| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 743707.0184 | 721613.7434 | 22093.2751 | 518943.3392 | 455123.2103 | 63820.1289 |
| Total P&L (%) | 743.707 | 721.6137 | 22.0933 | 518.9433 | 455.1232 | 63.8201 |
| Avg Daily Profit (%) | 0.4038 | 0.3918 | 0.012 | 0.099 | 0.0931 | 0.0268 |
| Buy And Hold Return (%) | 197.8166 | 197.8166 | 197.8166 | 197.8166 | 197.8166 | 197.8166 |
| Max Trade Drawdown | -93611 | -79806 | -66307 | -172468 | -167840 | -103806 |
| Profit Factor | 2.7444 | 5.0446 | 1.0891 | 1.735 | 2.5489 | 1.1548 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
| Ratio Avg Win / Avg Loss | 3.2755 | 6.3898 | 1.2252 | 2.0708 | 3.2286 | 1.2992 |
| Largest Winning Trade | 634166 | 634166 | 50413 | 228679 | 228679 | 136702 |
| Largest Losing Trade | -38875 | -38875 | -36684 | -103806 | -63485 | -103806 |
| Avg Bars in Trades | 155 | 149 | 162 | 155 | 149 | 162 |
| Avg Bars in Winners | 267 | 266 | 268 | 267 | 266 | 268 |
| Avg Bars in Losers | 61 | 56 | 67 | 61 | 56 | 67 |
| Bars Traded | 10588 | 5070 | 5518 | 10588 | 5070 | 5518 |
| Profit Streak | 329.8439 | 619.0105 | 329.8439 | 329.8439 | 619.0105 | 329.8439 |
| Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -101567 | 505102 | -465669 | -174659 | -69620 | -373647 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11050,
"evaluation_days": 1841.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603742400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759421711127,
"expiration_time": 1764180000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
743707.0184413614,
721613.7433567975,
22093.2750845639,
518943.3392469451,
455123.2103367242,
63820.1289102209
],
[
743.707018,
721.613743,
22.093275,
518.943339,
455.12321,
63.820129
],
[
0.403822,
0.391826,
0.011996,
0.099027,
0.093112,
0.026805
],
[
197.816626,
197.816626,
197.816626,
197.816626,
197.816626,
197.816626
],
[
-93611,
-79806,
-66307,
-172468,
-167840,
-103806
],
[
2.744368,
5.044573,
1.08911,
1.734981,
2.548931,
1.154816
],
[
68,
34,
34,
68,
34,
34
],
[
31,
15,
16,
31,
15,
16
],
[
37,
19,
18,
37,
19,
18
],
[
45.588235,
44.117647,
47.058824,
45.588235,
44.117647,
47.058824
],
[
3.275536,
6.389793,
1.225249,
2.070784,
3.228646,
1.299168
],
[
634166,
634166,
50413,
228679,
228679,
136702
],
[
-38875,
-38875,
-36684,
-103806,
-63485,
-103806
],
[
155,
149,
162,
155,
149,
162
],
[
267,
266,
268,
267,
266,
268
],
[
61,
56,
67,
61,
56,
67
],
[
10588,
5070,
5518,
10588,
5070,
5518
],
[
329.843879,
619.010545,
329.843879,
329.843879,
619.010545,
329.843879
],
[
3,
5,
1,
3,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101567,
505102,
-465669,
-174659,
-69620,
-373647
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11050,
"evaluation_days": 1841.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603742400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759421711127,
"expiration_time": 1764180000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|