Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225011.3351 | 172266.9159 | 52744.4192 | 290078.388 | 270363.6854 | 19714.7026 |
Total P&L (%) | 225.0113 | 172.2669 | 52.7444 | 290.0784 | 270.3637 | 19.7147 |
Avg Daily Profit (%) | 0.216 | 0.1654 | 0.0506 | 0.1308 | 0.1258 | 0.0173 |
Buy And Hold Return (%) | 32.3027 | 32.3027 | 32.3027 | 32.3027 | 32.3027 | 32.3027 |
Max Trade Drawdown | -68666 | -64066 | -66209 | -314494 | -303626 | -303064 |
Profit Factor | 1.3216 | 1.5009 | 1.1482 | 1.1463 | 1.2829 | 1.0192 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 49.2013 | 47.7707 | 50.641 | 49.2013 | 47.7707 | 50.641 |
Ratio Avg Win / Avg Loss | 1.3645 | 1.641 | 1.1192 | 1.1835 | 1.4026 | 0.9934 |
Largest Winning Trade | 55045 | 55045 | 28492 | 113537 | 108371 | 113537 |
Largest Losing Trade | -16750 | -16750 | -16042 | -92329 | -92329 | -76916 |
Avg Bars in Trades | 78 | 87 | 70 | 78 | 87 | 70 |
Avg Bars in Winners | 90 | 101 | 81 | 90 | 101 | 81 |
Avg Bars in Losers | 67 | 74 | 59 | 67 | 74 | 59 |
Bars Traded | 24675 | 13676 | 10999 | 24675 | 13676 | 10999 |
Profit Streak | 11.3772 | 11.3772 | 21.4188 | 11.3772 | 11.3772 | 21.4188 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373245 | 312156 | -190696 | -75668 | -25095 | -535236 |
{ "trading_pair": "UNI_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669500000000, "first_datapoint_time": 1670295600000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759503788471, "expiration_time": 1765980000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 218, "offset": 140, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 222, "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": [ [ 225011.3351183987, 172266.9159417587, 52744.41917664, 290078.3880229943, 270363.6854118367, 19714.7026111571 ], [ 225.011335, 172.266916, 52.744419, 290.078388, 270.363685, 19.714703 ], [ 0.21601, 0.165376, 0.050634, 0.130758, 0.125773, 0.017276 ], [ 32.302738, 32.302738, 32.302738, 32.302738, 32.302738, 32.302738 ], [ -68666, -64066, -66209, -314494, -303626, -303064 ], [ 1.321587, 1.500936, 1.148242, 1.146276, 1.282857, 1.019192 ], [ 313, 157, 156, 313, 157, 156 ], [ 154, 75, 79, 154, 75, 79 ], [ 159, 82, 77, 159, 82, 77 ], [ 49.201278, 47.770701, 50.641026, 49.201278, 47.770701, 50.641026 ], [ 1.364496, 1.641023, 1.119172, 1.183493, 1.40259, 0.993389 ], [ 55045, 55045, 28492, 113537, 108371, 113537 ], [ -16750, -16750, -16042, -92329, -92329, -76916 ], [ 78, 87, 70, 78, 87, 70 ], [ 90, 101, 81, 90, 101, 81 ], [ 67, 74, 59, 67, 74, 59 ], [ 24675, 13676, 10999, 24675, 13676, 10999 ], [ 11.377181, 11.377181, 21.418848, 11.377181, 11.377181, 21.418848 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373245, 312156, -190696, -75668, -25095, -535236 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669500000000, "first_datapoint_time": 1670295600000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759503788471, "expiration_time": 1765980000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 218, "offset": 140, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 222, "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) |
---|