Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813844.1316 | 700079.6738 | 113764.4577 | 2653221.6512 | 2046879.8494 | 606341.8018 |
Total P&L (%) | 813.8441 | 700.0797 | 113.7645 | 2653.2217 | 2046.8798 | 606.3418 |
Avg Daily Profit (%) | 0.444 | 0.3819 | 0.0621 | 0.181 | 0.1674 | 0.1067 |
Buy And Hold Return (%) | 114.7943 | 114.7943 | 114.7943 | 114.7943 | 114.7943 | 114.7943 |
Max Trade Drawdown | -77899 | -83756 | -49152 | -823913 | -626665 | -897066 |
Profit Factor | 2.2969 | 3.6125 | 1.3164 | 1.4906 | 1.9644 | 1.1846 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 58.7302 | 53.9683 | 63.4921 | 58.7302 | 53.9683 | 63.4921 |
Ratio Avg Win / Avg Loss | 1.614 | 3.0813 | 0.7569 | 1.0475 | 1.6755 | 0.6811 |
Largest Winning Trade | 482264 | 482264 | 54530 | 724855 | 724855 | 547164 |
Largest Losing Trade | -45518 | -42842 | -45518 | -803859 | -318803 | -803859 |
Avg Bars in Trades | 168 | 162 | 174 | 168 | 162 | 174 |
Avg Bars in Winners | 179 | 188 | 171 | 179 | 188 | 171 |
Avg Bars in Losers | 152 | 131 | 179 | 152 | 131 | 179 |
Bars Traded | 21193 | 10228 | 10965 | 21193 | 10228 | 10965 |
Profit Streak | 26.022 | 0 | 41.9387 | 26.022 | 0 | 41.9387 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594143 | -130396 | -421698 | 400760 | -134675 | -214813 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758918704633, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "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": [ [ 813844.1315537506, 700079.6738494961, 113764.4577042547, 2653221.651208876, 2046879.8494198062, 606341.8017890697 ], [ 813.844132, 700.079674, 113.764458, 2653.221651, 2046.879849, 606.341802 ], [ 0.443976, 0.381914, 0.062062, 0.181026, 0.167432, 0.106704 ], [ 114.794304, 114.794304, 114.794304, 114.794304, 114.794304, 114.794304 ], [ -77899, -83756, -49152, -823913, -626665, -897066 ], [ 2.296885, 3.612543, 1.316391, 1.490636, 1.964372, 1.184567 ], [ 126, 63, 63, 126, 63, 63 ], [ 74, 34, 40, 74, 34, 40 ], [ 52, 29, 23, 52, 29, 23 ], [ 58.730159, 53.968254, 63.492063, 58.730159, 53.968254, 63.492063 ], [ 1.614027, 3.081287, 0.756925, 1.047474, 1.675494, 0.681126 ], [ 482264, 482264, 54530, 724855, 724855, 547164 ], [ -45518, -42842, -45518, -803859, -318803, -803859 ], [ 168, 162, 174, 168, 162, 174 ], [ 179, 188, 171, 179, 188, 171 ], [ 152, 131, 179, 152, 131, 179 ], [ 21193, 10228, 10965, 21193, 10228, 10965 ], [ 26.022044, 0, 41.938711, 26.022044, 0, 41.938711 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 594143, -130396, -421698, 400760, -134675, -214813 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758918704633, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "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) |
---|