Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388814.2644 | 378391.805 | 10422.4593 | 169842.3543 | 110071.8833 | 59770.471 |
Total P&L (%) | 388.8143 | 378.3918 | 10.4225 | 169.8424 | 110.0719 | 59.7705 |
Avg Daily Profit (%) | 0.2121 | 0.2064 | 0.0057 | 0.0542 | 0.0405 | 0.0256 |
Buy And Hold Return (%) | 43.3071 | 43.3071 | 43.3071 | 43.3071 | 43.3071 | 43.3071 |
Max Trade Drawdown | -141702 | -125999 | -25789 | -549820 | -590066 | -56953 |
Profit Factor | 1.5781 | 1.6514 | 1.1138 | 1.0941 | 1.0674 | 1.3472 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 55.2147 | 56.7901 | 53.6585 | 55.2147 | 56.7901 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.28 | 1.2565 | 0.9619 | 0.8875 | 0.8122 | 1.1635 |
Largest Winning Trade | 146194 | 146194 | 9278 | 357433 | 357433 | 38283 |
Largest Losing Trade | -51291 | -51291 | -9517 | -214149 | -214149 | -37437 |
Avg Bars in Trades | 130 | 258 | 5 | 130 | 258 | 5 |
Avg Bars in Winners | 95 | 181 | 4 | 95 | 181 | 4 |
Avg Bars in Losers | 175 | 358 | 6 | 175 | 358 | 6 |
Bars Traded | 21348 | 20900 | 448 | 21348 | 20900 | 448 |
Profit Streak | 135.8837 | 164.5503 | 135.8837 | 135.8837 | 164.5503 | 135.8837 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449505 | 923 | -450421 | -238547 | -300000 | -208209 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1600545600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758899547931, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 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": [ [ 388814.2643725126, 378391.8050460969, 10422.4593264158, 169842.3542798888, 110071.8833212903, 59770.4709585987 ], [ 388.814264, 378.391805, 10.422459, 169.842354, 110.071883, 59.770471 ], [ 0.21211, 0.206424, 0.005686, 0.054168, 0.040502, 0.025565 ], [ 43.307059, 43.307059, 43.307059, 43.307059, 43.307059, 43.307059 ], [ -141702, -125999, -25789, -549820, -590066, -56953 ], [ 1.578142, 1.651387, 1.113755, 1.094129, 1.067438, 1.347199 ], [ 163, 81, 82, 163, 81, 82 ], [ 90, 46, 44, 90, 46, 44 ], [ 73, 35, 38, 73, 35, 38 ], [ 55.214724, 56.790123, 53.658537, 55.214724, 56.790123, 53.658537 ], [ 1.280049, 1.25649, 0.96188, 0.88746, 0.812181, 1.16349 ], [ 146194, 146194, 9278, 357433, 357433, 38283 ], [ -51291, -51291, -9517, -214149, -214149, -37437 ], [ 130, 258, 5, 130, 258, 5 ], [ 95, 181, 4, 95, 181, 4 ], [ 175, 358, 6, 175, 358, 6 ], [ 21348, 20900, 448, 21348, 20900, 448 ], [ 135.883657, 164.550323, 135.883657, 135.883657, 164.550323, 135.883657 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449505, 923, -450421, -238547, -300000, -208209 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1600545600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758899547931, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 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) |
---|