Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86845.5885 | 80729.3473 | 6116.2412 | 54784.9276 | 68740.588 | -13955.6603 |
Total P&L (%) | 86.8456 | 80.7293 | 6.1162 | 54.7849 | 68.7406 | -13.9557 |
Avg Daily Profit (%) | 0.1667 | 0.155 | 0.0117 | 0.0839 | 0.1005 | -0.0289 |
Buy And Hold Return (%) | 11.7798 | 11.7798 | 11.7798 | 11.7798 | 11.7798 | 11.7798 |
Max Trade Drawdown | -108504 | -85237 | -33649 | -213879 | -176253 | -62632 |
Profit Factor | 1.4007 | 1.5532 | 1.0864 | 1.1474 | 1.2644 | 0.8749 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 69.8925 | 73.913 | 65.9574 | 69.8925 | 73.913 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.6034 | 0.5482 | 0.5607 | 0.4943 | 0.4462 | 0.4516 |
Largest Winning Trade | 19083 | 19083 | 7214 | 40547 | 40547 | 7921 |
Largest Losing Trade | -50849 | -50849 | -18884 | -109308 | -109308 | -18583 |
Avg Bars in Trades | 250 | 421 | 83 | 250 | 421 | 83 |
Avg Bars in Winners | 126 | 197 | 48 | 126 | 197 | 48 |
Avg Bars in Losers | 538 | 1056 | 149 | 538 | 1056 | 149 |
Bars Traded | 23303 | 19396 | 3907 | 23303 | 19396 | 3907 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320583 | 349480 | -468516 | -140039 | -58773 | -579197 |
{ "trading_pair": "UNI_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714318200000, "first_datapoint_time": 1714719600000, "last_datapoint_time": 1759316400000, "evaluation_time": 1759317159008, "expiration_time": 1765796400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcu", "factors": { "length": 224, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 86845.5884956386, 80729.3473060011, 6116.2411896375, 54784.9276380355, 68740.5879565018, -13955.6603184664 ], [ 86.845588, 80.729347, 6.116241, 54.784928, 68.740588, -13.95566 ], [ 0.166745, 0.155001, 0.011743, 0.083914, 0.100504, -0.028855 ], [ 11.77977, 11.77977, 11.77977, 11.77977, 11.77977, 11.77977 ], [ -108504, -85237, -33649, -213879, -176253, -62632 ], [ 1.400706, 1.553209, 1.086385, 1.14744, 1.264373, 0.874905 ], [ 93, 46, 47, 93, 46, 47 ], [ 65, 34, 31, 65, 34, 31 ], [ 28, 12, 16, 28, 12, 16 ], [ 69.892473, 73.913043, 65.957447, 69.892473, 73.913043, 65.957447 ], [ 0.603381, 0.548191, 0.560715, 0.494282, 0.446249, 0.451564 ], [ 19083, 19083, 7214, 40547, 40547, 7921 ], [ -50849, -50849, -18884, -109308, -109308, -18583 ], [ 250, 421, 83, 250, 421, 83 ], [ 126, 197, 48, 126, 197, 48 ], [ 538, 1056, 149, 538, 1056, 149 ], [ 23303, 19396, 3907, 23303, 19396, 3907 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320583, 349480, -468516, -140039, -58773, -579197 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714318200000, "first_datapoint_time": 1714719600000, "last_datapoint_time": 1759316400000, "evaluation_time": 1759317159008, "expiration_time": 1765796400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcu", "factors": { "length": 224, "offset": 0, "scalar": 3 } } }
# | 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) |
---|