| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 708986.9522 | 671469.6124 | 37517.3398 | 516421.8192 | 569928.2144 | -53506.3952 |
| Total P&L (%) | 708.987 | 671.4696 | 37.5173 | 516.4218 | 569.9282 | -53.5064 |
| Avg Daily Profit (%) | 0.3849 | 0.3645 | 0.0204 | 0.0988 | 0.1033 | -0.0416 |
| Buy And Hold Return (%) | 192.6667 | 192.6667 | 192.6667 | 192.6667 | 192.6667 | 192.6667 |
| Max Trade Drawdown | -88191 | -57539 | -47163 | -562876 | -211820 | -440247 |
| Profit Factor | 2.7476 | 4.86 | 1.1619 | 1.3192 | 2.0528 | 0.9503 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 40.678 | 43.3333 | 37.931 | 40.678 | 43.3333 | 37.931 |
| Ratio Avg Win / Avg Loss | 4.0069 | 6.3554 | 1.9013 | 1.9238 | 2.6844 | 1.555 |
| Largest Winning Trade | 589098 | 589098 | 51918 | 365260 | 247791 | 365260 |
| Largest Losing Trade | -41158 | -28265 | -41158 | -424781 | -85917 | -424781 |
| Avg Bars in Trades | 118 | 116 | 121 | 118 | 116 | 121 |
| Avg Bars in Winners | 216 | 188 | 249 | 216 | 188 | 249 |
| Avg Bars in Losers | 51 | 61 | 42 | 51 | 61 | 42 |
| Bars Traded | 7008 | 3491 | 3517 | 7008 | 3491 | 3517 |
| Profit Streak | 86.0866 | 86.8366 | 0 | 86.0866 | 86.8366 | 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 | -170490 | 445486 | -377505 | -245601 | -55969 | -582748 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7368,
"evaluation_days": 1842,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603216800000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759435485924,
"expiration_time": 1764202464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 97,
"offset": 0,
"std": 4.67888
}
}
} {
"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": [
[
708986.9522090819,
671469.612436059,
37517.3397730234,
516421.8192323919,
569928.2144189525,
-53506.3951865607
],
[
708.986952,
671.469612,
37.51734,
516.421819,
569.928214,
-53.506395
],
[
0.384901,
0.364533,
0.020368,
0.098787,
0.103311,
-0.041569
],
[
192.666713,
192.666713,
192.666713,
192.666713,
192.666713,
192.666713
],
[
-88191,
-57539,
-47163,
-562876,
-211820,
-440247
],
[
2.747591,
4.859996,
1.161896,
1.319184,
2.052797,
0.9503
],
[
59,
30,
29,
59,
30,
29
],
[
24,
13,
11,
24,
13,
11
],
[
35,
17,
18,
35,
17,
18
],
[
40.677966,
43.333333,
37.931034,
40.677966,
43.333333,
37.931034
],
[
4.006904,
6.355379,
1.901284,
1.92381,
2.684427,
1.555037
],
[
589098,
589098,
51918,
365260,
247791,
365260
],
[
-41158,
-28265,
-41158,
-424781,
-85917,
-424781
],
[
118,
116,
121,
118,
116,
121
],
[
216,
188,
249,
216,
188,
249
],
[
51,
61,
42,
51,
61,
42
],
[
7008,
3491,
3517,
7008,
3491,
3517
],
[
86.086643,
86.836643,
0,
86.086643,
86.836643,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-170490,
445486,
-377505,
-245601,
-55969,
-582748
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7368,
"evaluation_days": 1842,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603216800000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759435485924,
"expiration_time": 1764202464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 97,
"offset": 0,
"std": 4.67888
}
}
}
| # | 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) |
|---|