Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445022.2161 | 491569.6414 | -46547.4253 | -5817.2457 | 286278.3632 | -292095.6089 |
Total P&L (%) | 445.0222 | 491.5696 | -46.5474 | -5.8172 | 286.2784 | -292.0956 |
Avg Daily Profit (%) | 0.2422 | 0.2676 | -0.0253 | -0.0033 | 0.0736 | 0 |
Buy And Hold Return (%) | 126.9057 | 126.9057 | 126.9057 | 126.9057 | 126.9057 | 126.9057 |
Max Trade Drawdown | -169690 | -135109 | -118213 | -454473 | -189320 | -291727 |
Profit Factor | 1.5352 | 2.2659 | 0.895 | 0.9946 | 1.6119 | 0.5226 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 49.4444 | 48.8889 | 50 | 49.4444 | 48.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.5697 | 2.3689 | 0.895 | 1.017 | 1.6852 | 0.5226 |
Largest Winning Trade | 408521 | 408521 | 44949 | 381020 | 381020 | 71868 |
Largest Losing Trade | -58079 | -40732 | -58079 | -183800 | -113651 | -183800 |
Avg Bars in Trades | 120 | 112 | 128 | 120 | 112 | 128 |
Avg Bars in Winners | 127 | 101 | 152 | 127 | 101 | 152 |
Avg Bars in Losers | 113 | 122 | 104 | 113 | 122 | 104 |
Bars Traded | 21657 | 10084 | 11573 | 21657 | 10084 | 11573 |
Profit Streak | 0 | 0 | 70.0235 | 0 | 0 | 70.0235 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312502 | 339537 | -580123 | -578384 | -97565 | -580123 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22045, "evaluation_days": 1837.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601935200000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759070029900, "expiration_time": 1764782064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 200, "offset": 27 } } }
{ "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": [ [ 445022.2161167262, 491569.641421632, -46547.4253049058, -5817.2457038425, 286278.3632194514, -292095.6089232941 ], [ 445.022216, 491.569641, -46.547425, -5.817246, 286.278363, -292.095609 ], [ 0.242244, 0.267582, -0.025338, -0.003262, 0.073589, 0 ], [ 126.905694, 126.905694, 126.905694, 126.905694, 126.905694, 126.905694 ], [ -169690, -135109, -118213, -454473, -189320, -291727 ], [ 1.535243, 2.265899, 0.894956, 0.994612, 1.611939, 0.522628 ], [ 180, 90, 90, 180, 90, 90 ], [ 89, 44, 45, 89, 44, 45 ], [ 91, 46, 45, 91, 46, 45 ], [ 49.444444, 48.888889, 50, 49.444444, 48.888889, 50 ], [ 1.569743, 2.368894, 0.894956, 1.016963, 1.685209, 0.522628 ], [ 408521, 408521, 44949, 381020, 381020, 71868 ], [ -58079, -40732, -58079, -183800, -113651, -183800 ], [ 120, 112, 128, 120, 112, 128 ], [ 127, 101, 152, 127, 101, 152 ], [ 113, 122, 104, 113, 122, 104 ], [ 21657, 10084, 11573, 21657, 10084, 11573 ], [ 0, 0, 70.023494, 0, 0, 70.023494 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312502, 339537, -580123, -578384, -97565, -580123 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22045, "evaluation_days": 1837.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601935200000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759070029900, "expiration_time": 1764782064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 200, "offset": 27 } } }
# | 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) |
---|