Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184832.3362 | 164337.7004 | 20494.6358 | 161574.1526 | 117170.7414 | 44403.4111 |
Total P&L (%) | 184.8323 | 164.3377 | 20.4946 | 161.5742 | 117.1707 | 44.4034 |
Avg Daily Profit (%) | 0.1774 | 0.1578 | 0.0197 | 0.0924 | 0.0745 | 0.0353 |
Buy And Hold Return (%) | 53.1203 | 53.1203 | 53.1203 | 53.1203 | 53.1203 | 53.1203 |
Max Trade Drawdown | -130189 | -102617 | -48711 | -654033 | -584724 | -156162 |
Profit Factor | 1.287 | 1.3766 | 1.0988 | 1.0719 | 1.0717 | 1.0722 |
Total Trades | 587 | 293 | 294 | 587 | 293 | 294 |
Winning Trades | 457 | 242 | 215 | 457 | 242 | 215 |
Losing Trades | 130 | 51 | 79 | 130 | 51 | 79 |
Profitability (%) | 77.8535 | 82.5939 | 73.1293 | 77.8535 | 82.5939 | 73.1293 |
Ratio Avg Win / Avg Loss | 0.3661 | 0.2901 | 0.4037 | 0.3049 | 0.2259 | 0.394 |
Largest Winning Trade | 44736 | 44736 | 9640 | 123744 | 123744 | 58022 |
Largest Losing Trade | -40058 | -40058 | -24733 | -247267 | -247267 | -61722 |
Avg Bars in Trades | 41 | 74 | 8 | 41 | 74 | 8 |
Avg Bars in Winners | 16 | 26 | 4 | 16 | 26 | 4 |
Avg Bars in Losers | 131 | 302 | 20 | 131 | 302 | 20 |
Bars Traded | 24443 | 21900 | 2543 | 24443 | 21900 | 2543 |
Profit Streak | 14.8039 | 18.5123 | 14.8039 | 14.8039 | 18.5123 | 14.8039 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422093 | 351303 | -440576 | -207247 | -235650 | -449030 |
{ "trading_pair": "UNI_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669161600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759007860611, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 184832.3362348195, 164337.7004079082, 20494.6358269111, 161574.1525977436, 117170.7414483432, 44403.4111494008 ], [ 184.832336, 164.3377, 20.494636, 161.574153, 117.170741, 44.403411 ], [ 0.177447, 0.157771, 0.019676, 0.092355, 0.07448, 0.035282 ], [ 53.120301, 53.120301, 53.120301, 53.120301, 53.120301, 53.120301 ], [ -130189, -102617, -48711, -654033, -584724, -156162 ], [ 1.287034, 1.376559, 1.09876, 1.071858, 1.071745, 1.072158 ], [ 587, 293, 294, 587, 293, 294 ], [ 457, 242, 215, 457, 242, 215 ], [ 130, 51, 79, 130, 51, 79 ], [ 77.853492, 82.593857, 73.129252, 77.853492, 82.593857, 73.129252 ], [ 0.366115, 0.290101, 0.40373, 0.304905, 0.225864, 0.393956 ], [ 44736, 44736, 9640, 123744, 123744, 58022 ], [ -40058, -40058, -24733, -247267, -247267, -61722 ], [ 41, 74, 8, 41, 74, 8 ], [ 16, 26, 4, 16, 26, 4 ], [ 131, 302, 20, 131, 302, 20 ], [ 24443, 21900, 2543, 24443, 21900, 2543 ], [ 14.803942, 18.512275, 14.803942, 14.803942, 18.512276, 14.803942 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422093, 351303, -440576, -207247, -235650, -449030 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669161600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759007860611, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 4 } } }
# | 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) |
---|