Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662175.8783 | 666227.4715 | -4051.5932 | 301287.1932 | 448635.896 | -147348.7028 |
Total P&L (%) | 662.1759 | 666.2275 | -4.0516 | 301.2872 | 448.6359 | -147.3487 |
Avg Daily Profit (%) | 0.3611 | 0.3633 | -0.0022 | 0.0758 | 0.0929 | 0 |
Buy And Hold Return (%) | 271.9008 | 271.9008 | 271.9008 | 271.9008 | 271.9008 | 271.9008 |
Max Trade Drawdown | -111176 | -103692 | -70325 | -364626 | -330348 | -355332 |
Profit Factor | 2.0034 | 3.0946 | 0.9881 | 1.1429 | 1.4488 | 0.8671 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Losing Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Profitability (%) | 45.7516 | 51.9481 | 39.4737 | 45.7516 | 51.9481 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.3755 | 2.8625 | 1.5152 | 1.3551 | 1.3401 | 1.3296 |
Largest Winning Trade | 574510 | 574510 | 54563 | 343970 | 343970 | 174993 |
Largest Losing Trade | -36536 | -36536 | -33385 | -165926 | -134934 | -165926 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 68 | 56 | 83 | 68 | 56 | 83 |
Avg Bars in Losers | 26 | 30 | 23 | 26 | 30 | 23 |
Bars Traded | 6998 | 3414 | 3584 | 6998 | 3414 | 3584 |
Profit Streak | 79.1557 | 95.1557 | 0 | 79.1557 | 95.1557 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321930 | -28847 | -631551 | -287546 | -117510 | -632663 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7335, "evaluation_days": 1833.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604599200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758923048656, "expiration_time": 1763468280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 50 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 662175.878254568, 666227.471495147, -4051.5932405791, 301287.193214329, 448635.8959829542, -147348.7027686253 ], [ 662.175878, 666.227471, -4.051593, 301.287193, 448.635896, -147.348703 ], [ 0.361105, 0.363314, -0.002209, 0.075803, 0.092873, 0 ], [ 271.900826, 271.900826, 271.900826, 271.900826, 271.900826, 271.900826 ], [ -111176, -103692, -70325, -364626, -330348, -355332 ], [ 2.003434, 3.094585, 0.988148, 1.142875, 1.448798, 0.867146 ], [ 153, 77, 76, 153, 77, 76 ], [ 70, 40, 30, 70, 40, 30 ], [ 83, 37, 46, 83, 37, 46 ], [ 45.751634, 51.948052, 39.473684, 45.751634, 51.948052, 39.473684 ], [ 2.3755, 2.862491, 1.51516, 1.355124, 1.340138, 1.329624 ], [ 574510, 574510, 54563, 343970, 343970, 174993 ], [ -36536, -36536, -33385, -165926, -134934, -165926 ], [ 45, 44, 47, 45, 44, 47 ], [ 68, 56, 83, 68, 56, 83 ], [ 26, 30, 23, 26, 30, 23 ], [ 6998, 3414, 3584, 6998, 3414, 3584 ], [ 79.155656, 95.155656, 0, 79.155656, 95.155656, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321930, -28847, -631551, -287546, -117510, -632663 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7335, "evaluation_days": 1833.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604599200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758923048656, "expiration_time": 1763468280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 50 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|