Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923159.8851 | 850519.3577 | 72640.5274 | 865462.5257 | 646977.5734 | 218484.9523 |
Total P&L (%) | 923.1599 | 850.5194 | 72.6405 | 865.4625 | 646.9776 | 218.485 |
Avg Daily Profit (%) | 0.5019 | 0.4624 | 0.0395 | 0.1234 | 0.1094 | 0.063 |
Buy And Hold Return (%) | 120.0642 | 120.0642 | 120.0642 | 120.0642 | 120.0642 | 120.0642 |
Max Trade Drawdown | -99438 | -69666 | -68741 | -2110735 | -1086675 | -1363191 |
Profit Factor | 2.6863 | 4.1737 | 1.2599 | 1.1277 | 1.1998 | 1.0617 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 48.2759 | 43.1818 | 53.4884 | 48.2759 | 43.1818 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.8782 | 5.4918 | 1.0956 | 1.2082 | 1.5787 | 0.9232 |
Largest Winning Trade | 754152 | 754152 | 45175 | 767724 | 767724 | 753256 |
Largest Losing Trade | -43025 | -22802 | -43025 | -969025 | -429320 | -969025 |
Avg Bars in Trades | 61 | 59 | 62 | 61 | 59 | 62 |
Avg Bars in Winners | 86 | 97 | 78 | 86 | 97 | 78 |
Avg Bars in Losers | 37 | 31 | 44 | 37 | 31 | 44 |
Bars Traded | 5318 | 2628 | 2690 | 5318 | 2628 | 2690 |
Profit Streak | 0 | 0 | 47.2586 | 0 | 0 | 47.2586 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550967 | 535553 | -305025 | -108432 | -49841 | -270136 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5518, "evaluation_days": 1839.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759212742477, "expiration_time": 1763957952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 50, "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": [ [ 923159.885100254, 850519.3576655246, 72640.5274347295, 865462.525741862, 646977.5734462485, 218484.9522956142 ], [ 923.159885, 850.519358, 72.640527, 865.462526, 646.977573, 218.484952 ], [ 0.5019, 0.462407, 0.039493, 0.123351, 0.109386, 0.063 ], [ 120.064164, 120.064164, 120.064164, 120.064164, 120.064164, 120.064164 ], [ -99438, -69666, -68741, -2110735, -1086675, -1363191 ], [ 2.68633, 4.173733, 1.259941, 1.127686, 1.199803, 1.06172 ], [ 87, 44, 43, 87, 44, 43 ], [ 42, 19, 23, 42, 19, 23 ], [ 45, 25, 20, 45, 25, 20 ], [ 48.275862, 43.181818, 53.488372, 48.275862, 43.181818, 53.488372 ], [ 2.87821, 5.491754, 1.095601, 1.208235, 1.578688, 0.923235 ], [ 754152, 754152, 45175, 767724, 767724, 753256 ], [ -43025, -22802, -43025, -969025, -429320, -969025 ], [ 61, 59, 62, 61, 59, 62 ], [ 86, 97, 78, 86, 97, 78 ], [ 37, 31, 44, 37, 31, 44 ], [ 5318, 2628, 2690, 5318, 2628, 2690 ], [ 0, 0, 47.258593, 0, 0, 47.258593 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 550967, 535553, -305025, -108432, -49841, -270136 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5518, "evaluation_days": 1839.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759212742477, "expiration_time": 1763957952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 50, "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) |
---|