Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427137.3285 | 412569.8573 | 14567.4712 | 101670.0451 | 173977.1013 | -72307.0562 |
Total P&L (%) | 427.1373 | 412.5699 | 14.5675 | 101.67 | 173.9771 | -72.3071 |
Avg Daily Profit (%) | 0.2316 | 0.2237 | 0.0079 | 0.038 | 0.0547 | -0.0696 |
Buy And Hold Return (%) | 138.5455 | 138.5455 | 138.5455 | 138.5455 | 138.5455 | 138.5455 |
Max Trade Drawdown | -142518 | -71652 | -90276 | -208228 | -111426 | -185727 |
Profit Factor | 1.4637 | 2.0936 | 1.0268 | 1.0804 | 1.3091 | 0.8971 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 60.5714 | 60.2273 | 60.9195 | 60.5714 | 60.2273 | 60.9195 |
Ratio Avg Win / Avg Loss | 0.9528 | 1.3825 | 0.6587 | 0.7032 | 0.8645 | 0.5755 |
Largest Winning Trade | 106035 | 106035 | 47133 | 66671 | 66671 | 63819 |
Largest Losing Trade | -83797 | -34085 | -83797 | -92393 | -56317 | -92393 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Losers | 63 | 58 | 69 | 63 | 58 | 69 |
Bars Traded | 10764 | 5179 | 5585 | 10764 | 5179 | 5585 |
Profit Streak | 0 | 0 | 34.9524 | 0 | 0 | 34.9524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 236108 | 308509 | -538869 | -439372 | -206644 | -578863 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11064, "evaluation_days": 1844, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759618285721, "expiration_time": 1764387648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 74, "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": [ [ 427137.3285254441, 412569.8573408098, 14567.4711846345, 101670.0450564065, 173977.1012721643, -72307.0562157577 ], [ 427.137329, 412.569857, 14.567471, 101.670045, 173.977101, -72.307056 ], [ 0.231636, 0.223736, 0.0079, 0.038048, 0.054672, -0.069607 ], [ 138.545476, 138.545476, 138.545476, 138.545476, 138.545476, 138.545476 ], [ -142518, -71652, -90276, -208228, -111426, -185727 ], [ 1.463681, 2.093562, 1.026783, 1.080353, 1.309134, 0.897072 ], [ 175, 88, 87, 175, 88, 87 ], [ 106, 53, 53, 106, 53, 53 ], [ 69, 35, 34, 69, 35, 34 ], [ 60.571429, 60.227273, 60.91954, 60.571429, 60.227273, 60.91954 ], [ 0.952773, 1.382541, 0.658691, 0.703249, 0.864523, 0.57548 ], [ 106035, 106035, 47133, 66671, 66671, 63819 ], [ -83797, -34085, -83797, -92393, -56317, -92393 ], [ 61, 58, 64, 61, 58, 64 ], [ 60, 59, 61, 60, 59, 61 ], [ 63, 58, 69, 63, 58, 69 ], [ 10764, 5179, 5585, 10764, 5179, 5585 ], [ 0, 0, 34.952381, 0, 0, 34.952381 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 236108, 308509, -538869, -439372, -206644, -578863 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11064, "evaluation_days": 1844, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759618285721, "expiration_time": 1764387648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 74, "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) |
---|