Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344415.0126 | 353509.0345 | -9094.0219 | -29241.2578 | 169446.7988 | -198688.0566 |
Total P&L (%) | 344.415 | 353.509 | -9.094 | -29.2413 | 169.4468 | -198.6881 |
Avg Daily Profit (%) | 0.1877 | 0.1926 | -0.005 | -0.0188 | 0.054 | 0 |
Buy And Hold Return (%) | 124.6468 | 124.6468 | 124.6468 | 124.6468 | 124.6468 | 124.6468 |
Max Trade Drawdown | -85537 | -85198 | -176464 | -112584 | -27160 | -223554 |
Profit Factor | 1.3471 | 1.9081 | 0.9849 | 0.9488 | 2.1805 | 0.5347 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 65.6085 | 62.766 | 68.4211 | 65.6085 | 62.766 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.7062 | 1.1319 | 0.4546 | 0.4973 | 1.2935 | 0.2468 |
Largest Winning Trade | 54474 | 54474 | 24092 | 39823 | 39823 | 21311 |
Largest Losing Trade | -85537 | -38358 | -85537 | -97773 | -11886 | -97773 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 5378 | 2613 | 2765 | 5378 | 2613 | 2765 |
Profit Streak | 18.8652 | 18.8652 | 40.5319 | 18.8652 | 18.8652 | 40.5319 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275856 | 324097 | -577147 | -576014 | -169510 | -577147 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5506, "evaluation_days": 1835.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758861955792, "expiration_time": 1763601984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.03963 } }, "second_band": { "type": "tema", "factors": { "length": 81, "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": [ [ 344415.012631412, 353509.034533639, -9094.0219022267, -29241.2577798178, 169446.7987802823, -198688.0565601001 ], [ 344.415013, 353.509035, -9.094022, -29.241258, 169.446799, -198.688057 ], [ 0.187658, 0.192613, -0.004955, -0.018845, 0.054021, 0 ], [ 124.646754, 124.646754, 124.646754, 124.646754, 124.646754, 124.646754 ], [ -85537, -85198, -176464, -112584, -27160, -223554 ], [ 1.347144, 1.908097, 0.984915, 0.948751, 2.180503, 0.534725 ], [ 189, 94, 95, 189, 94, 95 ], [ 124, 59, 65, 124, 59, 65 ], [ 65, 35, 30, 65, 35, 30 ], [ 65.608466, 62.765957, 68.421053, 65.608466, 62.765957, 68.421053 ], [ 0.706164, 1.131922, 0.454576, 0.497329, 1.293519, 0.246796 ], [ 54474, 54474, 24092, 39823, 39823, 21311 ], [ -85537, -38358, -85537, -97773, -11886, -97773 ], [ 28, 27, 29, 28, 27, 29 ], [ 20, 19, 21, 20, 19, 21 ], [ 43, 41, 45, 43, 41, 45 ], [ 5378, 2613, 2765, 5378, 2613, 2765 ], [ 18.865229, 18.865229, 40.531896, 18.865229, 18.865229, 40.531896 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 275856, 324097, -577147, -576014, -169510, -577147 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5506, "evaluation_days": 1835.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758861955792, "expiration_time": 1763601984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.03963 } }, "second_band": { "type": "tema", "factors": { "length": 81, "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) |
---|