Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116996.7587 | 1000299.002 | 116697.7567 | 3218676.125 | 2183126.0715 | 1035550.0535 |
Total P&L (%) | 1116.9968 | 1000.299 | 116.6978 | 3218.6761 | 2183.1261 | 1035.5501 |
Avg Daily Profit (%) | 0.6048 | 0.5416 | 0.0632 | 0.1898 | 0.1695 | 0.1316 |
Buy And Hold Return (%) | 104.7747 | 104.7747 | 104.7747 | 104.7747 | 104.7747 | 104.7747 |
Max Trade Drawdown | -157558 | -126478 | -54829 | -2015656 | -1483302 | -922499 |
Profit Factor | 3.787 | 5.1875 | 1.7208 | 1.7164 | 1.8675 | 1.5241 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 50.5495 | 50 | 51.1111 | 50.5495 | 50 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.7047 | 5.1875 | 1.646 | 1.6791 | 1.8675 | 1.4578 |
Largest Winning Trade | 842227 | 842227 | 49942 | 1272355 | 1272355 | 905031 |
Largest Losing Trade | -44197 | -44197 | -33889 | -781983 | -655625 | -781983 |
Avg Bars in Trades | 57 | 69 | 44 | 57 | 69 | 44 |
Avg Bars in Winners | 76 | 96 | 56 | 76 | 96 | 56 |
Avg Bars in Losers | 37 | 43 | 32 | 37 | 43 | 32 |
Bars Traded | 5214 | 3203 | 2011 | 5214 | 3203 | 2011 |
Profit Streak | 0 | 0 | 57.379 | 0 | 0 | 57.379 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 673802 | 682676 | -234905 | 414629 | 410225 | -14652 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5541, "evaluation_days": 1847, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605859200000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759885546281, "expiration_time": 1764640224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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": [ [ 1116996.7586659426, 1000299.0019720793, 116697.7566938633, 3218676.1249873694, 2183126.071459618, 1035550.0535277503 ], [ 1116.996759, 1000.299002, 116.697757, 3218.676125, 2183.126071, 1035.550054 ], [ 0.604763, 0.54158, 0.063182, 0.189793, 0.169506, 0.131635 ], [ 104.774661, 104.774661, 104.774661, 104.774661, 104.774661, 104.774661 ], [ -157558, -126478, -54829, -2015656, -1483302, -922499 ], [ 3.787036, 5.187458, 1.720787, 1.716418, 1.867461, 1.52405 ], [ 91, 46, 45, 91, 46, 45 ], [ 46, 23, 23, 46, 23, 23 ], [ 45, 23, 22, 45, 23, 22 ], [ 50.549451, 50, 51.111111, 50.549451, 50, 51.111111 ], [ 3.704709, 5.187458, 1.64597, 1.679104, 1.867461, 1.457787 ], [ 842227, 842227, 49942, 1272355, 1272355, 905031 ], [ -44197, -44197, -33889, -781983, -655625, -781983 ], [ 57, 69, 44, 57, 69, 44 ], [ 76, 96, 56, 76, 96, 56 ], [ 37, 43, 32, 37, 43, 32 ], [ 5214, 3203, 2011, 5214, 3203, 2011 ], [ 0, 0, 57.379008, 0, 0, 57.379008 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 673802, 682676, -234905, 414629, 410225, -14652 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5541, "evaluation_days": 1847, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605859200000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759885546281, "expiration_time": 1764640224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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) |
---|