Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743685.5846 | 731835.6926 | 11849.892 | 401761.6277 | 471071.4918 | -69309.8641 |
Total P&L (%) | 743.6856 | 731.8357 | 11.8499 | 401.7616 | 471.0715 | -69.3099 |
Avg Daily Profit (%) | 0.4037 | 0.3972 | 0.0064 | 0.0876 | 0.0946 | -0.0641 |
Buy And Hold Return (%) | 131.1039 | 131.1039 | 131.1039 | 131.1039 | 131.1039 | 131.1039 |
Max Trade Drawdown | -90948 | -85282 | -78417 | -721716 | -630493 | -585685 |
Profit Factor | 2.5108 | 4.3931 | 1.0428 | 1.126 | 1.3263 | 0.9603 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 34.6154 | 30.7692 | 38.4615 | 34.6154 | 30.7692 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.7427 | 9.8845 | 1.6686 | 2.127 | 2.9841 | 1.5364 |
Largest Winning Trade | 663101 | 663101 | 55009 | 468080 | 468080 | 272386 |
Largest Losing Trade | -35102 | -28126 | -35102 | -280049 | -221564 | -280049 |
Avg Bars in Trades | 66 | 64 | 67 | 66 | 64 | 67 |
Avg Bars in Winners | 139 | 141 | 139 | 139 | 141 | 139 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 5164 | 2514 | 2649 | 5164 | 2514 | 2649 |
Profit Streak | 96.7211 | 101.7211 | 0 | 96.7211 | 101.7211 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30521 | 332301 | -526756 | -204043 | -74774 | -582466 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5527, "evaluation_days": 1842.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605600000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454303288, "expiration_time": 1764224928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "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": [ [ 743685.584615326, 731835.69258754, 11849.8920277859, 401761.6276677321, 471071.4917954806, -69309.8641277488 ], [ 743.685585, 731.835693, 11.849892, 401.761628, 471.071492, -69.309864 ], [ 0.403666, 0.397234, 0.006432, 0.087588, 0.094618, -0.064095 ], [ 131.103921, 131.103921, 131.103921, 131.103921, 131.103921, 131.103921 ], [ -90948, -85282, -78417, -721716, -630493, -585685 ], [ 2.510833, 4.393109, 1.042849, 1.126045, 1.326271, 0.96025 ], [ 78, 39, 39, 78, 39, 39 ], [ 27, 12, 15, 27, 12, 15 ], [ 51, 27, 24, 51, 27, 24 ], [ 34.615385, 30.769231, 38.461538, 34.615385, 30.769231, 38.461538 ], [ 4.742685, 9.884495, 1.668558, 2.126973, 2.98411, 1.5364 ], [ 663101, 663101, 55009, 468080, 468080, 272386 ], [ -35102, -28126, -35102, -280049, -221564, -280049 ], [ 66, 64, 67, 66, 64, 67 ], [ 139, 141, 139, 139, 141, 139 ], [ 27, 30, 23, 27, 30, 23 ], [ 5164, 2514, 2649, 5164, 2514, 2649 ], [ 96.721103, 101.721103, 0, 96.721103, 101.721103, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30521, 332301, -526756, -204043, -74774, -582466 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5527, "evaluation_days": 1842.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605600000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454303288, "expiration_time": 1764224928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "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) |
---|