Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788624.3275 | 764737.8543 | 23886.4732 | 506442.4949 | 516417.0535 | -9974.5586 |
Total P&L (%) | 788.6243 | 764.7379 | 23.8865 | 506.4425 | 516.4171 | -9.9746 |
Avg Daily Profit (%) | 0.43 | 0.417 | 0.013 | 0.0983 | 0.0992 | -0.0057 |
Buy And Hold Return (%) | 216.5812 | 216.5812 | 216.5812 | 216.5812 | 216.5812 | 216.5812 |
Max Trade Drawdown | -205358 | -144505 | -64773 | -798532 | -481381 | -345499 |
Profit Factor | 2.53 | 4.1257 | 1.0882 | 1.3505 | 1.71 | 0.9861 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 46.9027 | 47.3684 | 46.4286 | 46.9027 | 47.3684 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.8641 | 4.5841 | 1.2556 | 1.5289 | 1.9 | 1.1378 |
Largest Winning Trade | 684553 | 684553 | 54495 | 606133 | 606133 | 181616 |
Largest Losing Trade | -30800 | -30800 | -26219 | -127989 | -104668 | -127989 |
Avg Bars in Trades | 31 | 39 | 22 | 31 | 39 | 22 |
Avg Bars in Winners | 46 | 63 | 29 | 46 | 63 | 29 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 3563 | 2276 | 1287 | 3563 | 2276 | 1287 |
Profit Streak | 0 | 0 | 12.794 | 0 | 0 | 12.794 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409720 | -166671 | -645269 | -65320 | -242263 | -759666 |
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758783798718, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.71803 } }, "second_band": { "type": "bbu", "factors": { "length": 162, "offset": 0, "std": 4.37434 } } }
{ "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": [ [ 788624.3275070906, 764737.8543328097, 23886.4731742808, 506442.4949495181, 516417.0535186924, -9974.5585691742 ], [ 788.624328, 764.737854, 23.886473, 506.442495, 516.417054, -9.974559 ], [ 0.430002, 0.416978, 0.013024, 0.098327, 0.099218, -0.005729 ], [ 216.581157, 216.581157, 216.581157, 216.581157, 216.581157, 216.581157 ], [ -205358, -144505, -64773, -798532, -481381, -345499 ], [ 2.529976, 4.125731, 1.08821, 1.350525, 1.710037, 0.986098 ], [ 113, 57, 56, 113, 57, 56 ], [ 53, 27, 26, 53, 27, 26 ], [ 60, 30, 30, 60, 30, 30 ], [ 46.902655, 47.368421, 46.428571, 46.902655, 47.368421, 46.428571 ], [ 2.864124, 4.584146, 1.255627, 1.528896, 1.900041, 1.137806 ], [ 684553, 684553, 54495, 606133, 606133, 181616 ], [ -30800, -30800, -26219, -127989, -104668, -127989 ], [ 31, 39, 22, 31, 39, 22 ], [ 46, 63, 29, 46, 63, 29 ], [ 17, 18, 17, 17, 18, 17 ], [ 3563, 2276, 1287, 3563, 2276, 1287 ], [ 0, 0, 12.793967, 0, 0, 12.793967 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 409720, -166671, -645269, -65320, -242263, -759666 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758783798718, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.71803 } }, "second_band": { "type": "bbu", "factors": { "length": 162, "offset": 0, "std": 4.37434 } } }
# | 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) |
---|