Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709045.9515 | 721374.8077 | -12328.8562 | 123542.1716 | 276994.0324 | -153451.8608 |
Total P&L (%) | 709.046 | 721.3748 | -12.3289 | 123.5422 | 276.994 | -153.4519 |
Avg Daily Profit (%) | 0.3868 | 0.3935 | -0.0067 | 0.0439 | 0.0724 | 0 |
Buy And Hold Return (%) | 163.9082 | 163.9082 | 163.9082 | 163.9082 | 163.9082 | 163.9082 |
Max Trade Drawdown | -93280 | -95334 | -82799 | -809358 | -654273 | -512280 |
Profit Factor | 2.2153 | 3.4205 | 0.9568 | 1.0403 | 1.171 | 0.894 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 37.037 | 36.5854 | 37.5 | 37.037 | 36.5854 | 37.5 |
Ratio Avg Win / Avg Loss | 3.766 | 5.9289 | 1.5947 | 1.7685 | 2.0298 | 1.4901 |
Largest Winning Trade | 677260 | 677260 | 44662 | 544829 | 544829 | 238312 |
Largest Losing Trade | -42488 | -29414 | -42488 | -259922 | -259922 | -205895 |
Avg Bars in Trades | 258 | 247 | 270 | 258 | 247 | 270 |
Avg Bars in Winners | 494 | 476 | 512 | 494 | 476 | 512 |
Avg Bars in Losers | 120 | 114 | 125 | 120 | 114 | 125 |
Bars Traded | 20957 | 10129 | 10828 | 20957 | 10129 | 10828 |
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 | -9401 | 330719 | -582833 | -496496 | -141669 | -583944 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601992800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889243051, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 235, "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": [ [ 709045.9514837391, 721374.807666117, -12328.8561823782, 123542.1715765416, 276994.0324129264, -153451.8608363847 ], [ 709.045951, 721.374808, -12.328856, 123.542172, 276.994032, -153.451861 ], [ 0.386806, 0.393532, -0.006726, 0.043894, 0.072421, 0 ], [ 163.90824, 163.90824, 163.90824, 163.90824, 163.90824, 163.90824 ], [ -93280, -95334, -82799, -809358, -654273, -512280 ], [ 2.215307, 3.420507, 0.956802, 1.04027, 1.171026, 0.894046 ], [ 81, 41, 40, 81, 41, 40 ], [ 30, 15, 15, 30, 15, 15 ], [ 51, 26, 25, 51, 26, 25 ], [ 37.037037, 36.585366, 37.5, 37.037037, 36.585366, 37.5 ], [ 3.766022, 5.928879, 1.59467, 1.768458, 2.029779, 1.490076 ], [ 677260, 677260, 44662, 544829, 544829, 238312 ], [ -42488, -29414, -42488, -259922, -259922, -205895 ], [ 258, 247, 270, 258, 247, 270 ], [ 494, 476, 512, 494, 476, 512 ], [ 120, 114, 125, 120, 114, 125 ], [ 20957, 10129, 10828, 20957, 10129, 10828 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9401, 330719, -582833, -496496, -141669, -583944 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601992800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758889243051, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 235, "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) |
---|