| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 861851.729 | 866863.4723 | -5011.7432 | 89409.3493 | 99024.0133 | -9614.664 |
| Total P&L (%) | 861.8517 | 866.8635 | -5.0117 | 89.4093 | 99.024 | -9.6147 |
| Avg Daily Profit (%) | 0.47 | 0.4727 | -0.0027 | 0.0348 | 0.0375 | -0.0055 |
| Buy And Hold Return (%) | 91.8015 | 91.8015 | 91.8015 | 91.8015 | 91.8015 | 91.8015 |
| Max Trade Drawdown | -116040 | -136279 | -62987 | -391807 | -325732 | -247270 |
| Profit Factor | 1.6911 | 1.979 | 0.9861 | 1.0307 | 1.0471 | 0.9881 |
| Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
| Winning Trades | 157 | 70 | 87 | 157 | 70 | 87 |
| Losing Trades | 231 | 124 | 107 | 231 | 124 | 107 |
| Profitability (%) | 40.4639 | 36.0825 | 44.8454 | 40.4639 | 36.0825 | 44.8454 |
| Ratio Avg Win / Avg Loss | 2.4881 | 3.5056 | 1.2128 | 1.5166 | 1.8548 | 1.2152 |
| Largest Winning Trade | 738340 | 738340 | 19440 | 299817 | 299817 | 60669 |
| Largest Losing Trade | -33419 | -33419 | -18563 | -101563 | -101563 | -61832 |
| Avg Bars in Trades | 28 | 52 | 4 | 28 | 52 | 4 |
| Avg Bars in Winners | 39 | 82 | 4 | 39 | 82 | 4 |
| Avg Bars in Losers | 20 | 35 | 3 | 20 | 35 | 3 |
| Bars Traded | 10958 | 10156 | 802 | 10958 | 10156 | 802 |
| Profit Streak | 0 | 0 | 8.4505 | 0 | 0 | 8.4505 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 437298 | 330349 | -579706 | -499134 | -456642 | -579706 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1600718400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854921594,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 30,
"offset": 0,
"std": 4.83655
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 7,
"offset": 0,
"std": 4.68858
}
}
}
{
"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": [
[
861851.7290496575,
866863.4722535792,
-5011.7432039213,
89409.3493404161,
99024.0133221551,
-9614.6639817389
],
[
861.851729,
866.863472,
-5.011743,
89.409349,
99.024013,
-9.614664
],
[
0.470015,
0.472748,
-0.002733,
0.03484,
0.037541,
-0.005513
],
[
91.801465,
91.801465,
91.801465,
91.801465,
91.801465,
91.801465
],
[
-116040,
-136279,
-62987,
-391807,
-325732,
-247270
],
[
1.691066,
1.97897,
0.986142,
1.030741,
1.047071,
0.988052
],
[
388,
194,
194,
388,
194,
194
],
[
157,
70,
87,
157,
70,
87
],
[
231,
124,
107,
231,
124,
107
],
[
40.463918,
36.082474,
44.845361,
40.463918,
36.082474,
44.845361
],
[
2.488129,
3.505604,
1.212841,
1.516568,
1.854812,
1.215191
],
[
738340,
738340,
19440,
299817,
299817,
60669
],
[
-33419,
-33419,
-18563,
-101563,
-101563,
-61832
],
[
28,
52,
4,
28,
52,
4
],
[
39,
82,
4,
39,
82,
4
],
[
20,
35,
3,
20,
35,
3
],
[
10958,
10156,
802,
10958,
10156,
802
],
[
0,
0,
8.450481,
0,
0,
8.450481
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437298,
330349,
-579706,
-499134,
-456642,
-579706
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1600718400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854921594,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 30,
"offset": 0,
"std": 4.83655
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 7,
"offset": 0,
"std": 4.68858
}
}
}
| # | 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) |
|---|