| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 824184.5787 | 766869.832 | 57314.7467 | 1214540.0804 | 1073608.7014 | 140931.379 |
| Total P&L (%) | 824.1846 | 766.8698 | 57.3147 | 1214.5401 | 1073.6087 | 140.9314 |
| Avg Daily Profit (%) | 0.447 | 0.4159 | 0.0311 | 0.1398 | 0.1336 | 0.0477 |
| Buy And Hold Return (%) | 107.2911 | 107.2911 | 107.2911 | 107.2911 | 107.2911 | 107.2911 |
| Max Trade Drawdown | -120470 | -81739 | -74699 | -1112403 | -788780 | -897829 |
| Profit Factor | 2.9907 | 5.4266 | 1.238 | 1.3028 | 1.6287 | 1.0612 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Profitability (%) | 36.0465 | 37.2093 | 34.8837 | 36.0465 | 37.2093 | 34.8837 |
| Ratio Avg Win / Avg Loss | 5.306 | 9.1574 | 2.311 | 2.3114 | 2.7484 | 1.9809 |
| Largest Winning Trade | 650033 | 650033 | 58958 | 548407 | 548407 | 467916 |
| Largest Losing Trade | -32037 | -28126 | -32037 | -424479 | -303270 | -424479 |
| Avg Bars in Trades | 60 | 58 | 61 | 60 | 58 | 61 |
| Avg Bars in Winners | 124 | 119 | 130 | 124 | 119 | 130 |
| Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
| Bars Traded | 5160 | 2530 | 2630 | 5160 | 2530 | 2630 |
| Profit Streak | 101.4765 | 103.8099 | 0 | 101.4765 | 103.8099 | 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 | 404077 | 490616 | -322152 | -9416 | -15481 | -355383 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5532,
"evaluation_days": 1844,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605456000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759605973755,
"expiration_time": 1764373248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 9,
"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": [
[
824184.5786734136,
766869.8319791432,
57314.7466942702,
1214540.0803609556,
1073608.701370006,
140931.3789909497
],
[
824.184579,
766.869832,
57.314747,
1214.54008,
1073.608701,
140.931379
],
[
0.446955,
0.415873,
0.031082,
0.139798,
0.13364,
0.047698
],
[
107.291071,
107.291071,
107.291071,
107.291071,
107.291071,
107.291071
],
[
-120470,
-81739,
-74699,
-1112403,
-788780,
-897829
],
[
2.990679,
5.426594,
1.238037,
1.30279,
1.628699,
1.061182
],
[
86,
43,
43,
86,
43,
43
],
[
31,
16,
15,
31,
16,
15
],
[
55,
27,
28,
55,
27,
28
],
[
36.046512,
37.209302,
34.883721,
36.046512,
37.209302,
34.883721
],
[
5.306043,
9.157377,
2.311003,
2.311402,
2.748429,
1.980872
],
[
650033,
650033,
58958,
548407,
548407,
467916
],
[
-32037,
-28126,
-32037,
-424479,
-303270,
-424479
],
[
60,
58,
61,
60,
58,
61
],
[
124,
119,
130,
124,
119,
130
],
[
23,
22,
24,
23,
22,
24
],
[
5160,
2530,
2630,
5160,
2530,
2630
],
[
101.476548,
103.809881,
0,
101.476548,
103.809881,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404077,
490616,
-322152,
-9416,
-15481,
-355383
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5532,
"evaluation_days": 1844,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605456000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759605973755,
"expiration_time": 1764373248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 9,
"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) |
|---|