Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098282.1017 | 945407.6202 | 152874.4815 | 7001507.7026 | 5125456.9763 | 1876050.7263 |
Total P&L (%) | 1098.2821 | 945.4076 | 152.8745 | 7001.5077 | 5125.457 | 1876.0507 |
Avg Daily Profit (%) | 0.5972 | 0.514 | 0.0831 | 0.2321 | 0.2153 | 0.1624 |
Buy And Hold Return (%) | 115.3401 | 115.3401 | 115.3401 | 115.3401 | 115.3401 | 115.3401 |
Max Trade Drawdown | -133951 | -75302 | -71077 | -1057208 | -933876 | -869462 |
Profit Factor | 4.006 | 5.6932 | 1.9326 | 2.6087 | 3.496 | 1.8161 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 54.4304 | 47.5 | 61.5385 | 54.4304 | 47.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 3.3539 | 6.2925 | 1.2079 | 2.184 | 3.864 | 1.1351 |
Largest Winning Trade | 735806 | 735806 | 54947 | 2006329 | 2006329 | 1706967 |
Largest Losing Trade | -42976 | -42976 | -35148 | -933876 | -933876 | -869462 |
Avg Bars in Trades | 132 | 129 | 136 | 132 | 129 | 136 |
Avg Bars in Winners | 170 | 179 | 162 | 170 | 179 | 162 |
Avg Bars in Losers | 87 | 83 | 94 | 87 | 83 | 94 |
Bars Traded | 10478 | 5165 | 5313 | 10478 | 5165 | 5313 |
Profit Streak | 0 | 0 | 81.4653 | 0 | 0 | 81.4653 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12204 | 650918 | -141880 | -17416 | 500828 | 436482 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11035, "evaluation_days": 1839.17, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201799461, "expiration_time": 1763957520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 1.44484 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1098282.10168261, 945407.6201900103, 152874.4814926001, 7001507.702610425, 5125456.97630086, 1876050.7263095654 ], [ 1098.282102, 945.40762, 152.874481, 7001.507703, 5125.456976, 1876.050726 ], [ 0.597162, 0.51404, 0.083121, 0.232052, 0.215335, 0.162362 ], [ 115.340144, 115.340144, 115.340144, 115.340144, 115.340144, 115.340144 ], [ -133951, -75302, -71077, -1057208, -933876, -869462 ], [ 4.006006, 5.693194, 1.932615, 2.608685, 3.495958, 1.816095 ], [ 79, 40, 39, 79, 40, 39 ], [ 43, 19, 24, 43, 19, 24 ], [ 36, 21, 15, 36, 21, 15 ], [ 54.43038, 47.5, 61.538462, 54.43038, 47.5, 61.538462 ], [ 3.353866, 6.292477, 1.207884, 2.184015, 3.863953, 1.135059 ], [ 735806, 735806, 54947, 2006329, 2006329, 1706967 ], [ -42976, -42976, -35148, -933876, -933876, -869462 ], [ 132, 129, 136, 132, 129, 136 ], [ 170, 179, 162, 170, 179, 162 ], [ 87, 83, 94, 87, 83, 94 ], [ 10478, 5165, 5313, 10478, 5165, 5313 ], [ 0, 0, 81.465271, 0, 0, 81.465272 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12204, 650918, -141880, -17416, 500828, 436482 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11035, "evaluation_days": 1839.17, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201799461, "expiration_time": 1763957520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 1.44484 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } } }
# | 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) |
---|