| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1220723.3431 | 1157115.8097 | 63607.5334 | 688828.526 | 693591.2047 | -4762.6788 |
| Total P&L (%) | 1220.7233 | 1157.1158 | 63.6075 | 688.8285 | 693.5912 | -4.7627 |
| Avg Daily Profit (%) | 0.6628 | 0.6283 | 0.0345 | 0.1122 | 0.1125 | -0.0027 |
| Buy And Hold Return (%) | 167.5081 | 167.5081 | 167.5081 | 167.5081 | 167.5081 | 167.5081 |
| Max Trade Drawdown | -172208 | -149106 | -111220 | -1178916 | -793398 | -795934 |
| Profit Factor | 3.0581 | 4.8116 | 1.2197 | 1.283 | 1.5828 | 0.9962 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
| Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
| Profitability (%) | 46.8254 | 41.2698 | 52.381 | 46.8254 | 41.2698 | 52.381 |
| Ratio Avg Win / Avg Loss | 3.4728 | 6.8472 | 1.1088 | 1.4569 | 2.2525 | 0.9056 |
| Largest Winning Trade | 1096472 | 1096472 | 46767 | 1096472 | 1096472 | 397301 |
| Largest Losing Trade | -43837 | -27052 | -43837 | -416635 | -305824 | -416635 |
| Avg Bars in Trades | 84 | 87 | 81 | 84 | 87 | 81 |
| Avg Bars in Winners | 121 | 137 | 108 | 121 | 137 | 108 |
| Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
| Bars Traded | 10619 | 5486 | 5133 | 10619 | 5486 | 5133 |
| Profit Streak | 10.6913 | 0 | 85.1913 | 10.6913 | 0 | 85.1913 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 632991 | -131059 | -458350 | -45171 | -191867 | -726188 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11050,
"evaluation_days": 1841.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602936000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759422928753,
"expiration_time": 1764180000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 184,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 118,
"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": [
[
1220723.343139515,
1157115.809744905,
63607.5333946096,
688828.5259584596,
693591.2047253732,
-4762.6787669132
],
[
1220.723343,
1157.11581,
63.607533,
688.828526,
693.591205,
-4.762679
],
[
0.662835,
0.628297,
0.034538,
0.11221,
0.112537,
-0.00265
],
[
167.508116,
167.508116,
167.508116,
167.508116,
167.508116,
167.508116
],
[
-172208,
-149106,
-111220,
-1178916,
-793398,
-795934
],
[
3.058116,
4.811565,
1.21968,
1.282954,
1.58282,
0.996173
],
[
126,
63,
63,
126,
63,
63
],
[
59,
26,
33,
59,
26,
33
],
[
67,
37,
30,
67,
37,
30
],
[
46.825397,
41.269841,
52.380952,
46.825397,
41.269841,
52.380952
],
[
3.472776,
6.847227,
1.1088,
1.456914,
2.252475,
0.905611
],
[
1096472,
1096472,
46767,
1096472,
1096472,
397301
],
[
-43837,
-27052,
-43837,
-416635,
-305824,
-416635
],
[
84,
87,
81,
84,
87,
81
],
[
121,
137,
108,
121,
137,
108
],
[
51,
51,
51,
51,
51,
51
],
[
10619,
5486,
5133,
10619,
5486,
5133
],
[
10.691305,
0,
85.191305,
10.691305,
0,
85.191305
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
632991,
-131059,
-458350,
-45171,
-191867,
-726188
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11050,
"evaluation_days": 1841.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602936000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759422928753,
"expiration_time": 1764180000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 184,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 118,
"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) |
|---|