Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751295.9551 | 757329.5022 | -6033.5471 | 247677.5526 | 390661.9657 | -142984.4131 |
Total P&L (%) | 751.296 | 757.3295 | -6.0335 | 247.6776 | 390.662 | -142.9844 |
Avg Daily Profit (%) | 0.4085 | 0.4118 | -0.0033 | 0.0678 | 0.0865 | 0 |
Buy And Hold Return (%) | 278.107 | 278.107 | 278.107 | 278.107 | 278.107 | 278.107 |
Max Trade Drawdown | -120639 | -81605 | -64975 | -453882 | -300765 | -314859 |
Profit Factor | 2.4035 | 4.3499 | 0.9805 | 1.1362 | 1.5043 | 0.8629 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 36.1446 | 40.4762 | 31.7073 | 36.1446 | 40.4762 | 31.7073 |
Ratio Avg Win / Avg Loss | 4.2462 | 6.397 | 2.1118 | 2.0074 | 2.2122 | 1.8586 |
Largest Winning Trade | 688001 | 688001 | 58630 | 398228 | 398228 | 200904 |
Largest Losing Trade | -31431 | -27996 | -31431 | -129687 | -120190 | -129687 |
Avg Bars in Trades | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Winners | 87 | 72 | 106 | 87 | 72 | 106 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 3500 | 1705 | 1796 | 3500 | 1705 | 1796 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 156842 | 365356 | -585078 | -344416 | -118516 | -585078 |
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3678, "evaluation_days": 1839, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604448000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153450627, "expiration_time": 1763913888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 57, "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": [ [ 751295.955094263, 757329.5021885977, -6033.5470943347, 247677.5525767236, 390661.9657029393, -142984.4131262157 ], [ 751.295955, 757.329502, -6.033547, 247.677553, 390.661966, -142.984413 ], [ 0.408535, 0.411816, -0.003281, 0.067783, 0.086529, 0 ], [ 278.107004, 278.107004, 278.107004, 278.107004, 278.107004, 278.107004 ], [ -120639, -81605, -64975, -453882, -300765, -314859 ], [ 2.403503, 4.349936, 0.980488, 1.136247, 1.504277, 0.862932 ], [ 83, 42, 41, 83, 42, 41 ], [ 30, 17, 13, 30, 17, 13 ], [ 53, 25, 28, 53, 25, 28 ], [ 36.144578, 40.47619, 31.707317, 36.144578, 40.47619, 31.707317 ], [ 4.246189, 6.396964, 2.111821, 2.007369, 2.212172, 1.858623 ], [ 688001, 688001, 58630, 398228, 398228, 200904 ], [ -31431, -27996, -31431, -129687, -120190, -129687 ], [ 42, 40, 43, 42, 40, 43 ], [ 87, 72, 106, 87, 72, 106 ], [ 16, 19, 14, 16, 19, 14 ], [ 3500, 1705, 1796, 3500, 1705, 1796 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 156842, 365356, -585078, -344416, -118516, -585078 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3678, "evaluation_days": 1839, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604448000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153450627, "expiration_time": 1763913888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 57, "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) |
---|