Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807077.0936 | 795852.4325 | 11224.6611 | 122825.8409 | 56039.4435 | 66786.3974 |
Total P&L (%) | 807.0771 | 795.8524 | 11.2247 | 122.8258 | 56.0394 | 66.7864 |
Avg Daily Profit (%) | 0.4364 | 0.4303 | 0.0061 | 0.0433 | 0.0241 | 0.0277 |
Buy And Hold Return (%) | 49.8594 | 49.8594 | 49.8594 | 49.8594 | 49.8594 | 49.8594 |
Max Trade Drawdown | -222486 | -183745 | -58190 | -1570084 | -1270740 | -355140 |
Profit Factor | 2.1261 | 2.4341 | 1.0694 | 1.035 | 1.0202 | 1.0905 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 47.3333 | 40 | 54.6667 | 47.3333 | 40 | 54.6667 |
Ratio Avg Win / Avg Loss | 2.3657 | 3.6512 | 0.8868 | 1.1516 | 1.5303 | 0.9043 |
Largest Winning Trade | 707979 | 707979 | 24934 | 705015 | 705015 | 200624 |
Largest Losing Trade | -37080 | -37080 | -31068 | -560884 | -560884 | -158445 |
Avg Bars in Trades | 145 | 264 | 26 | 145 | 264 | 26 |
Avg Bars in Winners | 210 | 455 | 30 | 210 | 455 | 30 |
Avg Bars in Losers | 87 | 136 | 21 | 87 | 136 | 21 |
Bars Traded | 21831 | 19830 | 2001 | 21831 | 19830 | 2001 |
Profit Streak | 0 | 0 | 171.868 | 0 | 0 | 171.868 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498619 | -46203 | -551185 | -321141 | -545982 | -393582 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22195, "evaluation_days": 1849.58, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601611200000, "last_datapoint_time": 1760148000000, "evaluation_time": 1760150992031, "expiration_time": 1765900944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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": [ [ 807077.0935970362, 795852.4325114401, 11224.6610855958, 122825.8409275152, 56039.4434980129, 66786.397429502 ], [ 807.077094, 795.852433, 11.224661, 122.825841, 56.039443, 66.786397 ], [ 0.436357, 0.430288, 0.006069, 0.043328, 0.024059, 0.027661 ], [ 49.859351, 49.859351, 49.859351, 49.859351, 49.859351, 49.859351 ], [ -222486, -183745, -58190, -1570084, -1270740, -355140 ], [ 2.126094, 2.434107, 1.069391, 1.034974, 1.020203, 1.090475 ], [ 150, 75, 75, 150, 75, 75 ], [ 71, 30, 41, 71, 30, 41 ], [ 79, 45, 34, 79, 45, 34 ], [ 47.333333, 40, 54.666667, 47.333333, 40, 54.666667 ], [ 2.365654, 3.65116, 0.886812, 1.151591, 1.530305, 0.904297 ], [ 707979, 707979, 24934, 705015, 705015, 200624 ], [ -37080, -37080, -31068, -560884, -560884, -158445 ], [ 145, 264, 26, 145, 264, 26 ], [ 210, 455, 30, 210, 455, 30 ], [ 87, 136, 21, 87, 136, 21 ], [ 21831, 19830, 2001, 21831, 19830, 2001 ], [ 0, 0, 171.867963, 0, 0, 171.867963 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498619, -46203, -551185, -321141, -545982, -393582 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22195, "evaluation_days": 1849.58, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601611200000, "last_datapoint_time": 1760148000000, "evaluation_time": 1760150992031, "expiration_time": 1765900944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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) |
---|