Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931508.0352 | 965056.9424 | -33548.9072 | 68081.1588 | 289473.5456 | -221392.3869 |
Total P&L (%) | 931.508 | 965.0569 | -33.5489 | 68.0812 | 289.4735 | -221.3924 |
Avg Daily Profit (%) | 0.5079 | 0.5262 | -0.0183 | 0.0283 | 0.0742 | 0 |
Buy And Hold Return (%) | 135.4114 | 135.4114 | 135.4114 | 135.4114 | 135.4114 | 135.4114 |
Max Trade Drawdown | -192112 | -154519 | -47783 | -957028 | -759808 | -224673 |
Profit Factor | 2.8745 | 3.6268 | 0.741 | 1.0387 | 1.2122 | 0.4426 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 47.2222 | 41.6667 | 52.7778 | 47.2222 | 41.6667 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.2127 | 5.0775 | 0.663 | 1.1608 | 1.6971 | 0.396 |
Largest Winning Trade | 942031 | 942031 | 12436 | 943463 | 943463 | 45201 |
Largest Losing Trade | -46973 | -46973 | -20084 | -474698 | -474698 | -97868 |
Avg Bars in Trades | 49 | 91 | 8 | 49 | 91 | 8 |
Avg Bars in Winners | 57 | 123 | 6 | 57 | 123 | 6 |
Avg Bars in Losers | 42 | 68 | 9 | 42 | 68 | 9 |
Bars Traded | 3567 | 3277 | 290 | 3567 | 3277 | 290 |
Profit Streak | 0 | 160.0783 | 0 | 0 | 160.0783 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68781 | 538144 | -580142 | -583692 | -101901 | -580142 |
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894767413, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.73846 } } }
{ "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": [ [ 931508.0352362458, 965056.9424288203, -33548.9071925746, 68081.1587695735, 289473.5456384587, -221392.3868688853 ], [ 931.508035, 965.056942, -33.548907, 68.081159, 289.473546, -221.392387 ], [ 0.507911, 0.526203, -0.018293, 0.028318, 0.074162, 0 ], [ 135.411428, 135.411428, 135.411428, 135.411428, 135.411428, 135.411428 ], [ -192112, -154519, -47783, -957028, -759808, -224673 ], [ 2.874522, 3.626775, 0.741012, 1.038654, 1.212204, 0.442576 ], [ 72, 36, 36, 72, 36, 36 ], [ 34, 15, 19, 34, 15, 19 ], [ 38, 21, 17, 38, 21, 17 ], [ 47.222222, 41.666667, 52.777778, 47.222222, 41.666667, 52.777778 ], [ 3.212701, 5.077485, 0.663011, 1.160849, 1.697086, 0.395989 ], [ 942031, 942031, 12436, 943463, 943463, 45201 ], [ -46973, -46973, -20084, -474698, -474698, -97868 ], [ 49, 91, 8, 49, 91, 8 ], [ 57, 123, 6, 57, 123, 6 ], [ 42, 68, 9, 42, 68, 9 ], [ 3567, 3277, 290, 3567, 3277, 290 ], [ 0, 160.078326, 0, 0, 160.078327, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68781, 538144, -580142, -583692, -101901, -580142 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894767413, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.73846 } } }
# | 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) |
---|