Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801678.5105 | 738795.5438 | 62882.9667 | 1032059.0092 | 768515.5115 | 263543.4977 |
Total P&L (%) | 801.6785 | 738.7955 | 62.883 | 1032.059 | 768.5155 | 263.5435 |
Avg Daily Profit (%) | 0.4343 | 0.4002 | 0.0341 | 0.1315 | 0.1172 | 0.0699 |
Buy And Hold Return (%) | 132.9407 | 132.9407 | 132.9407 | 132.9407 | 132.9407 | 132.9407 |
Max Trade Drawdown | -72897 | -66921 | -49556 | -366695 | -369723 | -270416 |
Profit Factor | 3.5267 | 5.4271 | 1.4181 | 1.7138 | 1.9963 | 1.3907 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 40.3509 | 41.3793 | 39.2857 | 40.3509 | 41.3793 | 39.2857 |
Ratio Avg Win / Avg Loss | 5.2133 | 7.6884 | 2.1916 | 2.5335 | 2.8281 | 2.1493 |
Largest Winning Trade | 659190 | 659190 | 51809 | 439509 | 439509 | 287410 |
Largest Losing Trade | -29086 | -26942 | -29086 | -154225 | -147164 | -154225 |
Avg Bars in Trades | 122 | 114 | 130 | 122 | 114 | 130 |
Avg Bars in Winners | 244 | 200 | 292 | 244 | 200 | 292 |
Avg Bars in Losers | 39 | 54 | 25 | 39 | 54 | 25 |
Bars Traded | 6981 | 3331 | 3650 | 6981 | 3331 | 3650 |
Profit Streak | 119.4652 | 120.2152 | 119.4652 | 119.4652 | 120.2152 | 119.4652 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165792 | 520060 | -335906 | -195656 | -35637 | -129460 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7384, "evaluation_days": 1846, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759792195477, "expiration_time": 1764558432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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": [ [ 801678.5104692326, 738795.5437750489, 62882.9666941838, 1032059.0091772291, 768515.5115168324, 263543.4976603966 ], [ 801.67851, 738.795544, 62.882967, 1032.059009, 768.515512, 263.543498 ], [ 0.434279, 0.400214, 0.034064, 0.131539, 0.117166, 0.069945 ], [ 132.940653, 132.940653, 132.940653, 132.940653, 132.940653, 132.940653 ], [ -72897, -66921, -49556, -366695, -369723, -270416 ], [ 3.526676, 5.427097, 1.418089, 1.713809, 1.996341, 1.390719 ], [ 57, 29, 28, 57, 29, 28 ], [ 23, 12, 11, 23, 12, 11 ], [ 34, 17, 17, 34, 17, 17 ], [ 40.350877, 41.37931, 39.285714, 40.350877, 41.37931, 39.285714 ], [ 5.213347, 7.688388, 2.191593, 2.533457, 2.828149, 2.149293 ], [ 659190, 659190, 51809, 439509, 439509, 287410 ], [ -29086, -26942, -29086, -154225, -147164, -154225 ], [ 122, 114, 130, 122, 114, 130 ], [ 244, 200, 292, 244, 200, 292 ], [ 39, 54, 25, 39, 54, 25 ], [ 6981, 3331, 3650, 6981, 3331, 3650 ], [ 119.465225, 120.215225, 119.465225, 119.465225, 120.215225, 119.465225 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165792, 520060, -335906, -195656, -35637, -129460 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7384, "evaluation_days": 1846, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759792195477, "expiration_time": 1764558432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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) |
---|