| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 818080.9845 | 859789.0401 | -41708.0556 | -4323.2842 | 153464.8488 | -157788.133 |
| Total P&L (%) | 818.081 | 859.789 | -41.7081 | -4.3233 | 153.4648 | -157.7881 |
| Avg Daily Profit (%) | 0.4429 | 0.4655 | -0.0226 | -0.0024 | 0.0504 | 0 |
| Buy And Hold Return (%) | 121.6946 | 121.6946 | 121.6946 | 121.6946 | 121.6946 | 121.6946 |
| Max Trade Drawdown | -239248 | -179739 | -88023 | -654062 | -488610 | -193844 |
| Profit Factor | 2.2048 | 3.037 | 0.8377 | 0.9966 | 1.185 | 0.6486 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 45.1327 | 40.3509 | 50 | 45.1327 | 40.3509 | 50 |
| Ratio Avg Win / Avg Loss | 2.6804 | 4.4894 | 0.8377 | 1.2116 | 1.7517 | 0.6486 |
| Largest Winning Trade | 886935 | 886935 | 23766 | 620397 | 620397 | 83740 |
| Largest Losing Trade | -34726 | -34726 | -28086 | -173513 | -173513 | -82802 |
| Avg Bars in Trades | 192 | 296 | 87 | 192 | 296 | 87 |
| Avg Bars in Winners | 247 | 437 | 91 | 247 | 437 | 91 |
| Avg Bars in Losers | 147 | 200 | 83 | 147 | 200 | 83 |
| Bars Traded | 21776 | 16895 | 4881 | 21776 | 16895 | 4881 |
| Profit Streak | 0 | 0 | 96.9534 | 0 | 0 | 96.9534 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 451152 | -167699 | -760273 | -580703 | -409945 | -760273 |
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22163,
"evaluation_days": 1846.92,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601877600000,
"last_datapoint_time": 1759917600000,
"evaluation_time": 1759920771711,
"expiration_time": 1765662249600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 91,
"offset": 218,
"poles": 3
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 150,
"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": [
[
818080.9845168771,
859789.0401203778,
-41708.0556035013,
-4323.2841799381,
153464.8487742931,
-157788.1329542311
],
[
818.080985,
859.78904,
-41.708056,
-4.323284,
153.464849,
-157.788133
],
[
0.442943,
0.465526,
-0.022582,
-0.002393,
0.05037,
0
],
[
121.694647,
121.694647,
121.694647,
121.694647,
121.694647,
121.694647
],
[
-239248,
-179739,
-88023,
-654062,
-488610,
-193844
],
[
2.204829,
3.036969,
0.837655,
0.996619,
1.184984,
0.648602
],
[
113,
57,
56,
113,
57,
56
],
[
51,
23,
28,
51,
23,
28
],
[
62,
34,
28,
62,
34,
28
],
[
45.132743,
40.350877,
50,
45.132743,
40.350877,
50
],
[
2.680381,
4.489433,
0.837655,
1.211576,
1.751716,
0.648602
],
[
886935,
886935,
23766,
620397,
620397,
83740
],
[
-34726,
-34726,
-28086,
-173513,
-173513,
-82802
],
[
192,
296,
87,
192,
296,
87
],
[
247,
437,
91,
247,
437,
91
],
[
147,
200,
83,
147,
200,
83
],
[
21776,
16895,
4881,
21776,
16895,
4881
],
[
0,
0,
96.953376,
0,
0,
96.953376
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
451152,
-167699,
-760273,
-580703,
-409945,
-760273
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22163,
"evaluation_days": 1846.92,
"actual_first_datapoint_time": 1600308000000,
"first_datapoint_time": 1601877600000,
"last_datapoint_time": 1759917600000,
"evaluation_time": 1759920771711,
"expiration_time": 1765662249600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 91,
"offset": 218,
"poles": 3
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 150,
"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) |
|---|