Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756775.1329 | 691521.0059 | 65254.127 | 958462.7223 | 721634.3423 | 236828.3801 |
Total P&L (%) | 756.7751 | 691.521 | 65.2541 | 958.4627 | 721.6343 | 236.8284 |
Avg Daily Profit (%) | 0.4127 | 0.3771 | 0.0356 | 0.1288 | 0.1149 | 0.0663 |
Buy And Hold Return (%) | 201.7037 | 201.7037 | 201.7037 | 201.7037 | 201.7037 | 201.7037 |
Max Trade Drawdown | -66337 | -101605 | -46676 | -322289 | -408107 | -166541 |
Profit Factor | 3.07 | 4.7197 | 1.3632 | 1.7143 | 2.0509 | 1.3614 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 36.8421 | 29.1667 | 44.6809 | 36.8421 | 29.1667 | 44.6809 |
Ratio Avg Win / Avg Loss | 5.2629 | 11.4622 | 1.6877 | 2.9387 | 4.9809 | 1.6856 |
Largest Winning Trade | 617750 | 617750 | 51215 | 425793 | 425793 | 246880 |
Largest Losing Trade | -35954 | -35954 | -28972 | -190472 | -190472 | -135569 |
Avg Bars in Trades | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Winners | 226 | 229 | 224 | 226 | 229 | 224 |
Avg Bars in Losers | 44 | 63 | 20 | 44 | 63 | 20 |
Bars Traded | 10596 | 5356 | 5240 | 10596 | 5356 | 5240 |
Profit Streak | 0 | 0 | 94.5268 | 0 | 0 | 94.5268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302920 | 109758 | -310981 | -23886 | -49218 | -215931 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890312844, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 226 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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": [ [ 756775.1328897196, 691521.0059023249, 65254.1269873948, 958462.7223348476, 721634.3422545053, 236828.3800803423 ], [ 756.775133, 691.521006, 65.254127, 958.462722, 721.634342, 236.82838 ], [ 0.412711, 0.377124, 0.035587, 0.128754, 0.114924, 0.06625 ], [ 201.703704, 201.703704, 201.703704, 201.703704, 201.703704, 201.703704 ], [ -66337, -101605, -46676, -322289, -408107, -166541 ], [ 3.070015, 4.719717, 1.363164, 1.714256, 2.050939, 1.361434 ], [ 95, 48, 47, 95, 48, 47 ], [ 35, 14, 21, 35, 14, 21 ], [ 60, 34, 26, 60, 34, 26 ], [ 36.842105, 29.166667, 44.680851, 36.842105, 29.166667, 44.680851 ], [ 5.262883, 11.462169, 1.687727, 2.938725, 4.980852, 1.685585 ], [ 617750, 617750, 51215, 425793, 425793, 246880 ], [ -35954, -35954, -28972, -190472, -190472, -135569 ], [ 111, 111, 111, 111, 111, 111 ], [ 226, 229, 224, 226, 229, 224 ], [ 44, 63, 20, 44, 63, 20 ], [ 10596, 5356, 5240, 10596, 5356, 5240 ], [ 0, 0, 94.526769, 0, 0, 94.526769 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302920, 109758, -310981, -23886, -49218, -215931 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890312844, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 226 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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) |
---|