Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602331.6536 | 582716.1786 | 19615.475 | 373115.7379 | 474891.7853 | -101776.0474 |
Total P&L (%) | 602.3317 | 582.7162 | 19.6155 | 373.1157 | 474.8918 | -101.776 |
Avg Daily Profit (%) | 0.3283 | 0.3176 | 0.0107 | 0.0847 | 0.0954 | 0 |
Buy And Hold Return (%) | 157.7919 | 157.7919 | 157.7919 | 157.7919 | 157.7919 | 157.7919 |
Max Trade Drawdown | -101209 | -89585 | -97343 | -305271 | -188868 | -218482 |
Profit Factor | 2.2572 | 3.4978 | 1.0798 | 1.395 | 2.163 | 0.8102 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50.7463 | 50 | 51.5152 | 50.7463 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.1908 | 3.4978 | 1.0163 | 1.354 | 2.163 | 0.7626 |
Largest Winning Trade | 453623 | 453623 | 51967 | 295891 | 295891 | 167503 |
Largest Losing Trade | -43154 | -42075 | -43154 | -157097 | -97991 | -157097 |
Avg Bars in Trades | 77 | 88 | 67 | 77 | 88 | 67 |
Avg Bars in Winners | 106 | 125 | 86 | 106 | 125 | 86 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 5208 | 2995 | 2213 | 5208 | 2995 | 2213 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109856 | 475966 | -476909 | -204507 | -64642 | -580606 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5504, "evaluation_days": 1834.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605196800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758819351215, "expiration_time": 1763542656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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": [ [ 602331.6535944341, 582716.178569767, 19615.4750246674, 373115.7379112637, 474891.7853410739, -101776.0474298102 ], [ 602.331654, 582.716179, 19.615475, 373.115738, 474.891785, -101.776047 ], [ 0.328305, 0.317614, 0.010692, 0.084747, 0.095377, 0 ], [ 157.7919, 157.7919, 157.7919, 157.7919, 157.7919, 157.7919 ], [ -101209, -89585, -97343, -305271, -188868, -218482 ], [ 2.257174, 3.497789, 1.079795, 1.394993, 2.16298, 0.810216 ], [ 67, 34, 33, 67, 34, 33 ], [ 34, 17, 17, 34, 17, 17 ], [ 33, 17, 16, 33, 17, 16 ], [ 50.746269, 50, 51.515152, 50.746269, 50, 51.515152 ], [ 2.190786, 3.497789, 1.016278, 1.353964, 2.16298, 0.762556 ], [ 453623, 453623, 51967, 295891, 295891, 167503 ], [ -43154, -42075, -43154, -157097, -97991, -157097 ], [ 77, 88, 67, 77, 88, 67 ], [ 106, 125, 86, 106, 125, 86 ], [ 48, 50, 46, 48, 50, 46 ], [ 5208, 2995, 2213, 5208, 2995, 2213 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -109856, 475966, -476909, -204507, -64642, -580606 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5504, "evaluation_days": 1834.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605196800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758819351215, "expiration_time": 1763542656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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) |
---|