%) | 54.5455 | 50.8197 | 58.3333 | 54.5455 | 50.8197 | 58.3333 |
| Ratio Avg Win / Avg Loss | 2.1817 | 3.5989 | 1.1577 | 1.1675 | 1.7391 | 0.804 |
| Largest Winning Trade | 390324 | 390324 | 49610 | 4401181 | 2982355 | 4401181 |
| Largest Losing Trade | -36744 | -36744 | -32325 | -3537996 | -1054177 | -3537996 |
| Avg Bars in Trades | 87 | 84 | 91 | 87 | 84 | 91 |
| Avg Bars in Winners | 104 | 112 | 98 | 104 | 112 | 98 |
| Avg Bars in Losers | 67 | 54 | 82 | 67 | 54 | 82 |
| Bars Traded | 10628 | 5140 | 5488 | 10628 | 5140 | 5488 |
| Profit Streak | 0 | 0 | 76.6486 | 0 | 0 | 76.6486 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 516466 | -147864 | -400282 | 359755 | -149877 | -243089 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872037134,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 67,
"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": [
[
840795.6285971646,
671539.5193946125,
169256.1092025521,
8048483.433995827,
6560734.862886733,
1487748.5711090872
],
[
840.795629,
671.539519,
169.256109,
8048.483434,
6560.734863,
1487.748571
],
[
0.458532,
0.366227,
0.092305,
0.240267,
0.229247,
0.150899
],
[
188.088839,
188.088839,
188.088839,
188.088839,
188.088839,
188.088839
],
[
-86006,
-52048,
-53435,
-7015965,
-2080066,
-6756746
],
[
2.617988,
3.718835,
1.62076,
1.400989,
1.797058,
1.12565
],
[
121,
61,
60,
121,
61,
60
],
[
66,
31,
35,
66,
31,
35
],
[
55,
30,
25,
55,
30,
25
],
[
54.545455,
50.819672,
58.333333,
54.545455,
50.819672,
58.333333
],
[
2.181657,
3.598872,
1.157686,
1.167491,
1.739089,
0.804036
],
[
390324,
390324,
49610,
4401181,
2982355,
4401181
],
[
-36744,
-36744,
-32325,
-3537996,
-1054177,
-3537996
],
[
87,
84,
91,
87,
84,
91
],
[
104,
112,
98,
104,
112,
98
],
[
67,
54,
82,
67,
54,
82
],
[
10628,
5140,
5488,
10628,
5140,
5488
],
[
0,
0,
76.648578,
0,
0,
76.648578
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
516466,
-147864,
-400282,
359755,
-149877,
-243089
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758872037134,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 67,
"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) |
|---|