| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 201366.1462 | 155058.4205 | 46307.7257 | 155572.8153 | 208128.3382 | -52555.5229 |
| Total P&L (%) | 201.3661 | 155.0584 | 46.3077 | 155.5728 | 208.1283 | -52.5555 |
| Avg Daily Profit (%) | 0.1933 | 0.1489 | 0.0445 | 0.0901 | 0.1081 | -0.0716 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78310 | -81230 | -67105 | -336013 | -268613 | -234872 |
| Profit Factor | 1.2392 | 1.3338 | 1.1227 | 1.0694 | 1.1691 | 0.948 |
| Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
| Winning Trades | 180 | 89 | 91 | 180 | 89 | 91 |
| Losing Trades | 161 | 82 | 79 | 161 | 82 | 79 |
| Profitability (%) | 52.7859 | 52.0468 | 53.5294 | 52.7859 | 52.0468 | 53.5294 |
| Ratio Avg Win / Avg Loss | 1.1084 | 1.2289 | 0.9747 | 0.9565 | 1.0771 | 0.823 |
| Largest Winning Trade | 44483 | 44483 | 31769 | 131474 | 131474 | 53939 |
| Largest Losing Trade | -25907 | -25907 | -18247 | -90080 | -90080 | -67913 |
| Avg Bars in Trades | 72 | 99 | 45 | 72 | 99 | 45 |
| Avg Bars in Winners | 83 | 116 | 50 | 83 | 116 | 50 |
| Avg Bars in Losers | 61 | 81 | 40 | 61 | 81 | 40 |
| Bars Traded | 24801 | 17007 | 7793 | 24801 | 17007 | 7793 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339131 | 236324 | -221613 | -216376 | -82603 | -579985 |
{
"trading_pair": "UNI_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670266800000,
"first_datapoint_time": 1670860800000,
"last_datapoint_time": 1760266800000,
"evaluation_time": 1760269431938,
"expiration_time": 1766746800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 166,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
201366.1462104969,
155058.4204673337,
46307.7257431629,
155572.8153141584,
208128.3382492617,
-52555.522935103
],
[
201.366146,
155.05842,
46.307726,
155.572815,
208.128338,
-52.555523
],
[
0.193311,
0.148856,
0.044455,
0.090121,
0.108091,
-0.071553
],
[
10,
10,
10,
10,
10,
10
],
[
-78310,
-81230,
-67105,
-336013,
-268613,
-234872
],
[
1.239199,
1.333846,
1.122711,
1.06938,
1.169094,
0.948041
],
[
341,
171,
170,
341,
171,
170
],
[
180,
89,
91,
180,
89,
91
],
[
161,
82,
79,
161,
82,
79
],
[
52.785924,
52.046784,
53.529412,
52.785924,
52.046784,
53.529412
],
[
1.108395,
1.228936,
0.974661,
0.956501,
1.077142,
0.823025
],
[
44483,
44483,
31769,
131474,
131474,
53939
],
[
-25907,
-25907,
-18247,
-90080,
-90080,
-67913
],
[
72,
99,
45,
72,
99,
45
],
[
83,
116,
50,
83,
116,
50
],
[
61,
81,
40,
61,
81,
40
],
[
24801,
17007,
7793,
24801,
17007,
7793
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339131,
236324,
-221613,
-216376,
-82603,
-579985
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670266800000,
"first_datapoint_time": 1670860800000,
"last_datapoint_time": 1760266800000,
"evaluation_time": 1760269431938,
"expiration_time": 1766746800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 166,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|