| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 568951.8886 | 584306.5514 | -15354.6628 | 117031.1312 | 286495.4015 | -169464.2703 |
| Total P&L (%) | 568.9519 | 584.3066 | -15.3547 | 117.0311 | 286.4954 | -169.4643 |
| Avg Daily Profit (%) | 0.3103 | 0.3187 | -0.0084 | 0.0423 | 0.0738 | 0 |
| Buy And Hold Return (%) | 185.494 | 185.494 | 185.494 | 185.494 | 185.494 | 185.494 |
| Max Trade Drawdown | -97203 | -52052 | -69207 | -401943 | -199015 | -341659 |
| Profit Factor | 2.1188 | 3.5878 | 0.9457 | 1.0728 | 1.3985 | 0.8094 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 40.9836 | 38.7097 | 43.3333 | 40.9836 | 38.7097 | 43.3333 |
| Ratio Avg Win / Avg Loss | 3.0511 | 5.6807 | 1.2367 | 1.5448 | 2.2143 | 1.0584 |
| Largest Winning Trade | 546302 | 546302 | 46889 | 314736 | 314736 | 154019 |
| Largest Losing Trade | -36127 | -25900 | -36127 | -133329 | -83728 | -133329 |
| Avg Bars in Trades | 171 | 149 | 195 | 171 | 149 | 195 |
| Avg Bars in Winners | 298 | 249 | 343 | 298 | 249 | 343 |
| Avg Bars in Losers | 83 | 85 | 81 | 83 | 85 | 81 |
| Bars Traded | 10475 | 4623 | 5852 | 10475 | 4623 | 5852 |
| Profit Streak | 82.0566 | 83.39 | 0 | 82.0566 | 83.39 | 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 | -159267 | 322590 | -581751 | -610803 | -106466 | -581751 |
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603814400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907291978,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 147,
"offset": 117,
"scalar": 2
}
}
} {
"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": [
[
568951.8885815422,
584306.5513695136,
-15354.6627879716,
117031.1311958483,
286495.4014870555,
-169464.2702912071
],
[
568.951889,
584.306551,
-15.354663,
117.031131,
286.495401,
-169.46427
],
[
0.31028,
0.318654,
-0.008374,
0.042267,
0.073756,
0
],
[
185.493989,
185.493989,
185.493989,
185.493989,
185.493989,
185.493989
],
[
-97203,
-52052,
-69207,
-401943,
-199015,
-341659
],
[
2.118812,
3.587835,
0.945694,
1.072788,
1.398521,
0.809363
],
[
61,
31,
30,
61,
31,
30
],
[
25,
12,
13,
25,
12,
13
],
[
36,
19,
17,
36,
19,
17
],
[
40.983607,
38.709677,
43.333333,
40.983607,
38.709677,
43.333333
],
[
3.051089,
5.680739,
1.236677,
1.544815,
2.214325,
1.058398
],
[
546302,
546302,
46889,
314736,
314736,
154019
],
[
-36127,
-25900,
-36127,
-133329,
-83728,
-133329
],
[
171,
149,
195,
171,
149,
195
],
[
298,
249,
343,
298,
249,
343
],
[
83,
85,
81,
83,
85,
81
],
[
10475,
4623,
5852,
10475,
4623,
5852
],
[
82.05662,
83.389953,
0,
82.05662,
83.389953,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-159267,
322590,
-581751,
-610803,
-106466,
-581751
]
]
}
{
"trading_pair": "UNI_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11002,
"evaluation_days": 1833.67,
"actual_first_datapoint_time": 1600300800000,
"first_datapoint_time": 1603814400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907291978,
"expiration_time": 1763468064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 147,
"offset": 117,
"scalar": 2
}
}
}
| # | 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) |
|---|