Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368562.1234 | 373852.6885 | -5290.5652 | -143875.2882 | 193649.7374 | -337525.0255 |
Total P&L (%) | 368.5621 | 373.8527 | -5.2906 | -143.8753 | 193.6497 | -337.525 |
Avg Daily Profit (%) | 0.2004 | 0.2033 | -0.0029 | 0 | 0.0586 | 0 |
Buy And Hold Return (%) | 128.6492 | 128.6492 | 128.6492 | 128.6492 | 128.6492 | 128.6492 |
Max Trade Drawdown | -137879 | -117146 | -174813 | -370783 | -57909 | -399124 |
Profit Factor | 1.2394 | 1.4651 | 0.9928 | 0.8444 | 1.6784 | 0.472 |
Total Trades | 1023 | 511 | 512 | 1023 | 511 | 512 |
Winning Trades | 637 | 331 | 306 | 409 | 199 | 210 |
Losing Trades | 386 | 180 | 206 | 614 | 312 | 302 |
Profitability (%) | 62.2678 | 64.775 | 59.7656 | 39.9805 | 38.9432 | 41.0156 |
Ratio Avg Win / Avg Loss | 0.751 | 0.7967 | 0.6684 | 1.2676 | 2.6314 | 0.6787 |
Largest Winning Trade | 59191 | 59191 | 12362 | 36806 | 36806 | 31125 |
Largest Losing Trade | -103806 | -57018 | -103806 | -265125 | -17058 | -265125 |
Avg Bars in Trades | 20 | 33 | 8 | 20 | 33 | 8 |
Avg Bars in Winners | 9 | 13 | 5 | 36 | 63 | 10 |
Avg Bars in Losers | 39 | 70 | 12 | 10 | 14 | 6 |
Bars Traded | 21246 | 17083 | 4163 | 21246 | 17083 | 4163 |
Profit Streak | 0 | 19.3468 | 0 | 17.6802 | 0 | 18.2635 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360576 | 323125 | -577114 | -576455 | -123881 | -581310 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22070, "evaluation_days": 1839.17, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759249166527, "expiration_time": 1764968544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.98104, "nc": 0.64811 } }, "second_band": { "type": "kcu", "factors": { "length": 224, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 368562.1233954899, 373852.6885485912, -5290.5651531017, -143875.2881720022, 193649.7373682982, -337525.0255402998 ], [ 368.562123, 373.852689, -5.290565, -143.875288, 193.649737, -337.525026 ], [ 0.200396, 0.203273, -0.002877, 0, 0.058588, 0 ], [ 128.649211, 128.649211, 128.649211, 128.649211, 128.649211, 128.649211 ], [ -137879, -117146, -174813, -370783, -57909, -399124 ], [ 1.239365, 1.465113, 0.992811, 0.844405, 1.678357, 0.471966 ], [ 1023, 511, 512, 1023, 511, 512 ], [ 637, 331, 306, 409, 199, 210 ], [ 386, 180, 206, 614, 312, 302 ], [ 62.26784, 64.774951, 59.765625, 39.98045, 38.943249, 41.015625 ], [ 0.751012, 0.796738, 0.668363, 1.26764, 2.631394, 0.678732 ], [ 59191, 59191, 12362, 36806, 36806, 31125 ], [ -103806, -57018, -103806, -265125, -17058, -265125 ], [ 20, 33, 8, 20, 33, 8 ], [ 9, 13, 5, 36, 63, 10 ], [ 39, 70, 12, 10, 14, 6 ], [ 21246, 17083, 4163, 21246, 17083, 4163 ], [ 0, 19.346834, 0, 17.680168, 0, 18.263501 ], [ 0, 2, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360576, 323125, -577114, -576455, -123881, -581310 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22070, "evaluation_days": 1839.17, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759249166527, "expiration_time": 1764968544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.98104, "nc": 0.64811 } }, "second_band": { "type": "kcu", "factors": { "length": 224, "offset": 0, "scalar": 4 } } }
# | 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) |
---|