| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 967597.2304 | 942836.4001 | 24760.8303 | 281004.9975 | 156705.463 | 124299.5345 |
| Total P&L (%) | 967.5972 | 942.8364 | 24.7608 | 281.005 | 156.7055 | 124.2995 |
| Avg Daily Profit (%) | 0.5267 | 0.5132 | 0.0135 | 0.0728 | 0.0513 | 0.044 |
| Buy And Hold Return (%) | 186.3133 | 186.3133 | 186.3133 | 186.3133 | 186.3133 | 186.3133 |
| Max Trade Drawdown | -111506 | -122159 | -78633 | -945753 | -1009267 | -323896 |
| Profit Factor | 2.9657 | 4.1254 | 1.1299 | 1.0993 | 1.0826 | 1.1331 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 57.732 | 59.1837 | 56.25 | 57.732 | 59.1837 | 56.25 |
| Ratio Avg Win / Avg Loss | 2.1713 | 2.8451 | 0.8788 | 0.8048 | 0.7466 | 0.8813 |
| Largest Winning Trade | 975392 | 975392 | 38925 | 975392 | 975392 | 115328 |
| Largest Losing Trade | -31784 | -31784 | -24208 | -349901 | -349901 | -116936 |
| Avg Bars in Trades | 54 | 57 | 51 | 54 | 57 | 51 |
| Avg Bars in Winners | 59 | 67 | 50 | 59 | 67 | 50 |
| Avg Bars in Losers | 47 | 41 | 52 | 47 | 41 | 52 |
| Bars Traded | 5258 | 2796 | 2462 | 5258 | 2796 | 2462 |
| Profit Streak | 0 | 0 | 80.6568 | 0 | 0 | 80.6568 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 595818 | 643046 | -418418 | -217577 | -420161 | -374260 |
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5511,
"evaluation_days": 1837,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603699200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759016750589,
"expiration_time": 1763750304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 119,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 79,
"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": [
[
967597.2304090653,
942836.4000750585,
24760.8303340069,
281004.9974663913,
156705.4630113364,
124299.5344550547
],
[
967.59723,
942.8364,
24.76083,
281.004997,
156.705463,
124.299534
],
[
0.526727,
0.513248,
0.013479,
0.072843,
0.051334,
0.043984
],
[
186.313324,
186.313324,
186.313324,
186.313324,
186.313324,
186.313324
],
[
-111506,
-122159,
-78633,
-945753,
-1009267,
-323896
],
[
2.965739,
4.125382,
1.129937,
1.099278,
1.082622,
1.133105
],
[
97,
49,
48,
97,
49,
48
],
[
56,
29,
27,
56,
29,
27
],
[
41,
20,
21,
41,
20,
21
],
[
57.731959,
59.183673,
56.25,
57.731959,
59.183673,
56.25
],
[
2.171345,
2.845091,
0.87884,
0.804828,
0.746636,
0.881304
],
[
975392,
975392,
38925,
975392,
975392,
115328
],
[
-31784,
-31784,
-24208,
-349901,
-349901,
-116936
],
[
54,
57,
51,
54,
57,
51
],
[
59,
67,
50,
59,
67,
50
],
[
47,
41,
52,
47,
41,
52
],
[
5258,
2796,
2462,
5258,
2796,
2462
],
[
0,
0,
80.656835,
0,
0,
80.656836
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
595818,
643046,
-418418,
-217577,
-420161,
-374260
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5511,
"evaluation_days": 1837,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603699200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759016750589,
"expiration_time": 1763750304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 119,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 79,
"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) |
|---|