| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 302560.2058 | 228246.3035 | 74313.9023 | 679512.0607 | 401550.6677 | 277961.3931 |
| Total P&L (%) | 302.5602 | 228.2463 | 74.3139 | 679.5121 | 401.5507 | 277.9614 |
| Avg Daily Profit (%) | 0.2905 | 0.2191 | 0.0713 | 0.1973 | 0.1549 | 0.1277 |
| Buy And Hold Return (%) | 48.3789 | 48.3789 | 48.3789 | 48.3789 | 48.3789 | 48.3789 |
| Max Trade Drawdown | -76437 | -88628 | -32190 | -489739 | -557719 | -67939 |
| Profit Factor | 1.5441 | 1.5869 | 1.4446 | 1.3684 | 1.2848 | 1.6396 |
| Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
| Winning Trades | 236 | 111 | 125 | 236 | 111 | 125 |
| Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
| Profitability (%) | 62.5995 | 59.0426 | 66.1376 | 62.5995 | 59.0426 | 66.1376 |
| Ratio Avg Win / Avg Loss | 0.9226 | 1.1008 | 0.7396 | 0.8175 | 0.8913 | 0.8395 |
| Largest Winning Trade | 49739 | 49739 | 14399 | 143607 | 143607 | 57525 |
| Largest Losing Trade | -44574 | -44574 | -12373 | -216061 | -216061 | -55396 |
| Avg Bars in Trades | 64 | 112 | 17 | 64 | 112 | 17 |
| Avg Bars in Winners | 40 | 67 | 15 | 40 | 67 | 15 |
| Avg Bars in Losers | 106 | 177 | 20 | 106 | 177 | 20 |
| Bars Traded | 24415 | 21181 | 3234 | 24415 | 21181 | 3234 |
| Profit Streak | 0 | 15.1564 | 0 | 0 | 15.1564 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410769 | 368052 | -105556 | 376351 | 278861 | -20203 |
{
"trading_pair": "UNI_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669237200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758973515486,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 239,
"offset": 0,
"std": 1.74257
}
}
} {
"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": [
[
302560.2057897433,
228246.3034930302,
74313.9022967134,
679512.0607254666,
401550.6676561592,
277961.3930693074
],
[
302.560206,
228.246303,
74.313902,
679.512061,
401.550668,
277.961393
],
[
0.290471,
0.219126,
0.071345,
0.197339,
0.15493,
0.127731
],
[
48.378871,
48.378871,
48.378871,
48.378871,
48.378871,
48.378871
],
[
-76437,
-88628,
-32190,
-489739,
-557719,
-67939
],
[
1.544137,
1.586906,
1.444622,
1.368376,
1.284789,
1.63955
],
[
377,
188,
189,
377,
188,
189
],
[
236,
111,
125,
236,
111,
125
],
[
141,
77,
64,
141,
77,
64
],
[
62.599469,
59.042553,
66.137566,
62.599469,
59.042553,
66.137566
],
[
0.922556,
1.100827,
0.739647,
0.817547,
0.89125,
0.83945
],
[
49739,
49739,
14399,
143607,
143607,
57525
],
[
-44574,
-44574,
-12373,
-216061,
-216061,
-55396
],
[
64,
112,
17,
64,
112,
17
],
[
40,
67,
15,
40,
67,
15
],
[
106,
177,
20,
106,
177,
20
],
[
24415,
21181,
3234,
24415,
21181,
3234
],
[
0,
15.156429,
0,
0,
15.156429,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410769,
368052,
-105556,
376351,
278861,
-20203
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669237200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758973515486,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 239,
"offset": 0,
"std": 1.74257
}
}
}
| # | 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) |
|---|