| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 785735.4819 | 779752.6963 | 5982.7856 | 316941.369 | 278410.3545 | 38531.0145 |
| Total P&L (%) | 785.7355 | 779.7527 | 5.9828 | 316.9414 | 278.4104 | 38.531 |
| Avg Daily Profit (%) | 0.4256 | 0.4224 | 0.0032 | 0.0774 | 0.0721 | 0.0177 |
| Buy And Hold Return (%) | 175.5538 | 175.5538 | 175.5538 | 175.5538 | 175.5538 | 175.5538 |
| Max Trade Drawdown | -174738 | -94914 | -91597 | -503509 | -296904 | -244902 |
| Profit Factor | 2.5096 | 4.2889 | 1.0211 | 1.2088 | 1.3783 | 1.0493 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
| Ratio Avg Win / Avg Loss | 3.4059 | 6.5983 | 1.2253 | 1.6405 | 2.1205 | 1.2591 |
| Largest Winning Trade | 702495 | 702495 | 51560 | 248149 | 248149 | 164322 |
| Largest Losing Trade | -39231 | -27530 | -39231 | -151255 | -104281 | -151255 |
| Avg Bars in Trades | 108 | 109 | 106 | 108 | 109 | 106 |
| Avg Bars in Winners | 161 | 178 | 146 | 161 | 178 | 146 |
| Avg Bars in Losers | 68 | 64 | 73 | 68 | 64 | 73 |
| Bars Traded | 7128 | 3606 | 3522 | 7128 | 3606 | 3522 |
| Profit Streak | 87.9652 | 183.2152 | 0 | 87.9652 | 183.2152 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -118214 | 439370 | -553360 | -228354 | -107804 | -503150 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7384,
"evaluation_days": 1846,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602871200000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759792194624,
"expiration_time": 1764558432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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": [
[
785735.481894317,
779752.696296511,
5982.7855978057,
316941.3690042112,
278410.3544924259,
38531.0145117855
],
[
785.735482,
779.752696,
5.982786,
316.941369,
278.410354,
38.531015
],
[
0.425642,
0.422401,
0.003241,
0.077374,
0.072117,
0.017657
],
[
175.553803,
175.553803,
175.553803,
175.553803,
175.553803,
175.553803
],
[
-174738,
-94914,
-91597,
-503509,
-296904,
-244902
],
[
2.509613,
4.288918,
1.021111,
1.208817,
1.378304,
1.049282
],
[
66,
33,
33,
66,
33,
33
],
[
28,
13,
15,
28,
13,
15
],
[
38,
20,
18,
38,
20,
18
],
[
42.424242,
39.393939,
45.454545,
42.424242,
39.393939,
45.454545
],
[
3.405904,
6.598336,
1.225333,
1.640537,
2.120467,
1.259138
],
[
702495,
702495,
51560,
248149,
248149,
164322
],
[
-39231,
-27530,
-39231,
-151255,
-104281,
-151255
],
[
108,
109,
106,
108,
109,
106
],
[
161,
178,
146,
161,
178,
146
],
[
68,
64,
73,
68,
64,
73
],
[
7128,
3606,
3522,
7128,
3606,
3522
],
[
87.965215,
183.215215,
0,
87.965216,
183.215216,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-118214,
439370,
-553360,
-228354,
-107804,
-503150
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7384,
"evaluation_days": 1846,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602871200000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759792194624,
"expiration_time": 1764558432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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) |
|---|