| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745289.305 | 770642.5135 | -25353.2086 | 89858.0576 | 244144.9509 | -154286.8933 |
| Total P&L (%) | 745.2893 | 770.6425 | -25.3532 | 89.8581 | 244.145 | -154.2869 |
| Avg Daily Profit (%) | 0.4042 | 0.418 | -0.0138 | 0.0348 | 0.0671 | 0 |
| Buy And Hold Return (%) | 108.0178 | 108.0178 | 108.0178 | 108.0178 | 108.0178 | 108.0178 |
| Max Trade Drawdown | -99102 | -120972 | -63363 | -410242 | -416324 | -219735 |
| Profit Factor | 2.1425 | 3.3234 | 0.9209 | 1.0496 | 1.2554 | 0.8199 |
| Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
| Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
| Profitability (%) | 44.8485 | 46.988 | 42.6829 | 44.8485 | 46.988 | 42.6829 |
| Ratio Avg Win / Avg Loss | 2.6347 | 3.7494 | 1.2367 | 1.2907 | 1.4164 | 1.101 |
| Largest Winning Trade | 784989 | 784989 | 45103 | 491422 | 491422 | 111687 |
| Largest Losing Trade | -41924 | -41924 | -30858 | -211950 | -211950 | -91730 |
| Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
| Avg Bars in Winners | 66 | 55 | 79 | 66 | 55 | 79 |
| Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
| Bars Traded | 7049 | 3264 | 3785 | 7049 | 3264 | 3785 |
| Profit Streak | 21.301 | 33.551 | 0 | 21.301 | 33.551 | 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 | 475336 | 550541 | -586414 | -478787 | -109705 | -586414 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7375,
"evaluation_days": 1843.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605376800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759605204072,
"expiration_time": 1764358200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
745289.3049812415,
770642.5135344095,
-25353.2085531679,
89858.0576022416,
244144.9508843205,
-154286.8932820787
],
[
745.289305,
770.642514,
-25.353209,
89.858058,
244.144951,
-154.286893
],
[
0.404225,
0.417976,
-0.013751,
0.034778,
0.067054,
0
],
[
108.017817,
108.017817,
108.017817,
108.017817,
108.017817,
108.017817
],
[
-99102,
-120972,
-63363,
-410242,
-416324,
-219735
],
[
2.142528,
3.323355,
0.920925,
1.049583,
1.255437,
0.819858
],
[
165,
83,
82,
165,
83,
82
],
[
74,
39,
35,
74,
39,
35
],
[
91,
44,
47,
91,
44,
47
],
[
44.848485,
46.987952,
42.682927,
44.848485,
46.987952,
42.682927
],
[
2.63473,
3.749426,
1.236671,
1.290704,
1.416391,
1.100952
],
[
784989,
784989,
45103,
491422,
491422,
111687
],
[
-41924,
-41924,
-30858,
-211950,
-211950,
-91730
],
[
42,
39,
46,
42,
39,
46
],
[
66,
55,
79,
66,
55,
79
],
[
23,
25,
21,
23,
25,
21
],
[
7049,
3264,
3785,
7049,
3264,
3785
],
[
21.300973,
33.550973,
0,
21.300973,
33.550973,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
475336,
550541,
-586414,
-478787,
-109705,
-586414
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7375,
"evaluation_days": 1843.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605376800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759605204072,
"expiration_time": 1764358200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|