Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584221.6993 | 655278.3773 | -71056.6779 | -22832.598 | 80467.622 | -103300.22 |
Total P&L (%) | 584.2217 | 655.2784 | -71.0567 | -22.8326 | 80.4676 | -103.3002 |
Avg Daily Profit (%) | 0.3186 | 0.3573 | -0.0387 | -0.0141 | 0.0322 | 0 |
Buy And Hold Return (%) | 166.4726 | 166.4726 | 166.4726 | 166.4726 | 166.4726 | 166.4726 |
Max Trade Drawdown | -128618 | -110404 | -78370 | -143386 | -127912 | -86972 |
Profit Factor | 1.9386 | 3.5181 | 0.8038 | 0.9606 | 1.3221 | 0.6868 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 40.2778 | 38.8889 | 41.6667 | 40.2778 | 38.8889 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.8745 | 5.5284 | 1.1254 | 1.4244 | 2.0776 | 0.9616 |
Largest Winning Trade | 631365 | 631365 | 51459 | 152259 | 152259 | 40947 |
Largest Losing Trade | -47078 | -36585 | -47078 | -54632 | -54632 | -35773 |
Avg Bars in Trades | 99 | 98 | 99 | 99 | 98 | 99 |
Avg Bars in Winners | 158 | 174 | 143 | 158 | 174 | 143 |
Avg Bars in Losers | 59 | 50 | 68 | 59 | 50 | 68 |
Bars Traded | 7129 | 3539 | 3590 | 7129 | 3539 | 3590 |
Profit Streak | 78.1283 | 173.6283 | 0 | 78.1283 | 173.6283 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76925 | 390383 | -582354 | -666111 | -317288 | -584020 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7335, "evaluation_days": 1833.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602957600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942284259, "expiration_time": 1763468280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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": [ [ 584221.6993159261, 655278.3772644128, -71056.6779484871, -22832.5979841129, 80467.6220361182, -103300.2200202311 ], [ 584.221699, 655.278377, -71.056678, -22.832598, 80.467622, -103.30022 ], [ 0.318594, 0.357343, -0.038749, -0.014134, 0.0322, 0 ], [ 166.472551, 166.472551, 166.472551, 166.472551, 166.472551, 166.472551 ], [ -128618, -110404, -78370, -143386, -127912, -86972 ], [ 1.938607, 3.518079, 0.803822, 0.96061, 1.322136, 0.686841 ], [ 72, 36, 36, 72, 36, 36 ], [ 29, 14, 15, 29, 14, 15 ], [ 43, 22, 21, 43, 22, 21 ], [ 40.277778, 38.888889, 41.666667, 40.277778, 38.888889, 41.666667 ], [ 2.874487, 5.52841, 1.125351, 1.424353, 2.077643, 0.961578 ], [ 631365, 631365, 51459, 152259, 152259, 40947 ], [ -47078, -36585, -47078, -54632, -54632, -35773 ], [ 99, 98, 99, 99, 98, 99 ], [ 158, 174, 143, 158, 174, 143 ], [ 59, 50, 68, 59, 50, 68 ], [ 7129, 3539, 3590, 7129, 3539, 3590 ], [ 78.12829, 173.62829, 0, 78.12829, 173.62829, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -76925, 390383, -582354, -666111, -317288, -584020 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7335, "evaluation_days": 1833.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602957600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942284259, "expiration_time": 1763468280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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) |
---|