| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 644594.1073 | 649988.7332 | -5394.626 | 147996.4501 | 195145.1112 | -47148.661 |
| Total P&L (%) | 644.5941 | 649.9887 | -5.3946 | 147.9965 | 195.1451 | -47.1487 |
| Avg Daily Profit (%) | 0.3515 | 0.3545 | -0.0029 | 0.0495 | 0.059 | -0.0348 |
| Buy And Hold Return (%) | 90.992 | 90.992 | 90.992 | 90.992 | 90.992 | 90.992 |
| Max Trade Drawdown | -115707 | -107963 | -101613 | -618421 | -608575 | -502262 |
| Profit Factor | 1.8961 | 2.6572 | 0.9835 | 1.0515 | 1.117 | 0.9609 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
| Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
| Profitability (%) | 43.2836 | 40.2985 | 46.2687 | 43.2836 | 40.2985 | 46.2687 |
| Ratio Avg Win / Avg Loss | 2.4845 | 3.9365 | 1.1421 | 1.3778 | 1.6549 | 1.1159 |
| Largest Winning Trade | 580376 | 580376 | 44081 | 498597 | 498597 | 218094 |
| Largest Losing Trade | -30086 | -29066 | -30086 | -178595 | -178595 | -131130 |
| Avg Bars in Trades | 81 | 86 | 75 | 81 | 86 | 75 |
| Avg Bars in Winners | 127 | 143 | 114 | 127 | 143 | 114 |
| Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
| Bars Traded | 10874 | 5803 | 5071 | 10874 | 5803 | 5071 |
| Profit Streak | 28.3758 | 28.3758 | 36.2092 | 28.3758 | 28.3758 | 36.2092 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420634 | -105764 | -696530 | -301274 | -330882 | -696530 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758992473042,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 85,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 46,
"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": [
[
644594.107250417,
649988.7332485318,
-5394.625998115,
147996.4501421772,
195145.1111523219,
-47148.6610101446
],
[
644.594107,
649.988733,
-5.394626,
147.99645,
195.145111,
-47.148661
],
[
0.351532,
0.354474,
-0.002942,
0.049544,
0.059041,
-0.034771
],
[
90.992005,
90.992005,
90.992005,
90.992005,
90.992005,
90.992005
],
[
-115707,
-107963,
-101613,
-618421,
-608575,
-502262
],
[
1.89609,
2.657153,
0.983508,
1.05148,
1.117031,
0.960949
],
[
134,
67,
67,
134,
67,
67
],
[
58,
27,
31,
58,
27,
31
],
[
76,
40,
36,
76,
40,
36
],
[
43.283582,
40.298507,
46.268657,
43.283582,
40.298507,
46.268657
],
[
2.484532,
3.936524,
1.142138,
1.377801,
1.654861,
1.115941
],
[
580376,
580376,
44081,
498597,
498597,
218094
],
[
-30086,
-29066,
-30086,
-178595,
-178595,
-131130
],
[
81,
86,
75,
81,
86,
75
],
[
127,
143,
114,
127,
143,
114
],
[
45,
48,
42,
45,
48,
42
],
[
10874,
5803,
5071,
10874,
5803,
5071
],
[
28.375845,
28.375845,
36.209179,
28.375845,
28.375845,
36.209179
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420634,
-105764,
-696530,
-301274,
-330882,
-696530
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758992473042,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 85,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 46,
"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) |
|---|