| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 304843.234 | 156620.1243 | 148223.1097 | 494153.9966 | 348908.7515 | 145245.2451 |
| Total P&L (%) | 304.8432 | 156.6201 | 148.2231 | 494.154 | 348.9088 | 145.2452 |
| Avg Daily Profit (%) | 0.1662 | 0.0854 | 0.0808 | 0.0972 | 0.0819 | 0.0489 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72060 | -71573 | -67525 | -688298 | -463187 | -706018 |
| Profit Factor | 2.1317 | 2.0429 | 2.2436 | 1.2054 | 1.2922 | 1.1199 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
| Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
| Profitability (%) | 80.5556 | 77.7778 | 83.3333 | 80.5556 | 77.7778 | 83.3333 |
| Ratio Avg Win / Avg Loss | 0.5145 | 0.5837 | 0.4487 | 0.291 | 0.3692 | 0.224 |
| Largest Winning Trade | 33633 | 33633 | 16532 | 262872 | 262872 | 97157 |
| Largest Losing Trade | -70808 | -70808 | -55464 | -565795 | -458245 | -565795 |
| Avg Bars in Trades | 29 | 35 | 23 | 29 | 35 | 23 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 100 | 116 | 79 | 100 | 116 | 79 |
| Bars Traded | 3173 | 1916 | 1257 | 3173 | 1916 | 1257 |
| Profit Streak | 0 | 120.5783 | 0 | 0 | 120.5783 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 482202 | -253333 | -259118 | -60568 | -260717 | -393461 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1610841600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894760857,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 245,
"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": [
[
304843.2339740708,
156620.1242512933,
148223.1097227778,
494153.9965783862,
348908.7515278455,
145245.2450505412
],
[
304.843234,
156.620124,
148.22311,
494.153997,
348.908752,
145.245245
],
[
0.166218,
0.085398,
0.08082,
0.09721,
0.081912,
0.048926
],
[
10,
10,
10,
10,
10,
10
],
[
-72060,
-71573,
-67525,
-688298,
-463187,
-706018
],
[
2.131681,
2.042856,
2.243604,
1.205399,
1.292158,
1.119881
],
[
108,
54,
54,
108,
54,
54
],
[
87,
42,
45,
87,
42,
45
],
[
21,
12,
9,
21,
12,
9
],
[
80.555556,
77.777778,
83.333333,
80.555556,
77.777778,
83.333333
],
[
0.514544,
0.583673,
0.448721,
0.290958,
0.369188,
0.223976
],
[
33633,
33633,
16532,
262872,
262872,
97157
],
[
-70808,
-70808,
-55464,
-565795,
-458245,
-565795
],
[
29,
35,
23,
29,
35,
23
],
[
12,
12,
12,
12,
12,
12
],
[
100,
116,
79,
100,
116,
79
],
[
3173,
1916,
1257,
3173,
1916,
1257
],
[
0,
120.578251,
0,
0,
120.578251,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482202,
-253333,
-259118,
-60568,
-260717,
-393461
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1610841600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894760857,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 245,
"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) |
|---|