| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 619643.3658 | 607299.1699 | 12344.1959 | 308368.6047 | 328914.904 | -20546.2994 |
| Total P&L (%) | 619.6434 | 607.2992 | 12.3442 | 308.3686 | 328.9149 | -20.5463 |
| Avg Daily Profit (%) | 0.335 | 0.3284 | 0.0067 | 0.0761 | 0.0788 | -0.0124 |
| Buy And Hold Return (%) | 35.1113 | 35.1113 | 35.1113 | 35.1113 | 35.1113 | 35.1113 |
| Max Trade Drawdown | -125341 | -129144 | -29016 | -1081869 | -1180735 | -219796 |
| Profit Factor | 2.3865 | 2.5682 | 1.2069 | 1.1105 | 1.1372 | 0.9477 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Profitability (%) | 52.6882 | 50 | 55.3191 | 52.6882 | 50 | 55.3191 |
| Ratio Avg Win / Avg Loss | 2.143 | 2.5682 | 0.9748 | 0.9972 | 1.1372 | 0.7654 |
| Largest Winning Trade | 407827 | 407827 | 14391 | 590495 | 590495 | 144875 |
| Largest Losing Trade | -71185 | -71185 | -27513 | -509596 | -509596 | -213132 |
| Avg Bars in Trades | 225 | 446 | 8 | 225 | 446 | 8 |
| Avg Bars in Winners | 248 | 519 | 8 | 248 | 519 | 8 |
| Avg Bars in Losers | 199 | 374 | 7 | 199 | 374 | 7 |
| Bars Traded | 20934 | 20551 | 383 | 20934 | 20551 | 383 |
| Profit Streak | 97.8709 | 172.3709 | 97.8709 | 97.8709 | 172.3709 | 97.8709 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 550551 | 542655 | -350228 | -190431 | -156408 | -579169 |
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22194,
"evaluation_days": 1849.5,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760144047225,
"expiration_time": 1765893484800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 128,
"offset": 0,
"std": 3.97246
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 147
}
}
} {
"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": [
[
619643.3657567203,
607299.1699024545,
12344.195854266,
308368.604664247,
328914.9040289387,
-20546.2993646915
],
[
619.643366,
607.29917,
12.344196,
308.368605,
328.914904,
-20.546299
],
[
0.335033,
0.328359,
0.006674,
0.076104,
0.07876,
-0.012435
],
[
35.111317,
35.111317,
35.111317,
35.111317,
35.111317,
35.111317
],
[
-125341,
-129144,
-29016,
-1081869,
-1180735,
-219796
],
[
2.386523,
2.568231,
1.206931,
1.110492,
1.137154,
0.947683
],
[
93,
46,
47,
93,
46,
47
],
[
49,
23,
26,
49,
23,
26
],
[
44,
23,
21,
44,
23,
21
],
[
52.688172,
50,
55.319149,
52.688172,
50,
55.319149
],
[
2.143,
2.568231,
0.974829,
0.997176,
1.137154,
0.765436
],
[
407827,
407827,
14391,
590495,
590495,
144875
],
[
-71185,
-71185,
-27513,
-509596,
-509596,
-213132
],
[
225,
446,
8,
225,
446,
8
],
[
248,
519,
8,
248,
519,
8
],
[
199,
374,
7,
199,
374,
7
],
[
20934,
20551,
383,
20934,
20551,
383
],
[
97.870917,
172.370917,
97.870917,
97.870917,
172.370917,
97.870917
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
550551,
542655,
-350228,
-190431,
-156408,
-579169
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22194,
"evaluation_days": 1849.5,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760144047225,
"expiration_time": 1765893484800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 128,
"offset": 0,
"std": 3.97246
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 147
}
}
}
| # | 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) |
|---|