| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 410372.3677 | 300149.1778 | 110223.1899 | 60281.0876 | 109302.8455 | -49021.7578 |
| Total P&L (%) | 410.3724 | 300.1492 | 110.2232 | 60.2811 | 109.3028 | -49.0218 |
| Avg Daily Profit (%) | 0.2218 | 0.1622 | 0.0596 | 0.0255 | 0.0399 | -0.0364 |
| Buy And Hold Return (%) | 20.7891 | 20.7891 | 20.7891 | 20.7891 | 20.7891 | 20.7891 |
| Max Trade Drawdown | -125051 | -123669 | -90684 | -201944 | -146254 | -119032 |
| Profit Factor | 1.8173 | 2.295 | 1.4078 | 1.1234 | 1.5229 | 0.8246 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 56.3636 | 50.9091 | 61.8182 | 56.3636 | 50.9091 | 61.8182 |
| Ratio Avg Win / Avg Loss | 1.407 | 2.213 | 0.8695 | 0.8697 | 1.4685 | 0.5093 |
| Largest Winning Trade | 169455 | 169455 | 47452 | 76558 | 76558 | 24332 |
| Largest Losing Trade | -90684 | -36421 | -90684 | -119032 | -41924 | -119032 |
| Avg Bars in Trades | 29 | 36 | 23 | 29 | 36 | 23 |
| Avg Bars in Winners | 37 | 43 | 32 | 37 | 43 | 32 |
| Avg Bars in Losers | 20 | 28 | 10 | 20 | 28 | 10 |
| Bars Traded | 3299 | 1980 | 1318 | 3299 | 1980 | 1318 |
| 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 | 415395 | -168270 | -293689 | -247095 | -319230 | -759023 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3701,
"evaluation_days": 1850.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1609588800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760162332895,
"expiration_time": 1764937296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 60,
"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": [
[
410372.3677237381,
300149.1777804521,
110223.1899432859,
60281.0876420639,
109302.8454838919,
-49021.757841828
],
[
410.372368,
300.149178,
110.22319,
60.281088,
109.302845,
-49.021758
],
[
0.221763,
0.162199,
0.059564,
0.025497,
0.039922,
-0.036404
],
[
20.789062,
20.789062,
20.789062,
20.789062,
20.789062,
20.789062
],
[
-125051,
-123669,
-90684,
-201944,
-146254,
-119032
],
[
1.817333,
2.294995,
1.407764,
1.123376,
1.522863,
0.82464
],
[
110,
55,
55,
110,
55,
55
],
[
62,
28,
34,
62,
28,
34
],
[
48,
27,
21,
48,
27,
21
],
[
56.363636,
50.909091,
61.818182,
56.363636,
50.909091,
61.818182
],
[
1.406967,
2.21303,
0.869502,
0.869711,
1.468475,
0.509336
],
[
169455,
169455,
47452,
76558,
76558,
24332
],
[
-90684,
-36421,
-90684,
-119032,
-41924,
-119032
],
[
29,
36,
23,
29,
36,
23
],
[
37,
43,
32,
37,
43,
32
],
[
20,
28,
10,
20,
28,
10
],
[
3299,
1980,
1318,
3299,
1980,
1318
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415395,
-168270,
-293689,
-247095,
-319230,
-759023
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3701,
"evaluation_days": 1850.5,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1609588800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760162332895,
"expiration_time": 1764937296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 60,
"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) |
|---|