| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276580.9598 | 293777.6277 | -17196.668 | 114486.3759 | 163740.6107 | -49254.2348 |
| Total P&L (%) | 276.581 | 293.7776 | -17.1967 | 114.4864 | 163.7406 | -49.2542 |
| Avg Daily Profit (%) | 0.1498 | 0.1591 | -0.0093 | 0.0413 | 0.0525 | -0.0367 |
| Buy And Hold Return (%) | 33.2494 | 33.2494 | 33.2494 | 33.2494 | 33.2494 | 33.2494 |
| Max Trade Drawdown | -133022 | -135009 | -30826 | -842126 | -859717 | -71795 |
| Profit Factor | 1.6681 | 1.8378 | 0.7284 | 1.0714 | 1.1141 | 0.7087 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Profitability (%) | 63.8095 | 67.3077 | 60.3774 | 63.8095 | 67.3077 | 60.3774 |
| Ratio Avg Win / Avg Loss | 0.9461 | 0.8926 | 0.478 | 0.6076 | 0.5411 | 0.4651 |
| Largest Winning Trade | 118866 | 118866 | 5393 | 236184 | 236184 | 19009 |
| Largest Losing Trade | -63785 | -63785 | -13539 | -326261 | -326261 | -59222 |
| Avg Bars in Trades | 199 | 398 | 3 | 199 | 398 | 3 |
| Avg Bars in Winners | 101 | 191 | 2 | 101 | 191 | 2 |
| Avg Bars in Losers | 371 | 824 | 4 | 371 | 824 | 4 |
| Bars Traded | 20911 | 20735 | 176 | 20911 | 20735 | 176 |
| Profit Streak | 90.4296 | 90.5129 | 90.4296 | 90.4296 | 90.5129 | 90.4296 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390595 | -168470 | -757849 | -280541 | -397293 | -757849 |
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22158,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1600538400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759889913215,
"expiration_time": 1765624953600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 33,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
276580.9597844906,
293777.6277442297,
-17196.6679597393,
114486.3758956145,
163740.6107058116,
-49254.2348101973
],
[
276.58096,
293.777628,
-17.196668,
114.486376,
163.740611,
-49.254235
],
[
0.149787,
0.1591,
-0.009313,
0.041334,
0.052535,
-0.03673
],
[
33.249422,
33.249422,
33.249422,
33.249422,
33.249422,
33.249422
],
[
-133022,
-135009,
-30826,
-842126,
-859717,
-71795
],
[
1.668111,
1.837787,
0.728396,
1.071369,
1.114101,
0.708716
],
[
105,
52,
53,
105,
52,
53
],
[
67,
35,
32,
67,
35,
32
],
[
38,
17,
21,
38,
17,
21
],
[
63.809524,
67.307692,
60.377358,
63.809524,
67.307692,
60.377358
],
[
0.946093,
0.892639,
0.47801,
0.607642,
0.541135,
0.465095
],
[
118866,
118866,
5393,
236184,
236184,
19009
],
[
-63785,
-63785,
-13539,
-326261,
-326261,
-59222
],
[
199,
398,
3,
199,
398,
3
],
[
101,
191,
2,
101,
191,
2
],
[
371,
824,
4,
371,
824,
4
],
[
20911,
20735,
176,
20911,
20735,
176
],
[
90.429551,
90.512884,
90.429551,
90.429551,
90.512884,
90.429551
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390595,
-168470,
-757849,
-280541,
-397293,
-757849
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22158,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1600538400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759889913215,
"expiration_time": 1765624953600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 33,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|