Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129635.1126 | 50393.3407 | 79241.772 | 182626.9532 | 112782.4408 | 69844.5125 |
Total P&L (%) | 129.6351 | 50.3933 | 79.2418 | 182.627 | 112.7824 | 69.8445 |
Avg Daily Profit (%) | 0.4978 | 0.1935 | 0.3043 | 0.3998 | 0.2904 | 0.2036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59004 | -23441 | -48419 | -204985 | -78755 | -158916 |
Profit Factor | 1.5513 | 1.4296 | 1.6726 | 1.3163 | 1.4134 | 1.2293 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 40.9091 | 37.6623 | 44.1558 | 40.9091 | 37.6623 | 44.1558 |
Ratio Avg Win / Avg Loss | 2.2408 | 2.3662 | 2.1153 | 1.9013 | 2.3395 | 1.5547 |
Largest Winning Trade | 31427 | 31427 | 23504 | 85521 | 85521 | 28465 |
Largest Losing Trade | -9718 | -8019 | -9718 | -30382 | -29372 | -30382 |
Avg Bars in Trades | 159 | 151 | 167 | 159 | 151 | 167 |
Avg Bars in Winners | 267 | 264 | 270 | 267 | 264 | 270 |
Avg Bars in Losers | 84 | 83 | 85 | 84 | 83 | 85 |
Bars Traded | 24535 | 11668 | 12866 | 24535 | 11668 | 12866 |
Profit Streak | 4.5465 | 0 | 21.1299 | 4.5465 | 0 | 21.1299 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326300 | -39906 | -32477 | 244428 | -37869 | -35753 |
{ "trading_pair": "UNI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736630100000, "first_datapoint_time": 1736832600000, "last_datapoint_time": 1759129200000, "evaluation_time": 1759129620935, "expiration_time": 1765609200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "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": [ [ 129635.1126493011, 50393.3406836722, 79241.771965629, 182626.9532213108, 112782.440755776, 69844.5124655347 ], [ 129.635113, 50.393341, 79.241772, 182.626953, 112.782441, 69.844512 ], [ 0.497792, 0.193508, 0.304285, 0.399752, 0.290375, 0.203614 ], [ 10, 10, 10, 10, 10, 10 ], [ -59004, -23441, -48419, -204985, -78755, -158916 ], [ 1.551332, 1.429562, 1.67258, 1.316304, 1.413434, 1.229312 ], [ 154, 77, 77, 154, 77, 77 ], [ 63, 29, 34, 63, 29, 34 ], [ 91, 48, 43, 91, 48, 43 ], [ 40.909091, 37.662338, 44.155844, 40.909091, 37.662338, 44.155844 ], [ 2.240813, 2.366172, 2.115322, 1.901328, 2.339477, 1.554718 ], [ 31427, 31427, 23504, 85521, 85521, 28465 ], [ -9718, -8019, -9718, -30382, -29372, -30382 ], [ 159, 151, 167, 159, 151, 167 ], [ 267, 264, 270, 267, 264, 270 ], [ 84, 83, 85, 84, 83, 85 ], [ 24535, 11668, 12866, 24535, 11668, 12866 ], [ 4.546538, 0, 21.129872, 4.546539, 0, 21.129872 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326300, -39906, -32477, 244428, -37869, -35753 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736630100000, "first_datapoint_time": 1736832600000, "last_datapoint_time": 1759129200000, "evaluation_time": 1759129620935, "expiration_time": 1765609200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "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) |
---|