Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448177.1091 | 492174.2129 | -43997.1038 | 7709.3563 | 184611.0013 | -176901.645 |
Total P&L (%) | 448.1771 | 492.1742 | -43.9971 | 7.7094 | 184.611 | -176.9016 |
Avg Daily Profit (%) | 0.2444 | 0.2684 | -0.024 | 0.0041 | 0.0571 | 0 |
Buy And Hold Return (%) | 173.8828 | 173.8828 | 173.8828 | 173.8828 | 173.8828 | 173.8828 |
Max Trade Drawdown | -143702 | -68424 | -154915 | -249859 | -111981 | -218472 |
Profit Factor | 1.393 | 2.0712 | 0.9354 | 1.0069 | 1.3984 | 0.7271 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Losing Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Profitability (%) | 54.6185 | 55.2 | 54.0323 | 54.6185 | 55.2 | 54.0323 |
Ratio Avg Win / Avg Loss | 1.1575 | 1.6809 | 0.7958 | 0.8366 | 1.135 | 0.6186 |
Largest Winning Trade | 329004 | 329004 | 55843 | 207261 | 207261 | 32837 |
Largest Losing Trade | -53676 | -51806 | -53676 | -90820 | -90820 | -73729 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 26 | 22 | 30 | 26 | 22 | 30 |
Avg Bars in Losers | 31 | 28 | 33 | 31 | 28 | 33 |
Bars Traded | 7103 | 3145 | 3958 | 7103 | 3145 | 3958 |
Profit Streak | 0 | 0 | 47.0051 | 0 | 0 | 47.0051 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 264443 | 345994 | -578991 | -565570 | -261900 | -578991 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 128, "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": [ [ 448177.1090865126, 492174.2128854044, -43997.1037988919, 7709.3563139775, 184611.0013323461, -176901.6450183686 ], [ 448.177109, 492.174213, -43.997104, 7.709356, 184.611001, -176.901645 ], [ 0.244405, 0.268398, -0.023993, 0.00405, 0.057055, 0 ], [ 173.88278, 173.88278, 173.88278, 173.88278, 173.88278, 173.88278 ], [ -143702, -68424, -154915, -249859, -111981, -218472 ], [ 1.393039, 2.071159, 0.935375, 1.006935, 1.398423, 0.727114 ], [ 249, 125, 124, 249, 125, 124 ], [ 136, 69, 67, 136, 69, 67 ], [ 113, 56, 57, 113, 56, 57 ], [ 54.618474, 55.2, 54.032258, 54.618474, 55.2, 54.032258 ], [ 1.157451, 1.680941, 0.795767, 0.836645, 1.134952, 0.618589 ], [ 329004, 329004, 55843, 207261, 207261, 32837 ], [ -53676, -51806, -53676, -90820, -90820, -73729 ], [ 28, 25, 31, 28, 25, 31 ], [ 26, 22, 30, 26, 22, 30 ], [ 31, 28, 33, 31, 28, 33 ], [ 7103, 3145, 3958, 7103, 3145, 3958 ], [ 0, 0, 47.005148, 0, 0, 47.005148 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 264443, 345994, -578991, -565570, -261900, -578991 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7335, "evaluation_days": 1833.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603260000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758953244799, "expiration_time": 1763468280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 128, "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) |
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