| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 26458.4959 | 305241.4496 | -278782.9537 | 1504495.8058 | -1297485.7401 | 2801981.5459 |
| Total P&L (%) | 26.4585 | 305.2415 | -278.783 | 1504.4958 | -1297.4857 | 2801.9815 |
| Avg Daily Profit (%) | 0.0144 | 0.166 | -0.1516 | 0.151 | 0 | 0.1833 |
| Buy And Hold Return (%) | 133.1149 | 133.1149 | 133.1149 | 133.1149 | 133.1149 | 133.1149 |
| Max Trade Drawdown | -435642 | -72017 | -437259 | -6240365 | -3056826 | -4085135 |
| Profit Factor | 1.0223 | 1.8951 | 0.6707 | 1.0938 | 0.819 | 1.3162 |
| Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
| Winning Trades | 117 | 55 | 62 | 87 | 42 | 45 |
| Losing Trades | 66 | 36 | 30 | 96 | 49 | 47 |
| Profitability (%) | 63.9344 | 60.4396 | 67.3913 | 47.541 | 46.1538 | 48.913 |
| Ratio Avg Win / Avg Loss | 0.5767 | 1.2404 | 0.3245 | 1.207 | 0.9555 | 1.3747 |
| Largest Winning Trade | 35871 | 35871 | 28319 | 6634440 | 837067 | 6634440 |
| Largest Losing Trade | -435642 | -42620 | -435642 | -884619 | -839216 | -884619 |
| Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
| Avg Bars in Winners | 22 | 23 | 21 | 30 | 34 | 26 |
| Avg Bars in Losers | 42 | 42 | 41 | 28 | 28 | 28 |
| Bars Traded | 5393 | 2844 | 2549 | 5393 | 2844 | 2549 |
| Profit Streak | 16.7099 | 0 | 59.7099 | 16.7099 | 0 | 59.7099 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -533475 | 213257 | -577299 | -108821 | -582584 | 309656 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5518,
"evaluation_days": 1839.33,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759194136906,
"expiration_time": 1763957952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 73,
"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": [
[
26458.495924395,
305241.449641462,
-278782.9537170669,
1504495.805798178,
-1297485.7400940086,
2801981.5458921897
],
[
26.458496,
305.24145,
-278.782954,
1504.495806,
-1297.48574,
2801.981546
],
[
0.014385,
0.165953,
-0.151568,
0.151006,
0,
0.183277
],
[
133.114942,
133.114942,
133.114942,
133.114942,
133.114942,
133.114942
],
[
-435642,
-72017,
-437259,
-6240365,
-3056826,
-4085135
],
[
1.022279,
1.895075,
0.670687,
1.093849,
0.819039,
1.316214
],
[
183,
91,
92,
183,
91,
92
],
[
117,
55,
62,
87,
42,
45
],
[
66,
36,
30,
96,
49,
47
],
[
63.934426,
60.43956,
67.391304,
47.540984,
46.153846,
48.913043
],
[
0.57667,
1.240413,
0.324526,
1.207006,
0.955546,
1.374713
],
[
35871,
35871,
28319,
6634440,
837067,
6634440
],
[
-435642,
-42620,
-435642,
-884619,
-839216,
-884619
],
[
29,
31,
27,
29,
31,
27
],
[
22,
23,
21,
30,
34,
26
],
[
42,
42,
41,
28,
28,
28
],
[
5393,
2844,
2549,
5393,
2844,
2549
],
[
16.709918,
0,
59.709918,
16.709918,
0,
59.709918
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-533475,
213257,
-577299,
-108821,
-582584,
309656
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5518,
"evaluation_days": 1839.33,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759194136906,
"expiration_time": 1763957952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 73,
"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) |
|---|