| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 533406.9106 | 616427.3726 | -83020.462 | -52804.5673 | 235817.9618 | -288622.5291 |
| Total P&L (%) | 533.4069 | 616.4274 | -83.0205 | -52.8046 | 235.818 | -288.6225 |
| Avg Daily Profit (%) | 0.2901 | 0.3352 | -0.0452 | -0.0408 | 0.0659 | 0 |
| Buy And Hold Return (%) | 101.4224 | 101.4224 | 101.4224 | 101.4224 | 101.4224 | 101.4224 |
| Max Trade Drawdown | -249852 | -136229 | -146830 | -722517 | -270753 | -476137 |
| Profit Factor | 1.9563 | 3.4119 | 0.7253 | 0.9535 | 1.5598 | 0.5953 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Profitability (%) | 33.3333 | 31.9149 | 34.7826 | 33.3333 | 31.9149 | 34.7826 |
| Ratio Avg Win / Avg Loss | 3.9126 | 7.2786 | 1.3599 | 1.9069 | 3.3275 | 1.1162 |
| Largest Winning Trade | 682268 | 682268 | 45350 | 500989 | 500989 | 172505 |
| Largest Losing Trade | -57222 | -33700 | -57222 | -418678 | -105478 | -418678 |
| Avg Bars in Trades | 75 | 75 | 76 | 75 | 75 | 76 |
| Avg Bars in Winners | 152 | 163 | 142 | 152 | 163 | 142 |
| Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
| Bars Traded | 7059 | 3531 | 3528 | 7059 | 3531 | 3528 |
| Profit Streak | 118.96 | 119.46 | 0 | 118.96 | 119.46 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 204990 | 313792 | -584955 | -583669 | -113262 | -584955 |
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7355,
"evaluation_days": 1838.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605636000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759165344665,
"expiration_time": 1763913240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 247
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 7,
"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": [
[
533406.9105645808,
616427.3726080159,
-83020.4620434348,
-52804.5673497466,
235817.9617817058,
-288622.5291314522
],
[
533.406911,
616.427373,
-83.020462,
-52.804567,
235.817962,
-288.622529
],
[
0.290092,
0.335243,
-0.04515,
-0.040828,
0.065903,
0
],
[
101.422423,
101.422423,
101.422423,
101.422423,
101.422423,
101.422423
],
[
-249852,
-136229,
-146830,
-722517,
-270753,
-476137
],
[
1.956276,
3.411852,
0.725292,
0.953455,
1.55976,
0.595315
],
[
93,
47,
46,
93,
47,
46
],
[
31,
15,
16,
31,
15,
16
],
[
62,
32,
30,
62,
32,
30
],
[
33.333333,
31.914894,
34.782609,
33.333333,
31.914894,
34.782609
],
[
3.912552,
7.278617,
1.359922,
1.90691,
3.327489,
1.116215
],
[
682268,
682268,
45350,
500989,
500989,
172505
],
[
-57222,
-33700,
-57222,
-418678,
-105478,
-418678
],
[
75,
75,
76,
75,
75,
76
],
[
152,
163,
142,
152,
163,
142
],
[
37,
33,
41,
37,
33,
41
],
[
7059,
3531,
3528,
7059,
3531,
3528
],
[
118.960008,
119.460008,
0,
118.960008,
119.460008,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
204990,
313792,
-584955,
-583669,
-113262,
-584955
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7355,
"evaluation_days": 1838.75,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1605636000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759165344665,
"expiration_time": 1763913240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 247
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 7,
"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) |
|---|