| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 727522.3131 | 652462.8735 | 75059.4396 | 991638.5972 | 702590.193 | 289048.4042 |
| Total P&L (%) | 727.5223 | 652.4629 | 75.0594 | 991.6386 | 702.5902 | 289.0484 |
| Avg Daily Profit (%) | 0.3944 | 0.3537 | 0.0407 | 0.1297 | 0.113 | 0.0737 |
| Buy And Hold Return (%) | 182.4155 | 182.4155 | 182.4155 | 182.4155 | 182.4155 | 182.4155 |
| Max Trade Drawdown | -91297 | -83273 | -81457 | -501148 | -342855 | -447793 |
| Profit Factor | 2.2477 | 3.6103 | 1.2253 | 1.4715 | 1.8145 | 1.233 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
| Profitability (%) | 52.4272 | 48.0769 | 56.8627 | 52.4272 | 48.0769 | 56.8627 |
| Ratio Avg Win / Avg Loss | 2.0396 | 3.8992 | 0.9295 | 1.3352 | 1.9596 | 0.9354 |
| Largest Winning Trade | 500898 | 500898 | 52581 | 498699 | 498699 | 369379 |
| Largest Losing Trade | -37502 | -31269 | -37502 | -201920 | -132111 | -201920 |
| Avg Bars in Trades | 103 | 99 | 107 | 103 | 99 | 107 |
| Avg Bars in Winners | 120 | 125 | 116 | 120 | 125 | 116 |
| Avg Bars in Losers | 84 | 74 | 95 | 84 | 74 | 95 |
| Bars Traded | 10639 | 5152 | 5487 | 10639 | 5152 | 5487 |
| Profit Streak | 0 | 0 | 85.466 | 0 | 0 | 85.466 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 443997 | -167274 | -484580 | -18845 | -221496 | -284439 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11069,
"evaluation_days": 1844.83,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603224000000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759691459111,
"expiration_time": 1764461808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 192,
"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": [
[
727522.313144441,
652462.8735408348,
75059.439603607,
991638.5972135817,
702590.1929829317,
289048.4042306497
],
[
727.522313,
652.462874,
75.05944,
991.638597,
702.590193,
289.048404
],
[
0.394357,
0.353671,
0.040686,
0.12965,
0.112956,
0.073667
],
[
182.415506,
182.415506,
182.415506,
182.415506,
182.415506,
182.415506
],
[
-91297,
-83273,
-81457,
-501148,
-342855,
-447793
],
[
2.247698,
3.610336,
1.22531,
1.471476,
1.814478,
1.232984
],
[
103,
52,
51,
103,
52,
51
],
[
54,
25,
29,
54,
25,
29
],
[
49,
27,
22,
49,
27,
22
],
[
52.427184,
48.076923,
56.862745,
52.427184,
48.076923,
56.862745
],
[
2.039578,
3.899163,
0.929546,
1.335228,
1.959636,
0.935367
],
[
500898,
500898,
52581,
498699,
498699,
369379
],
[
-37502,
-31269,
-37502,
-201920,
-132111,
-201920
],
[
103,
99,
107,
103,
99,
107
],
[
120,
125,
116,
120,
125,
116
],
[
84,
74,
95,
84,
74,
95
],
[
10639,
5152,
5487,
10639,
5152,
5487
],
[
0,
0,
85.465962,
0,
0,
85.465962
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443997,
-167274,
-484580,
-18845,
-221496,
-284439
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11069,
"evaluation_days": 1844.83,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603224000000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759691459111,
"expiration_time": 1764461808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 192,
"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) |
|---|