Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503808.571 | 546320.6797 | -42512.1087 | 13170.2255 | 96483.9302 | -83313.7047 |
Total P&L (%) | 503.8086 | 546.3207 | -42.5121 | 13.1702 | 96.4839 | -83.3137 |
Avg Daily Profit (%) | 0.2724 | 0.2953 | -0.023 | 0.0067 | 0.0365 | -0.0968 |
Buy And Hold Return (%) | 101.7444 | 101.7444 | 101.7444 | 101.7444 | 101.7444 | 101.7444 |
Max Trade Drawdown | -125565 | -107968 | -67568 | -199335 | -162734 | -92111 |
Profit Factor | 1.7078 | 2.569 | 0.8831 | 1.015 | 1.214 | 0.8046 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 45.045 | 42.8571 | 47.2727 | 45.045 | 42.8571 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.0836 | 3.4253 | 0.985 | 1.2383 | 1.6186 | 0.8975 |
Largest Winning Trade | 477207 | 477207 | 47344 | 175264 | 175264 | 65388 |
Largest Losing Trade | -54300 | -30189 | -54300 | -60167 | -60167 | -52111 |
Avg Bars in Trades | 194 | 206 | 181 | 194 | 206 | 181 |
Avg Bars in Winners | 276 | 320 | 234 | 276 | 320 | 234 |
Avg Bars in Losers | 127 | 120 | 134 | 127 | 120 | 134 |
Bars Traded | 21551 | 11551 | 10000 | 21551 | 11551 | 10000 |
Profit Streak | 0 | 0 | 55.9692 | 0 | 0 | 55.9692 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319837 | -170169 | -761332 | -555312 | -492055 | -761332 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22198, "evaluation_days": 1849.83, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1603267200000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760174134837, "expiration_time": 1765923321600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 234, "offset": 178 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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": [ [ 503808.5709695063, 546320.67967356, -42512.1087040538, 13170.2255377744, 96483.9302003749, -83313.7046626005 ], [ 503.808571, 546.32068, -42.512109, 13.170226, 96.48393, -83.313705 ], [ 0.272354, 0.295336, -0.022982, 0.006689, 0.036519, -0.09675 ], [ 101.744419, 101.744419, 101.744419, 101.744419, 101.744419, 101.744419 ], [ -125565, -107968, -67568, -199335, -162734, -92111 ], [ 1.707839, 2.568996, 0.883067, 1.015011, 1.213974, 0.804631 ], [ 111, 56, 55, 111, 56, 55 ], [ 50, 24, 26, 50, 24, 26 ], [ 61, 32, 29, 61, 32, 29 ], [ 45.045045, 42.857143, 47.272727, 45.045045, 42.857143, 47.272727 ], [ 2.083563, 3.425327, 0.984959, 1.238314, 1.618632, 0.897473 ], [ 477207, 477207, 47344, 175264, 175264, 65388 ], [ -54300, -30189, -54300, -60167, -60167, -52111 ], [ 194, 206, 181, 194, 206, 181 ], [ 276, 320, 234, 276, 320, 234 ], [ 127, 120, 134, 127, 120, 134 ], [ 21551, 11551, 10000, 21551, 11551, 10000 ], [ 0, 0, 55.969153, 0, 0, 55.969153 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319837, -170169, -761332, -555312, -492055, -761332 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22198, "evaluation_days": 1849.83, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1603267200000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760174134837, "expiration_time": 1765923321600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 234, "offset": 178 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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) |
---|