Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516504.2843 | 448665.9392 | 67838.3451 | 852530.6645 | 761319.4513 | 91211.2131 |
Total P&L (%) | 516.5043 | 448.6659 | 67.8383 | 852.5307 | 761.3195 | 91.2112 |
Avg Daily Profit (%) | 0.2791 | 0.2424 | 0.0367 | 0.1219 | 0.1164 | 0.035 |
Buy And Hold Return (%) | 56.1244 | 56.1244 | 56.1244 | 56.1244 | 56.1244 | 56.1244 |
Max Trade Drawdown | -147110 | -102421 | -135200 | -1258150 | -909572 | -699559 |
Profit Factor | 1.6342 | 2.1382 | 1.1614 | 1.1743 | 1.3137 | 1.037 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Profitability (%) | 51.5957 | 55.3191 | 47.8723 | 51.5957 | 55.3191 | 47.8723 |
Ratio Avg Win / Avg Loss | 1.5331 | 1.727 | 1.2647 | 1.1016 | 1.061 | 1.1292 |
Largest Winning Trade | 188159 | 188159 | 52011 | 369006 | 313949 | 369006 |
Largest Losing Trade | -45481 | -34478 | -45481 | -627427 | -415774 | -627427 |
Avg Bars in Trades | 115 | 107 | 123 | 115 | 107 | 123 |
Avg Bars in Winners | 125 | 120 | 131 | 125 | 120 | 131 |
Avg Bars in Losers | 105 | 91 | 117 | 105 | 91 | 117 |
Bars Traded | 21759 | 10117 | 11642 | 21759 | 10117 | 11642 |
Profit Streak | 21.4351 | 21.4351 | 23.1851 | 21.4351 | 21.4351 | 23.1851 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505796 | 467555 | -288304 | -56500 | -36065 | -335894 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22209, "evaluation_days": 1850.75, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601704800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760250392252, "expiration_time": 1766005372800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 3.26303 } }, "second_band": { "type": "dema", "factors": { "length": 195, "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": [ [ 516504.2842976231, 448665.9391708843, 67838.3451267387, 852530.6644800071, 761319.451337738, 91211.213142269 ], [ 516.504284, 448.665939, 67.838345, 852.530664, 761.319451, 91.211213 ], [ 0.279078, 0.242424, 0.036655, 0.12186, 0.116415, 0.03503 ], [ 56.124408, 56.124408, 56.124408, 56.124408, 56.124408, 56.124408 ], [ -147110, -102421, -135200, -1258150, -909572, -699559 ], [ 1.63423, 2.13824, 1.161441, 1.174268, 1.313663, 1.037004 ], [ 188, 94, 94, 188, 94, 94 ], [ 97, 52, 45, 97, 52, 45 ], [ 91, 42, 49, 91, 42, 49 ], [ 51.595745, 55.319149, 47.87234, 51.595745, 55.319149, 47.87234 ], [ 1.533144, 1.72704, 1.26468, 1.101633, 1.061035, 1.129183 ], [ 188159, 188159, 52011, 369006, 313949, 369006 ], [ -45481, -34478, -45481, -627427, -415774, -627427 ], [ 115, 107, 123, 115, 107, 123 ], [ 125, 120, 131, 125, 120, 131 ], [ 105, 91, 117, 105, 91, 117 ], [ 21759, 10117, 11642, 21759, 10117, 11642 ], [ 21.435095, 21.435095, 23.185095, 21.435095, 21.435095, 23.185095 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 505796, 467555, -288304, -56500, -36065, -335894 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22209, "evaluation_days": 1850.75, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601704800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760250392252, "expiration_time": 1766005372800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 3.26303 } }, "second_band": { "type": "dema", "factors": { "length": 195, "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) |
---|