| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 453064.6581 | 439557.0462 | 13507.6119 | 273618.505 | 250279.1297 | 23339.3752 |
| Total P&L (%) | 453.0647 | 439.557 | 13.5076 | 273.6185 | 250.2791 | 23.3394 |
| Avg Daily Profit (%) | 0.247 | 0.2397 | 0.0074 | 0.0719 | 0.0684 | 0.0114 |
| Buy And Hold Return (%) | 143.0545 | 143.0545 | 143.0545 | 143.0545 | 143.0545 | 143.0545 |
| Max Trade Drawdown | -237907 | -147535 | -150864 | -1007814 | -665169 | -547780 |
| Profit Factor | 1.465 | 1.9608 | 1.0261 | 1.0824 | 1.1482 | 1.0143 |
| Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
| Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
| Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
| Profitability (%) | 51.7857 | 50.8929 | 52.6786 | 51.7857 | 50.8929 | 52.6786 |
| Ratio Avg Win / Avg Loss | 1.364 | 1.892 | 0.9218 | 1.0077 | 1.108 | 0.9111 |
| Largest Winning Trade | 270923 | 270923 | 37941 | 415470 | 415470 | 221325 |
| Largest Losing Trade | -32477 | -32477 | -30932 | -223263 | -177400 | -223263 |
| Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
| Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 3477 | 1855 | 1622 | 3477 | 1855 | 1622 |
| Profit Streak | 16.4541 | 0 | 66.9541 | 16.4541 | 0 | 66.9541 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302716 | 315913 | -540403 | -232058 | -167522 | -547997 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1607515200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884030089,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.28697,
"nb": 0.1,
"nc": 0.51953
}
}
} {
"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": [
[
453064.6580698359,
439557.0462100538,
13507.6118597819,
273618.504972616,
250279.129726212,
23339.3752464041
],
[
453.064658,
439.557046,
13.507612,
273.618505,
250.27913,
23.339375
],
[
0.247036,
0.239671,
0.007365,
0.071894,
0.068375,
0.011438
],
[
143.054519,
143.054519,
143.054519,
143.054519,
143.054519,
143.054519
],
[
-237907,
-147535,
-150864,
-1007814,
-665169,
-547780
],
[
1.464998,
1.960761,
1.026136,
1.082392,
1.148242,
1.014296
],
[
224,
112,
112,
224,
112,
112
],
[
116,
57,
59,
116,
57,
59
],
[
108,
55,
53,
108,
55,
53
],
[
51.785714,
50.892857,
52.678571,
51.785714,
50.892857,
52.678571
],
[
1.363964,
1.891963,
0.921783,
1.007744,
1.107953,
0.911147
],
[
270923,
270923,
37941,
415470,
415470,
221325
],
[
-32477,
-32477,
-30932,
-223263,
-177400,
-223263
],
[
15,
16,
14,
15,
16,
14
],
[
16,
18,
14,
16,
18,
14
],
[
14,
14,
14,
14,
14,
14
],
[
3477,
1855,
1622,
3477,
1855,
1622
],
[
16.454052,
0,
66.954052,
16.454052,
0,
66.954052
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302716,
315913,
-540403,
-232058,
-167522,
-547997
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1607515200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884030089,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.28697,
"nb": 0.1,
"nc": 0.51953
}
}
}
| # | 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) |
|---|