| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 867841.0607 | 823977.8896 | 43863.1711 | 666562.2875 | 952109.35 | -285547.0625 |
| Total P&L (%) | 867.8411 | 823.9779 | 43.8632 | 666.5623 | 952.1094 | -285.5471 |
| Avg Daily Profit (%) | 0.4689 | 0.4452 | 0.0237 | 0.1101 | 0.1272 | 0 |
| Buy And Hold Return (%) | 72.2908 | 72.2908 | 72.2908 | 72.2908 | 72.2908 | 72.2908 |
| Max Trade Drawdown | -88663 | -62821 | -63606 | -1432993 | -625082 | -986191 |
| Profit Factor | 2.8047 | 4.6751 | 1.1709 | 1.1479 | 1.4837 | 0.8875 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 42.2535 | 36.1111 | 48.5714 | 42.2535 | 36.1111 | 48.5714 |
| Ratio Avg Win / Avg Loss | 3.8331 | 8.2713 | 1.2398 | 1.5688 | 2.625 | 0.9397 |
| Largest Winning Trade | 728643 | 728643 | 55739 | 756905 | 756905 | 459856 |
| Largest Losing Trade | -38518 | -21815 | -38518 | -452679 | -358750 | -452679 |
| Avg Bars in Trades | 147 | 139 | 155 | 147 | 139 | 155 |
| Avg Bars in Winners | 250 | 249 | 251 | 250 | 249 | 251 |
| Avg Bars in Losers | 72 | 77 | 66 | 72 | 77 | 66 |
| Bars Traded | 10484 | 5025 | 5459 | 10484 | 5025 | 5459 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -78601 | 442310 | -360102 | -196587 | -25846 | -581343 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11106,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602345600000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760222173306,
"expiration_time": 1765010592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 50,
"offset": 93
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 129,
"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": [
[
867841.0606959265,
823977.8895884551,
43863.1711074711,
666562.2874658745,
952109.3499970799,
-285547.062531205
],
[
867.841061,
823.97789,
43.863171,
666.562287,
952.10935,
-285.547063
],
[
0.46885,
0.445153,
0.023697,
0.110095,
0.127222,
0
],
[
72.290818,
72.290818,
72.290818,
72.290818,
72.290818,
72.290818
],
[
-88663,
-62821,
-63606,
-1432993,
-625082,
-986191
],
[
2.80468,
4.675066,
1.170889,
1.147923,
1.483694,
0.88748
],
[
71,
36,
35,
71,
36,
35
],
[
30,
13,
17,
30,
13,
17
],
[
41,
23,
18,
41,
23,
18
],
[
42.253521,
36.111111,
48.571429,
42.253521,
36.111111,
48.571429
],
[
3.833063,
8.271271,
1.239765,
1.568828,
2.624998,
0.939684
],
[
728643,
728643,
55739,
756905,
756905,
459856
],
[
-38518,
-21815,
-38518,
-452679,
-358750,
-452679
],
[
147,
139,
155,
147,
139,
155
],
[
250,
249,
251,
250,
249,
251
],
[
72,
77,
66,
72,
77,
66
],
[
10484,
5025,
5459,
10484,
5025,
5459
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-78601,
442310,
-360102,
-196587,
-25846,
-581343
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11106,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602345600000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760222173306,
"expiration_time": 1765010592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 50,
"offset": 93
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 129,
"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) |
|---|