Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560944.1821 | 585291.2637 | -24347.0815 | 73539.4921 | 207024.2368 | -133484.7446 |
Total P&L (%) | 560.9442 | 585.2913 | -24.3471 | 73.5395 | 207.0242 | -133.4847 |
Avg Daily Profit (%) | 0.306 | 0.3193 | -0.0133 | 0.0301 | 0.0612 | 0 |
Buy And Hold Return (%) | 163.9082 | 163.9082 | 163.9082 | 163.9082 | 163.9082 | 163.9082 |
Max Trade Drawdown | -125960 | -110288 | -83764 | -369334 | -298311 | -149528 |
Profit Factor | 1.6062 | 2.1721 | 0.9429 | 1.0414 | 1.2099 | 0.8313 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 47.2637 | 43.5644 | 51 | 47.2637 | 43.5644 | 51 |
Ratio Avg Win / Avg Loss | 1.7922 | 2.8139 | 0.9059 | 1.162 | 1.5674 | 0.7987 |
Largest Winning Trade | 469178 | 469178 | 37436 | 258058 | 258058 | 105332 |
Largest Losing Trade | -43615 | -33381 | -43615 | -106988 | -106988 | -105841 |
Avg Bars in Trades | 108 | 112 | 103 | 108 | 112 | 103 |
Avg Bars in Winners | 145 | 158 | 133 | 145 | 158 | 133 |
Avg Bars in Losers | 75 | 76 | 73 | 75 | 76 | 73 |
Bars Traded | 21732 | 11335 | 10397 | 21732 | 11335 | 10397 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332514 | 280739 | -580935 | -493512 | -197271 | -580935 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601992800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758860916012, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 34, "offset": 190, "a": 0.96321 } }, "second_band": { "type": "midpoint", "factors": { "length": 235, "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": [ [ 560944.182120137, 585291.263664751, -24347.0815446144, 73539.4921305946, 207024.2367578093, -133484.7446272148 ], [ 560.944182, 585.291264, -24.347082, 73.539492, 207.024237, -133.484745 ], [ 0.306012, 0.319294, -0.013282, 0.030076, 0.061214, 0 ], [ 163.90824, 163.90824, 163.90824, 163.90824, 163.90824, 163.90824 ], [ -125960, -110288, -83764, -369334, -298311, -149528 ], [ 1.606174, 2.17213, 0.942853, 1.041372, 1.209905, 0.831301 ], [ 201, 101, 100, 201, 101, 100 ], [ 95, 44, 51, 95, 44, 51 ], [ 106, 57, 49, 106, 57, 49 ], [ 47.263682, 43.564356, 51, 47.263682, 43.564356, 51 ], [ 1.792152, 2.813896, 0.905879, 1.161951, 1.567377, 0.798701 ], [ 469178, 469178, 37436, 258058, 258058, 105332 ], [ -43615, -33381, -43615, -106988, -106988, -105841 ], [ 108, 112, 103, 108, 112, 103 ], [ 145, 158, 133, 145, 158, 133 ], [ 75, 76, 73, 75, 76, 73 ], [ 21732, 11335, 10397, 21732, 11335, 10397 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332514, 280739, -580935, -493512, -197271, -580935 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601992800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758860916012, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 34, "offset": 190, "a": 0.96321 } }, "second_band": { "type": "midpoint", "factors": { "length": 235, "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) |
---|