Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850088.0317 | 776132.4299 | 73955.6018 | 1416958.6808 | 976107.3988 | 440851.282 |
Total P&L (%) | 850.088 | 776.1324 | 73.9556 | 1416.9587 | 976.1074 | 440.8513 |
Avg Daily Profit (%) | 0.4636 | 0.4233 | 0.0403 | 0.1484 | 0.1297 | 0.0921 |
Buy And Hold Return (%) | 206.3327 | 206.3327 | 206.3327 | 206.3327 | 206.3327 | 206.3327 |
Max Trade Drawdown | -81550 | -96893 | -29664 | -420398 | -462157 | -189681 |
Profit Factor | 3.1675 | 4.439 | 1.4441 | 1.6862 | 1.7683 | 1.5549 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 38.1579 | 36.8421 | 39.4737 | 38.1579 | 36.8421 | 39.4737 |
Ratio Avg Win / Avg Loss | 5.1335 | 7.6097 | 2.2144 | 2.7328 | 3.0314 | 2.3842 |
Largest Winning Trade | 613834 | 613834 | 51999 | 670901 | 670901 | 501647 |
Largest Losing Trade | -36684 | -34141 | -36684 | -199195 | -199195 | -177143 |
Avg Bars in Trades | 141 | 156 | 126 | 141 | 156 | 126 |
Avg Bars in Winners | 259 | 301 | 219 | 259 | 301 | 219 |
Avg Bars in Losers | 68 | 72 | 65 | 68 | 72 | 65 |
Bars Traded | 10747 | 5954 | 4793 | 10747 | 5954 | 4793 |
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 | -44154 | 352492 | -306812 | -49788 | -22837 | -77316 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603728000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942381820, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 193, "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": [ [ 850088.0317178032, 776132.4299348511, 73955.601782952, 1416958.6808407556, 976107.3988130142, 440851.2820277414 ], [ 850.088032, 776.13243, 73.955602, 1416.958681, 976.107399, 440.851282 ], [ 0.463599, 0.423267, 0.040332, 0.148408, 0.129657, 0.092097 ], [ 206.332732, 206.332732, 206.332732, 206.332732, 206.332732, 206.332732 ], [ -81550, -96893, -29664, -420398, -462157, -189681 ], [ 3.167504, 4.439006, 1.444147, 1.686223, 1.768317, 1.554938 ], [ 76, 38, 38, 76, 38, 38 ], [ 29, 14, 15, 29, 14, 15 ], [ 47, 24, 23, 47, 24, 23 ], [ 38.157895, 36.842105, 39.473684, 38.157895, 36.842105, 39.473684 ], [ 5.133541, 7.609725, 2.214358, 2.732845, 3.0314, 2.384238 ], [ 613834, 613834, 51999, 670901, 670901, 501647 ], [ -36684, -34141, -36684, -199195, -199195, -177143 ], [ 141, 156, 126, 141, 156, 126 ], [ 259, 301, 219, 259, 301, 219 ], [ 68, 72, 65, 68, 72, 65 ], [ 10747, 5954, 4793, 10747, 5954, 4793 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44154, 352492, -306812, -49788, -22837, -77316 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603728000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942381820, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 193, "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) |
---|