Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304843.234 | 156620.1243 | 148223.1097 | 494153.9966 | 348908.7515 | 145245.2451 |
Total P&L (%) | 304.8432 | 156.6201 | 148.2231 | 494.154 | 348.9088 | 145.2452 |
Avg Daily Profit (%) | 0.1662 | 0.0854 | 0.0808 | 0.0972 | 0.0819 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72060 | -71573 | -67525 | -688298 | -463187 | -706018 |
Profit Factor | 2.1317 | 2.0429 | 2.2436 | 1.2054 | 1.2922 | 1.1199 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 80.5556 | 77.7778 | 83.3333 | 80.5556 | 77.7778 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.5145 | 0.5837 | 0.4487 | 0.291 | 0.3692 | 0.224 |
Largest Winning Trade | 33633 | 33633 | 16532 | 262872 | 262872 | 97157 |
Largest Losing Trade | -70808 | -70808 | -55464 | -565795 | -458245 | -565795 |
Avg Bars in Trades | 29 | 35 | 23 | 29 | 35 | 23 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 100 | 116 | 79 | 100 | 116 | 79 |
Bars Traded | 3173 | 1916 | 1257 | 3173 | 1916 | 1257 |
Profit Streak | 0 | 120.5783 | 0 | 0 | 120.5783 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482202 | -253333 | -259118 | -60568 | -260717 | -393461 |
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1610841600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894760857, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "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": [ [ 304843.2339740708, 156620.1242512933, 148223.1097227778, 494153.9965783862, 348908.7515278455, 145245.2450505412 ], [ 304.843234, 156.620124, 148.22311, 494.153997, 348.908752, 145.245245 ], [ 0.166218, 0.085398, 0.08082, 0.09721, 0.081912, 0.048926 ], [ 10, 10, 10, 10, 10, 10 ], [ -72060, -71573, -67525, -688298, -463187, -706018 ], [ 2.131681, 2.042856, 2.243604, 1.205399, 1.292158, 1.119881 ], [ 108, 54, 54, 108, 54, 54 ], [ 87, 42, 45, 87, 42, 45 ], [ 21, 12, 9, 21, 12, 9 ], [ 80.555556, 77.777778, 83.333333, 80.555556, 77.777778, 83.333333 ], [ 0.514544, 0.583673, 0.448721, 0.290958, 0.369188, 0.223976 ], [ 33633, 33633, 16532, 262872, 262872, 97157 ], [ -70808, -70808, -55464, -565795, -458245, -565795 ], [ 29, 35, 23, 29, 35, 23 ], [ 12, 12, 12, 12, 12, 12 ], [ 100, 116, 79, 100, 116, 79 ], [ 3173, 1916, 1257, 3173, 1916, 1257 ], [ 0, 120.578251, 0, 0, 120.578251, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 482202, -253333, -259118, -60568, -260717, -393461 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1610841600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894760857, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "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) |
---|