Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966454.5654 | 838169.0148 | 128285.5507 | 4507211.4574 | 3444085.673 | 1063125.7844 |
Total P&L (%) | 966.4546 | 838.169 | 128.2856 | 4507.2115 | 3444.0857 | 1063.1258 |
Avg Daily Profit (%) | 0.5255 | 0.4558 | 0.0698 | 0.2085 | 0.1942 | 0.1335 |
Buy And Hold Return (%) | 11.3333 | 11.3333 | 11.3333 | 11.3333 | 11.3333 | 11.3333 |
Max Trade Drawdown | -72603 | -57430 | -40164 | -1200049 | -838013 | -1112978 |
Profit Factor | 4.3471 | 7.3773 | 1.8155 | 1.8942 | 2.7132 | 1.3509 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 38.0952 | 37.5 | 38.7097 | 38.0952 | 37.5 | 38.7097 |
Ratio Avg Win / Avg Loss | 7.0641 | 12.2956 | 2.8745 | 3.0781 | 4.5219 | 2.1388 |
Largest Winning Trade | 685023 | 685023 | 56448 | 1453652 | 1453652 | 1322954 |
Largest Losing Trade | -28741 | -18798 | -28741 | -796925 | -329444 | -796925 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 114 | 118 | 109 | 114 | 118 | 109 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 3479 | 1741 | 1738 | 3479 | 1741 | 1738 |
Profit Streak | 98.0723 | 157.0723 | 0 | 98.0723 | 157.0723 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137211 | 533636 | -100782 | -143641 | 332487 | -17294 |
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 4, "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": [ [ 966454.5654383881, 838169.0147843974, 128285.5506539908, 4507211.457416857, 3444085.6729985285, 1063125.7844183282 ], [ 966.454565, 838.169015, 128.285551, 4507.211457, 3444.085673, 1063.125784 ], [ 0.525533, 0.455774, 0.069758, 0.208494, 0.194199, 0.133515 ], [ 11.333333, 11.333333, 11.333333, 11.333333, 11.333333, 11.333333 ], [ -72603, -57430, -40164, -1200049, -838013, -1112978 ], [ 4.347135, 7.377344, 1.815486, 1.894194, 2.71315, 1.35085 ], [ 63, 32, 31, 63, 32, 31 ], [ 24, 12, 12, 24, 12, 12 ], [ 39, 20, 19, 39, 20, 19 ], [ 38.095238, 37.5, 38.709677, 38.095238, 37.5, 38.709677 ], [ 7.064094, 12.295573, 2.87452, 3.078066, 4.521917, 2.138845 ], [ 685023, 685023, 56448, 1453652, 1453652, 1322954 ], [ -28741, -18798, -28741, -796925, -329444, -796925 ], [ 55, 54, 56, 55, 54, 56 ], [ 114, 118, 109, 114, 118, 109 ], [ 18, 15, 22, 18, 15, 22 ], [ 3479, 1741, 1738, 3479, 1741, 1738 ], [ 98.072337, 157.072337, 0, 98.072337, 157.072337, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137211, 533636, -100782, -143641, 332487, -17294 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3678, "evaluation_days": 1839, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153449890, "expiration_time": 1763913888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 4, "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) |
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