Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9334.912 | -8594.7309 | 17929.6429 | 9032.7149 | -8735.6264 | 17768.3413 |
Total P&L (%) | 9.3349 | -8.5947 | 17.9296 | 9.0327 | -8.7356 | 17.7683 |
Avg Daily Profit (%) | 0.5377 | -0.4951 | 1.0328 | 0.4994 | -0.5252 | 0.9466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -7431 | -9529 | -3925 | -7407 | -9745 | -3864 |
Profit Factor | 1.3204 | 0.4896 | 2.4578 | 1.3061 | 0.4919 | 2.4428 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 44.9438 | 33.3333 | 56.8182 | 44.9438 | 33.3333 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.6175 | 0.9791 | 1.868 | 1.6 | 0.9838 | 1.8565 |
Largest Winning Trade | 6673 | 1708 | 6673 | 6480 | 1821 | 6480 |
Largest Losing Trade | -2858 | -2747 | -2858 | -2808 | -2780 | -2808 |
Avg Bars in Trades | 270 | 88 | 456 | 270 | 88 | 456 |
Avg Bars in Winners | 270 | 92 | 378 | 270 | 92 | 378 |
Avg Bars in Losers | 270 | 87 | 559 | 270 | 87 | 559 |
Bars Traded | 24075 | 3994 | 20081 | 24075 | 3994 | 20081 |
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 | -157568 | -588805 | 303081 | -157983 | -588805 | 295470 |
{ "trading_pair": "UNI_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1757547660000, "first_datapoint_time": 1757554920000, "last_datapoint_time": 1759047600000, "evaluation_time": 1759346453337, "expiration_time": 1765527600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 9334.9120104108, -8594.730870565, 17929.6428809758, 9032.714905565, -8735.6263569488, 17768.3412625138 ], [ 9.334912, -8.594731, 17.929643, 9.032715, -8.735626, 17.768341 ], [ 0.537725, -0.495088, 1.032814, 0.499387, -0.52517, 0.946556 ], [ 10, 10, 10, 10, 10, 10 ], [ -7431, -9529, -3925, -7407, -9745, -3864 ], [ 1.320382, 0.489565, 2.457838, 1.306113, 0.491893, 2.442788 ], [ 89, 45, 44, 89, 45, 44 ], [ 40, 15, 25, 40, 15, 25 ], [ 49, 30, 19, 49, 30, 19 ], [ 44.94382, 33.333333, 56.818182, 44.94382, 33.333333, 56.818182 ], [ 1.617467, 0.979131, 1.867957, 1.599989, 0.983785, 1.856519 ], [ 6673, 1708, 6673, 6480, 1821, 6480 ], [ -2858, -2747, -2858, -2808, -2780, -2808 ], [ 270, 88, 456, 270, 88, 456 ], [ 270, 92, 378, 270, 92, 378 ], [ 270, 87, 559, 270, 87, 559 ], [ 24075, 3994, 20081, 24075, 3994, 20081 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157568, -588805, 303081, -157983, -588805, 295470 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1757547660000, "first_datapoint_time": 1757554920000, "last_datapoint_time": 1759047600000, "evaluation_time": 1759346453337, "expiration_time": 1765527600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 1 } } }
# | 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) |
---|