| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 828895.8122 | 796404.5929 | 32491.2193 | 290188.3724 | 387410.133 | -97221.7605 |
| Total P&L (%) | 828.8958 | 796.4046 | 32.4912 | 290.1884 | 387.4101 | -97.2218 |
| Avg Daily Profit (%) | 0.4505 | 0.4328 | 0.0177 | 0.074 | 0.0861 | -0.1946 |
| Buy And Hold Return (%) | 125.2101 | 125.2101 | 125.2101 | 125.2101 | 125.2101 | 125.2101 |
| Max Trade Drawdown | -176140 | -107226 | -112193 | -820284 | -520341 | -573134 |
| Profit Factor | 2.1619 | 3.4642 | 1.0833 | 1.0986 | 1.2932 | 0.94 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
| Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
| Profitability (%) | 47.3684 | 41.791 | 53.0303 | 47.3684 | 41.791 | 53.0303 |
| Ratio Avg Win / Avg Loss | 2.4021 | 4.8251 | 0.9595 | 1.2207 | 1.8013 | 0.8326 |
| Largest Winning Trade | 735088 | 735088 | 42253 | 660261 | 660261 | 199317 |
| Largest Losing Trade | -35421 | -28846 | -35421 | -184086 | -184086 | -180145 |
| Avg Bars in Trades | 80 | 79 | 81 | 80 | 79 | 81 |
| Avg Bars in Winners | 110 | 113 | 107 | 110 | 113 | 107 |
| Avg Bars in Losers | 52 | 54 | 50 | 52 | 54 | 50 |
| Bars Traded | 10647 | 5295 | 5352 | 10647 | 5295 | 5352 |
| Profit Streak | 0 | 0 | 78.7095 | 0 | 0 | 78.7095 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 481212 | -103923 | -588464 | -211574 | -200002 | -703602 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11040,
"evaluation_days": 1840,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602590400000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759280503379,
"expiration_time": 1764031680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 160,
"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": [
[
828895.8121704129,
796404.5928922965,
32491.2192781164,
290188.372442495,
387410.1329755234,
-97221.7605330286
],
[
828.895812,
796.404593,
32.491219,
290.188372,
387.410133,
-97.221761
],
[
0.450487,
0.432829,
0.017658,
0.07402,
0.086121,
-0.194558
],
[
125.210084,
125.210084,
125.210084,
125.210084,
125.210084,
125.210084
],
[
-176140,
-107226,
-112193,
-820284,
-520341,
-573134
],
[
2.1619,
3.464178,
1.083267,
1.098644,
1.293227,
0.940008
],
[
133,
67,
66,
133,
67,
66
],
[
63,
28,
35,
63,
28,
35
],
[
70,
39,
31,
70,
39,
31
],
[
47.368421,
41.791045,
53.030303,
47.368421,
41.791045,
53.030303
],
[
2.402111,
4.825106,
0.959465,
1.220715,
1.80128,
0.832579
],
[
735088,
735088,
42253,
660261,
660261,
199317
],
[
-35421,
-28846,
-35421,
-184086,
-184086,
-180145
],
[
80,
79,
81,
80,
79,
81
],
[
110,
113,
107,
110,
113,
107
],
[
52,
54,
50,
52,
54,
50
],
[
10647,
5295,
5352,
10647,
5295,
5352
],
[
0,
0,
78.70953,
0,
0,
78.70953
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
481212,
-103923,
-588464,
-211574,
-200002,
-703602
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11040,
"evaluation_days": 1840,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1602590400000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759280503379,
"expiration_time": 1764031680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 160,
"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) |
|---|