Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986406.6574 | 867820.4353 | 118586.2221 | 2391466.9254 | 1402157.3294 | 989309.596 |
Total P&L (%) | 986.4067 | 867.8204 | 118.5862 | 2391.4669 | 1402.1573 | 989.3096 |
Avg Daily Profit (%) | 0.5358 | 0.4714 | 0.0644 | 0.1748 | 0.1473 | 0.1298 |
Buy And Hold Return (%) | 242.2581 | 242.2581 | 242.2581 | 242.2581 | 242.2581 | 242.2581 |
Max Trade Drawdown | -61711 | -94208 | -33583 | -430282 | -584172 | -198855 |
Profit Factor | 4.2467 | 5.7696 | 1.973 | 2.4556 | 2.3551 | 2.6266 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 47.8261 | 40 | 55.8824 | 47.8261 | 40 | 55.8824 |
Ratio Avg Win / Avg Loss | 4.6327 | 8.6543 | 1.5577 | 2.6789 | 3.5327 | 2.0737 |
Largest Winning Trade | 795114 | 795114 | 53241 | 650546 | 619052 | 650546 |
Largest Losing Trade | -26379 | -26379 | -20496 | -174112 | -174112 | -127873 |
Avg Bars in Trades | 102 | 108 | 96 | 102 | 108 | 96 |
Avg Bars in Winners | 149 | 182 | 124 | 149 | 182 | 124 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 7088 | 3812 | 3275 | 7088 | 3812 | 3275 |
Profit Streak | 369.7203 | 441.9703 | 369.7203 | 369.7203 | 441.9703 | 369.7203 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89789 | 488258 | -267619 | -93279 | 183778 | -15125 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7364, "evaluation_days": 1841, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604059200000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759360637547, "expiration_time": 1764113472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 120, "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": [ [ 986406.6573943573, 867820.4353132896, 118586.2220810678, 2391466.9254362127, 1402157.329414431, 989309.5960217812 ], [ 986.406657, 867.820435, 118.586222, 2391.466925, 1402.157329, 989.309596 ], [ 0.535799, 0.471385, 0.064414, 0.174811, 0.147283, 0.129803 ], [ 242.258092, 242.258092, 242.258092, 242.258092, 242.258092, 242.258092 ], [ -61711, -94208, -33583, -430282, -584172, -198855 ], [ 4.24666, 5.769558, 1.973038, 2.455637, 2.35513, 2.626628 ], [ 69, 35, 34, 69, 35, 34 ], [ 33, 14, 19, 33, 14, 19 ], [ 36, 21, 15, 36, 21, 15 ], [ 47.826087, 40, 55.882353, 47.826087, 40, 55.882353 ], [ 4.63272, 8.654337, 1.557662, 2.678877, 3.532694, 2.073653 ], [ 795114, 795114, 53241, 650546, 619052, 650546 ], [ -26379, -26379, -20496, -174112, -174112, -127873 ], [ 102, 108, 96, 102, 108, 96 ], [ 149, 182, 124, 149, 182, 124 ], [ 60, 59, 60, 60, 59, 60 ], [ 7088, 3812, 3275, 7088, 3812, 3275 ], [ 369.720342, 441.970342, 369.720342, 369.720342, 441.970342, 369.720342 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -89789, 488258, -267619, -93279, 183778, -15125 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7364, "evaluation_days": 1841, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604059200000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759360637547, "expiration_time": 1764113472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 120, "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) |
---|