Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990248.0098 | 898774.1057 | 91473.904 | 2602389.611 | 1987665.6661 | 614723.9449 |
Total P&L (%) | 990.248 | 898.7741 | 91.4739 | 2602.3896 | 1987.6657 | 614.7239 |
Avg Daily Profit (%) | 0.5388 | 0.4891 | 0.0498 | 0.1796 | 0.1655 | 0.1071 |
Buy And Hold Return (%) | 115.1218 | 115.1218 | 115.1218 | 115.1218 | 115.1218 | 115.1218 |
Max Trade Drawdown | -138384 | -84701 | -72413 | -791387 | -398116 | -431461 |
Profit Factor | 3.2077 | 5.853 | 1.3474 | 2.2399 | 3.2833 | 1.5005 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 43.1818 | 45.4545 | 40.9091 | 43.1818 | 45.4545 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.2207 | 7.0236 | 1.9462 | 2.9473 | 3.94 | 2.1673 |
Largest Winning Trade | 734376 | 734376 | 56640 | 615855 | 615855 | 440482 |
Largest Losing Trade | -30555 | -26942 | -30555 | -240984 | -186349 | -240984 |
Avg Bars in Trades | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Winners | 127 | 121 | 134 | 127 | 121 | 134 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 7112 | 3555 | 3557 | 7112 | 3555 | 3557 |
Profit Streak | 0 | 0 | 102.541 | 0 | 0 | 102.541 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527333 | 619905 | -293649 | 349546 | 443172 | -51226 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7351, "evaluation_days": 1837.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602525600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759064340949, "expiration_time": 1763824248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 1.419 } }, "second_band": { "type": "tema", "factors": { "length": 104, "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": [ [ 990248.0097587837, 898774.1057291104, 91473.9040296729, 2602389.6110482216, 1987665.6661156279, 614723.9449325937 ], [ 990.24801, 898.774106, 91.473904, 2602.389611, 1987.665666, 614.723945 ], [ 0.538837, 0.489062, 0.049775, 0.17955, 0.165482, 0.107075 ], [ 115.121824, 115.121824, 115.121824, 115.121824, 115.121824, 115.121824 ], [ -138384, -84701, -72413, -791387, -398116, -431461 ], [ 3.207728, 5.852969, 1.347365, 2.239925, 3.283341, 1.500459 ], [ 88, 44, 44, 88, 44, 44 ], [ 38, 20, 18, 38, 20, 18 ], [ 50, 24, 26, 50, 24, 26 ], [ 43.181818, 45.454545, 40.909091, 43.181818, 45.454545, 40.909091 ], [ 4.220695, 7.023563, 1.946194, 2.94727, 3.94001, 2.16733 ], [ 734376, 734376, 56640, 615855, 615855, 440482 ], [ -30555, -26942, -30555, -240984, -186349, -240984 ], [ 80, 80, 80, 80, 80, 80 ], [ 127, 121, 134, 127, 121, 134 ], [ 45, 47, 43, 45, 47, 43 ], [ 7112, 3555, 3557, 7112, 3555, 3557 ], [ 0, 0, 102.540983, 0, 0, 102.540983 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527333, 619905, -293649, 349546, 443172, -51226 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7351, "evaluation_days": 1837.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602525600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759064340949, "expiration_time": 1763824248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 1.419 } }, "second_band": { "type": "tema", "factors": { "length": 104, "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) |
---|