Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191943.1114 | 132576.4654 | 59366.646 | 255182.2768 | 138145.3504 | 117036.9264 |
Total P&L (%) | 191.9431 | 132.5765 | 59.3666 | 255.1823 | 138.1454 | 117.0369 |
Avg Daily Profit (%) | 0.3685 | 0.2545 | 0.114 | 0.2437 | 0.1667 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67612 | -82901 | -28186 | -206675 | -234111 | -62021 |
Profit Factor | 1.3358 | 1.3368 | 1.3337 | 1.1926 | 1.1522 | 1.2805 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Losing Trades | 217 | 113 | 104 | 217 | 113 | 104 |
Profitability (%) | 41.5094 | 38.9189 | 44.086 | 41.5094 | 38.9189 | 44.086 |
Ratio Avg Win / Avg Loss | 1.8823 | 2.098 | 1.6915 | 1.6805 | 1.8083 | 1.6241 |
Largest Winning Trade | 70768 | 70768 | 17009 | 130834 | 130834 | 32314 |
Largest Losing Trade | -13879 | -13879 | -11631 | -43048 | -43048 | -27638 |
Avg Bars in Trades | 66 | 111 | 22 | 66 | 111 | 22 |
Avg Bars in Winners | 104 | 190 | 29 | 104 | 190 | 29 |
Avg Bars in Losers | 39 | 61 | 16 | 39 | 61 | 16 |
Bars Traded | 24726 | 20584 | 4142 | 24726 | 20584 | 4142 |
Profit Streak | 10.5858 | 14.6483 | 10.5858 | 10.5858 | 14.6483 | 10.5858 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347102 | 220168 | -41656 | -417 | -48089 | 189716 |
{ "trading_pair": "UNI_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715032800000, "first_datapoint_time": 1715284800000, "last_datapoint_time": 1760031000000, "evaluation_time": 1760031211396, "expiration_time": 1766511000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 223, "offset": 0, "std": 2.82719 } }, "second_band": { "type": "dcl", "factors": { "length": 132, "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": [ [ 191943.111395335, 132576.4654175511, 59366.6459777839, 255182.2767763551, 138145.350386023, 117036.9263903321 ], [ 191.943111, 132.576465, 59.366646, 255.182277, 138.14535, 117.036926 ], [ 0.368533, 0.254548, 0.113985, 0.24365, 0.16674, 0.148892 ], [ 10, 10, 10, 10, 10, 10 ], [ -67612, -82901, -28186, -206675, -234111, -62021 ], [ 1.335813, 1.336775, 1.333686, 1.19258, 1.152165, 1.280528 ], [ 371, 185, 186, 371, 185, 186 ], [ 154, 72, 82, 154, 72, 82 ], [ 217, 113, 104, 217, 113, 104 ], [ 41.509434, 38.918919, 44.086022, 41.509434, 38.918919, 44.086022 ], [ 1.882282, 2.097994, 1.691504, 1.680454, 1.808259, 1.624084 ], [ 70768, 70768, 17009, 130834, 130834, 32314 ], [ -13879, -13879, -11631, -43048, -43048, -27638 ], [ 66, 111, 22, 66, 111, 22 ], [ 104, 190, 29, 104, 190, 29 ], [ 39, 61, 16, 39, 61, 16 ], [ 24726, 20584, 4142, 24726, 20584, 4142 ], [ 10.58578, 14.64828, 10.58578, 10.58578, 14.64828, 10.58578 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347102, 220168, -41656, -417, -48089, 189716 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715032800000, "first_datapoint_time": 1715284800000, "last_datapoint_time": 1760031000000, "evaluation_time": 1760031211396, "expiration_time": 1766511000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 223, "offset": 0, "std": 2.82719 } }, "second_band": { "type": "dcl", "factors": { "length": 132, "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) |
---|