Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049712.8392 | 933184.3824 | 116528.4567 | 3491923.0405 | 2905168.0576 | 586754.9829 |
Total P&L (%) | 1049.7128 | 933.1844 | 116.5285 | 3491.923 | 2905.1681 | 586.755 |
Avg Daily Profit (%) | 0.5695 | 0.5062 | 0.0632 | 0.1945 | 0.1848 | 0.1046 |
Buy And Hold Return (%) | 180.6702 | 180.6702 | 180.6702 | 180.6702 | 180.6702 | 180.6702 |
Max Trade Drawdown | -87527 | -50434 | -43649 | -1127218 | -353420 | -1182950 |
Profit Factor | 4.0304 | 7.6959 | 1.5629 | 2.0558 | 4.7139 | 1.2324 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 46.4789 | 47.2222 | 45.7143 | 46.4789 | 47.2222 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.6411 | 8.6013 | 1.8559 | 2.3673 | 5.2685 | 1.4634 |
Largest Winning Trade | 763175 | 763175 | 60880 | 1425966 | 913818 | 1425966 |
Largest Losing Trade | -37752 | -20410 | -37752 | -783476 | -157690 | -783476 |
Avg Bars in Trades | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Winners | 130 | 125 | 136 | 130 | 125 | 136 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 5269 | 2643 | 2626 | 5269 | 2643 | 2626 |
Profit Streak | 30.3008 | 91.9674 | 0 | 30.3008 | 91.9674 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74620 | 642146 | -273171 | -80208 | 553317 | -57842 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5530, "evaluation_days": 1843.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603612800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759561985870, "expiration_time": 1764313920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 218, "offset": 0, "std": 3.77053 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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": [ [ 1049712.8391584782, 933184.3824335464, 116528.4567249317, 3491923.0404807725, 2905168.0576057406, 586754.9828750318 ], [ 1049.712839, 933.184382, 116.528457, 3491.92304, 2905.168058, 586.754983 ], [ 0.569465, 0.506249, 0.063216, 0.194472, 0.184778, 0.104583 ], [ 180.670174, 180.670174, 180.670174, 180.670174, 180.670174, 180.670174 ], [ -87527, -50434, -43649, -1127218, -353420, -1182950 ], [ 4.030396, 7.695905, 1.562863, 2.055785, 4.713949, 1.232361 ], [ 71, 36, 35, 71, 36, 35 ], [ 33, 17, 16, 33, 17, 16 ], [ 38, 19, 19, 38, 19, 19 ], [ 46.478873, 47.222222, 45.714286, 46.478873, 47.222222, 45.714286 ], [ 4.641062, 8.601305, 1.855899, 2.367268, 5.268531, 1.463429 ], [ 763175, 763175, 60880, 1425966, 913818, 1425966 ], [ -37752, -20410, -37752, -783476, -157690, -783476 ], [ 74, 73, 75, 74, 73, 75 ], [ 130, 125, 136, 130, 125, 136 ], [ 25, 27, 23, 25, 27, 23 ], [ 5269, 2643, 2626, 5269, 2643, 2626 ], [ 30.300762, 91.967429, 0, 30.300762, 91.967429, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74620, 642146, -273171, -80208, 553317, -57842 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5530, "evaluation_days": 1843.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603612800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759561985870, "expiration_time": 1764313920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 218, "offset": 0, "std": 3.77053 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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) |
---|