| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 995748.396 | 851393.1712 | 144355.2248 | 4480933.2089 | 3076705.1008 | 1404228.1081 |
| Total P&L (%) | 995.7484 | 851.3932 | 144.3552 | 4480.9332 | 3076.7051 | 1404.2281 |
| Avg Daily Profit (%) | 0.5429 | 0.4642 | 0.0787 | 0.2088 | 0.1888 | 0.1479 |
| Buy And Hold Return (%) | 135.4114 | 135.4114 | 135.4114 | 135.4114 | 135.4114 | 135.4114 |
| Max Trade Drawdown | -102987 | -110232 | -58768 | -999542 | -944180 | -719356 |
| Profit Factor | 3.2472 | 4.7192 | 1.6739 | 1.9708 | 2.1704 | 1.7067 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 49.5238 | 45.283 | 53.8462 | 49.5238 | 45.283 | 53.8462 |
| Ratio Avg Win / Avg Loss | 3.3096 | 5.7024 | 1.4348 | 2.0087 | 2.6226 | 1.4629 |
| Largest Winning Trade | 647310 | 647310 | 53935 | 1349082 | 1349082 | 992947 |
| Largest Losing Trade | -34774 | -34774 | -33728 | -592515 | -592515 | -568292 |
| Avg Bars in Trades | 33 | 34 | 32 | 33 | 34 | 32 |
| Avg Bars in Winners | 50 | 58 | 44 | 50 | 58 | 44 |
| Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
| Bars Traded | 3544 | 1840 | 1703 | 3544 | 1840 | 1703 |
| Profit Streak | 0 | 0 | 142.0783 | 0 | 0 | 142.0783 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 621719 | -164479 | -409622 | 430218 | -169819 | -171633 |
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894764248,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 52,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 27,
"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": [
[
995748.3960374193,
851393.171228913,
144355.2248085066,
4480933.2088644635,
3076705.1007943386,
1404228.108070125
],
[
995.748396,
851.393171,
144.355225,
4480.933209,
3076.705101,
1404.228108
],
[
0.542938,
0.464227,
0.078711,
0.20875,
0.188751,
0.147921
],
[
135.411428,
135.411428,
135.411428,
135.411428,
135.411428,
135.411428
],
[
-102987,
-110232,
-58768,
-999542,
-944180,
-719356
],
[
3.24716,
4.719222,
1.673936,
1.970794,
2.170432,
1.706691
],
[
105,
53,
52,
105,
53,
52
],
[
52,
24,
28,
52,
24,
28
],
[
53,
29,
24,
53,
29,
24
],
[
49.52381,
45.283019,
53.846154,
49.52381,
45.283019,
53.846154
],
[
3.309606,
5.702394,
1.434803,
2.008694,
2.622605,
1.462878
],
[
647310,
647310,
53935,
1349082,
1349082,
992947
],
[
-34774,
-34774,
-33728,
-592515,
-592515,
-568292
],
[
33,
34,
32,
33,
34,
32
],
[
50,
58,
44,
50,
58,
44
],
[
17,
15,
19,
17,
15,
19
],
[
3544,
1840,
1703,
3544,
1840,
1703
],
[
0,
0,
142.07829,
0,
0,
142.07829
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
621719,
-164479,
-409622,
430218,
-169819,
-171633
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3668,
"evaluation_days": 1834,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894764248,
"expiration_time": 1763468928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 52,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 27,
"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) |
|---|