Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751891.6278 | 761273.8949 | -9382.2671 | 175337.9467 | 347539.5788 | -172201.6322 |
Total P&L (%) | 751.8916 | 761.2739 | -9.3823 | 175.3379 | 347.5396 | -172.2016 |
Avg Daily Profit (%) | 0.41 | 0.4151 | -0.0051 | 0.0552 | 0.0818 | 0 |
Buy And Hold Return (%) | 184.9696 | 184.9696 | 184.9696 | 184.9696 | 184.9696 | 184.9696 |
Max Trade Drawdown | -111030 | -70562 | -82095 | -645584 | -319108 | -481858 |
Profit Factor | 2.4798 | 4.5578 | 0.9681 | 1.0769 | 1.3774 | 0.8733 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 36.0656 | 35.4839 | 36.6667 | 36.0656 | 35.4839 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.396 | 8.2869 | 1.6722 | 1.909 | 2.5044 | 1.5085 |
Largest Winning Trade | 714515 | 714515 | 59018 | 455525 | 455525 | 328546 |
Largest Losing Trade | -42713 | -20796 | -42713 | -335621 | -128103 | -335621 |
Avg Bars in Trades | 114 | 109 | 120 | 114 | 109 | 120 |
Avg Bars in Winners | 211 | 177 | 246 | 211 | 177 | 246 |
Avg Bars in Losers | 59 | 71 | 47 | 59 | 71 | 47 |
Bars Traded | 6991 | 3390 | 3601 | 6991 | 3390 | 3601 |
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 | -159302 | 343538 | -583232 | -591450 | -95511 | -583232 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7335, "evaluation_days": 1833.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603216800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942288326, "expiration_time": 1763468280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 1.81803 } }, "second_band": { "type": "hma", "factors": { "length": 103, "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": [ [ 751891.6278272741, 761273.8949490122, -9382.2671217379, 175337.9466649417, 347539.5788412221, -172201.6321762801 ], [ 751.891628, 761.273895, -9.382267, 175.337947, 347.539579, -172.201632 ], [ 0.41003, 0.415146, -0.005116, 0.055248, 0.081756, 0 ], [ 184.969561, 184.969561, 184.969561, 184.969561, 184.969561, 184.969561 ], [ -111030, -70562, -82095, -645584, -319108, -481858 ], [ 2.4798, 4.55782, 0.968102, 1.076893, 1.377425, 0.873333 ], [ 61, 31, 30, 61, 31, 30 ], [ 22, 11, 11, 22, 11, 11 ], [ 39, 20, 19, 39, 20, 19 ], [ 36.065574, 35.483871, 36.666667, 36.065574, 35.483871, 36.666667 ], [ 4.396008, 8.286945, 1.672176, 1.909037, 2.504409, 1.508484 ], [ 714515, 714515, 59018, 455525, 455525, 328546 ], [ -42713, -20796, -42713, -335621, -128103, -335621 ], [ 114, 109, 120, 114, 109, 120 ], [ 211, 177, 246, 211, 177, 246 ], [ 59, 71, 47, 59, 71, 47 ], [ 6991, 3390, 3601, 6991, 3390, 3601 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159302, 343538, -583232, -591450, -95511, -583232 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7335, "evaluation_days": 1833.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603216800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942288326, "expiration_time": 1763468280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 1.81803 } }, "second_band": { "type": "hma", "factors": { "length": 103, "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) |
---|