Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932875.7839 | 854901.8134 | 77973.9705 | 2321191.1059 | 1701290.8916 | 619900.2144 |
Total P&L (%) | 932.8758 | 854.9018 | 77.974 | 2321.1911 | 1701.2909 | 619.9002 |
Avg Daily Profit (%) | 0.5087 | 0.4662 | 0.0425 | 0.1739 | 0.1578 | 0.1077 |
Buy And Hold Return (%) | 169.5209 | 169.5209 | 169.5209 | 169.5209 | 169.5209 | 169.5209 |
Max Trade Drawdown | -81073 | -74864 | -72044 | -346371 | -251213 | -227398 |
Profit Factor | 2.8526 | 4.9302 | 1.2726 | 2.321 | 3.155 | 1.6406 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Profitability (%) | 37.9562 | 40.5797 | 35.2941 | 37.9562 | 40.5797 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.663 | 7.2192 | 2.3331 | 3.794 | 4.6199 | 3.0078 |
Largest Winning Trade | 666265 | 666265 | 56731 | 807228 | 807228 | 524961 |
Largest Losing Trade | -24972 | -16753 | -24972 | -146552 | -96990 | -146552 |
Avg Bars in Trades | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Winners | 166 | 163 | 169 | 166 | 163 | 169 |
Avg Bars in Losers | 22 | 16 | 28 | 22 | 16 | 28 |
Bars Traded | 10585 | 5277 | 5308 | 10585 | 5277 | 5308 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388923 | -88869 | -416036 | 284900 | -91915 | -163376 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758924915565, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 6, "offset": 199 } }, "second_band": { "type": "fwma", "factors": { "length": 55, "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": [ [ 932875.783887779, 854901.8133823816, 77973.9705053974, 2321191.105943459, 1701290.8915600763, 619900.2143833828 ], [ 932.875784, 854.901813, 77.973971, 2321.191106, 1701.290892, 619.900214 ], [ 0.508748, 0.466224, 0.042523, 0.173947, 0.157791, 0.107708 ], [ 169.520911, 169.520911, 169.520911, 169.520911, 169.520911, 169.520911 ], [ -81073, -74864, -72044, -346371, -251213, -227398 ], [ 2.852649, 4.9302, 1.272622, 2.321013, 3.155033, 1.640605 ], [ 137, 69, 68, 137, 69, 68 ], [ 52, 28, 24, 52, 28, 24 ], [ 85, 41, 44, 85, 41, 44 ], [ 37.956204, 40.57971, 35.294118, 37.956204, 40.57971, 35.294118 ], [ 4.662984, 7.219222, 2.33314, 3.793963, 4.61987, 3.007775 ], [ 666265, 666265, 56731, 807228, 807228, 524961 ], [ -24972, -16753, -24972, -146552, -96990, -146552 ], [ 77, 76, 78, 77, 76, 78 ], [ 166, 163, 169, 166, 163, 169 ], [ 22, 16, 28, 22, 16, 28 ], [ 10585, 5277, 5308, 10585, 5277, 5308 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388923, -88869, -416036, 284900, -91915, -163376 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758924915565, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 6, "offset": 199 } }, "second_band": { "type": "fwma", "factors": { "length": 55, "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) |
---|