Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092152.5864 | 891481.6908 | 200670.8957 | 16086057.7904 | 9558599.6582 | 6527458.1322 |
Total P&L (%) | 1092.1526 | 891.4817 | 200.6709 | 16086.0578 | 9558.5997 | 6527.4581 |
Avg Daily Profit (%) | 0.5925 | 0.4836 | 0.1089 | 0.2763 | 0.2483 | 0.2278 |
Buy And Hold Return (%) | 147.417 | 147.417 | 147.417 | 147.417 | 147.417 | 147.417 |
Max Trade Drawdown | -73451 | -65023 | -41729 | -3171623 | -2025956 | -1747995 |
Profit Factor | 5.4807 | 7.0968 | 3.0576 | 2.8636 | 2.5981 | 3.4629 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 55.5556 | 48.7805 | 62.5 | 55.5556 | 48.7805 | 62.5 |
Ratio Avg Win / Avg Loss | 4.3846 | 7.4517 | 1.8346 | 2.2909 | 2.728 | 2.0778 |
Largest Winning Trade | 660390 | 660390 | 47451 | 4984392 | 4984392 | 3589012 |
Largest Losing Trade | -20610 | -19226 | -20610 | -2025956 | -2025956 | -1229617 |
Avg Bars in Trades | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Winners | 98 | 106 | 92 | 98 | 106 | 92 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 5306 | 2644 | 2662 | 5306 | 2644 | 2662 |
Profit Streak | 0 | 0 | 262.826 | 0 | 0 | 262.826 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 143366 | 644996 | -92182 | -1400 | 466776 | 645146 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5530, "evaluation_days": 1843.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603036800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759549765434, "expiration_time": 1764313920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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": [ [ 1092152.5864472985, 891481.6907731385, 200670.8956741595, 16086057.790418748, 9558599.658170585, 6527458.132248161 ], [ 1092.152586, 891.481691, 200.670896, 16086.05779, 9558.599658, 6527.458132 ], [ 0.592489, 0.483626, 0.108863, 0.276335, 0.248252, 0.227772 ], [ 147.417025, 147.417025, 147.417025, 147.417025, 147.417025, 147.417025 ], [ -73451, -65023, -41729, -3171623, -2025956, -1747995 ], [ 5.480698, 7.096836, 3.05762, 2.863621, 2.598068, 3.462945 ], [ 81, 41, 40, 81, 41, 40 ], [ 45, 20, 25, 45, 20, 25 ], [ 36, 21, 15, 36, 21, 15 ], [ 55.555556, 48.780488, 62.5, 55.555556, 48.780488, 62.5 ], [ 4.384558, 7.451678, 1.834572, 2.290897, 2.727971, 2.077767 ], [ 660390, 660390, 47451, 4984392, 4984392, 3589012 ], [ -20610, -19226, -20610, -2025956, -2025956, -1229617 ], [ 65, 64, 66, 65, 64, 66 ], [ 98, 106, 92, 98, 106, 92 ], [ 23, 24, 23, 23, 24, 23 ], [ 5306, 2644, 2662, 5306, 2644, 2662 ], [ 0, 0, 262.825989, 0, 0, 262.825989 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 143366, 644996, -92182, -1400, 466776, 645146 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5530, "evaluation_days": 1843.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603036800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759549765434, "expiration_time": 1764313920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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) |
---|