Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202851.4539 | 283832.8096 | -80981.3558 | -102874.8617 | 73520.2502 | -176395.1119 |
Total P&L (%) | 202.8515 | 283.8328 | -80.9814 | -102.8749 | 73.5203 | -176.3951 |
Avg Daily Profit (%) | 0.1103 | 0.1543 | -0.044 | 0 | 0.03 | 0 |
Buy And Hold Return (%) | 20.4723 | 20.4723 | 20.4723 | 20.4723 | 20.4723 | 20.4723 |
Max Trade Drawdown | -140348 | -142306 | -131119 | -122971 | -3580 | -147679 |
Profit Factor | 1.2139 | 1.588 | 0.826 | 0.4962 | 6.6247 | 0.0771 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 146 | 70 | 76 | 72 | 42 | 30 |
Losing Trades | 69 | 37 | 32 | 143 | 65 | 78 |
Profitability (%) | 67.907 | 65.4206 | 70.3704 | 33.4884 | 39.2523 | 27.7778 |
Ratio Avg Win / Avg Loss | 0.5737 | 0.8393 | 0.3478 | 0.9855 | 10.2525 | 0.2004 |
Largest Winning Trade | 50473 | 50473 | 15320 | 27496 | 27496 | 4277 |
Largest Losing Trade | -101404 | -47838 | -101404 | -117329 | -1368 | -117329 |
Avg Bars in Trades | 49 | 69 | 29 | 49 | 69 | 29 |
Avg Bars in Winners | 28 | 39 | 19 | 88 | 117 | 48 |
Avg Bars in Losers | 93 | 127 | 54 | 29 | 38 | 22 |
Bars Traded | 10616 | 7434 | 3182 | 10616 | 7434 | 3182 |
Profit Streak | 17.6319 | 0 | 62.6319 | 0 | 36.9653 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43841 | 328942 | -576403 | -586073 | -150530 | -598061 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11035, "evaluation_days": 1839.17, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201798896, "expiration_time": 1763957520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "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": [ [ 202851.4538648315, 283832.809628868, -80981.3557640361, -102874.861695334, 73520.2502113054, -176395.1119066392 ], [ 202.851454, 283.83281, -80.981356, -102.874862, 73.52025, -176.395112 ], [ 0.110295, 0.154327, -0.044031, 0, 0.02997, 0 ], [ 20.47228, 20.47228, 20.47228, 20.47228, 20.47228, 20.47228 ], [ -140348, -142306, -131119, -122971, -3580, -147679 ], [ 1.213916, 1.587957, 0.826045, 0.496193, 6.624679, 0.077064 ], [ 215, 107, 108, 215, 107, 108 ], [ 146, 70, 76, 72, 42, 30 ], [ 69, 37, 32, 143, 65, 78 ], [ 67.906977, 65.420561, 70.37037, 33.488372, 39.252336, 27.777778 ], [ 0.5737, 0.839349, 0.347808, 0.985494, 10.252479, 0.200366 ], [ 50473, 50473, 15320, 27496, 27496, 4277 ], [ -101404, -47838, -101404, -117329, -1368, -117329 ], [ 49, 69, 29, 49, 69, 29 ], [ 28, 39, 19, 88, 117, 48 ], [ 93, 127, 54, 29, 38, 22 ], [ 10616, 7434, 3182, 10616, 7434, 3182 ], [ 17.631932, 0, 62.631932, 0, 36.965265, 0 ], [ 1, 0, 4, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -43841, 328942, -576403, -586073, -150530, -598061 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11035, "evaluation_days": 1839.17, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201798896, "expiration_time": 1763957520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "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) |
---|