Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96515.3596 | 94793.4481 | 1721.9115 | 61594.4315 | 58808.8051 | 2785.6264 |
Total P&L (%) | 96.5154 | 94.7934 | 1.7219 | 61.5944 | 58.8088 | 2.7856 |
Avg Daily Profit (%) | 0.1853 | 0.182 | 0.0033 | 0.0922 | 0.0888 | 0.0053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65201 | -64555 | -8731 | -103551 | -102110 | -13144 |
Profit Factor | 1.4908 | 1.5486 | 1.0722 | 1.2223 | 1.2397 | 1.0879 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 59.2593 | 57.5 | 60.9756 | 59.2593 | 57.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.0249 | 1.1446 | 0.6862 | 0.8404 | 0.9163 | 0.6962 |
Largest Winning Trade | 62548 | 62548 | 3419 | 62927 | 62927 | 5474 |
Largest Losing Trade | -23844 | -23844 | -7132 | -44579 | -44579 | -7087 |
Avg Bars in Trades | 270 | 543 | 3 | 270 | 543 | 3 |
Avg Bars in Winners | 233 | 482 | 4 | 233 | 482 | 4 |
Avg Bars in Losers | 324 | 625 | 3 | 324 | 625 | 3 |
Bars Traded | 21895 | 21738 | 157 | 21895 | 21738 | 157 |
Profit Streak | 66.8825 | 67.0075 | 66.8825 | 66.8825 | 67.0075 | 66.8825 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5652 | 362166 | -494913 | -86904 | -76052 | -475350 |
{ "trading_pair": "UNI_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714363200000, "first_datapoint_time": 1714449600000, "last_datapoint_time": 1759361400000, "evaluation_time": 1759362051011, "expiration_time": 1765841400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 3.26256 } } }
{ "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": [ [ 96515.359618907, 94793.4480760395, 1721.9115428676, 61594.4315245543, 58808.8050918879, 2785.6264326665 ], [ 96.51536, 94.793448, 1.721912, 61.594432, 58.808805, 2.785626 ], [ 0.185311, 0.182005, 0.003306, 0.092188, 0.088846, 0.005275 ], [ 10, 10, 10, 10, 10, 10 ], [ -65201, -64555, -8731, -103551, -102110, -13144 ], [ 1.490808, 1.548552, 1.07223, 1.22233, 1.239701, 1.08788 ], [ 81, 40, 41, 81, 40, 41 ], [ 48, 23, 25, 48, 23, 25 ], [ 33, 17, 16, 33, 17, 16 ], [ 59.259259, 57.5, 60.97561, 59.259259, 57.5, 60.97561 ], [ 1.02493, 1.144582, 0.686227, 0.840352, 0.916301, 0.696243 ], [ 62548, 62548, 3419, 62927, 62927, 5474 ], [ -23844, -23844, -7132, -44579, -44579, -7087 ], [ 270, 543, 3, 270, 543, 3 ], [ 233, 482, 4, 233, 482, 4 ], [ 324, 625, 3, 324, 625, 3 ], [ 21895, 21738, 157, 21895, 21738, 157 ], [ 66.882535, 67.007535, 66.882535, 66.882535, 67.007535, 66.882535 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -5652, 362166, -494913, -86904, -76052, -475350 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714363200000, "first_datapoint_time": 1714449600000, "last_datapoint_time": 1759361400000, "evaluation_time": 1759362051011, "expiration_time": 1765841400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 179, "offset": 0, "std": 3.26256 } } }
# | 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) |
---|