Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472705.7331 | 473337.773 | -632.0399 | 222108.1297 | 383916.6779 | -161808.5482 |
Total P&L (%) | 472.7057 | 473.3378 | -0.632 | 222.1081 | 383.9167 | -161.8085 |
Avg Daily Profit (%) | 0.2564 | 0.2567 | -0.0003 | 0.0635 | 0.0856 | 0 |
Buy And Hold Return (%) | 61.4899 | 61.4899 | 61.4899 | 61.4899 | 61.4899 | 61.4899 |
Max Trade Drawdown | -176052 | -150044 | -48681 | -1619533 | -1384718 | -444236 |
Profit Factor | 1.6266 | 1.8325 | 0.9966 | 1.0559 | 1.1268 | 0.8293 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Losing Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Profitability (%) | 59.3909 | 63.2653 | 55.5556 | 59.3909 | 63.2653 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1122 | 1.064 | 0.7973 | 0.722 | 0.6543 | 0.6634 |
Largest Winning Trade | 197332 | 197332 | 15464 | 835762 | 835762 | 132401 |
Largest Losing Trade | -61671 | -61671 | -18834 | -890634 | -890634 | -257901 |
Avg Bars in Trades | 109 | 212 | 6 | 109 | 212 | 6 |
Avg Bars in Winners | 78 | 142 | 7 | 78 | 142 | 7 |
Avg Bars in Losers | 153 | 333 | 6 | 153 | 333 | 6 |
Bars Traded | 21498 | 20837 | 661 | 21498 | 20837 | 661 |
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 | 443532 | 428354 | -580070 | -269249 | -160543 | -580070 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22123, "evaluation_days": 1843.58, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601028000000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759634532654, "expiration_time": 1765363881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "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": [ [ 472705.7330989919, 473337.7730066009, -632.039907609, 222108.1297225002, 383916.6778970957, -161808.5481745955 ], [ 472.705733, 473.337773, -0.63204, 222.10813, 383.916678, -161.808548 ], [ 0.256406, 0.256749, -0.000343, 0.063468, 0.085563, 0 ], [ 61.489946, 61.489946, 61.489946, 61.489946, 61.489946, 61.489946 ], [ -176052, -150044, -48681, -1619533, -1384718, -444236 ], [ 1.62656, 1.832486, 0.996599, 1.055859, 1.126773, 0.829291 ], [ 197, 98, 99, 197, 98, 99 ], [ 117, 62, 55, 117, 62, 55 ], [ 80, 36, 44, 80, 36, 44 ], [ 59.390863, 63.265306, 55.555556, 59.390863, 63.265306, 55.555556 ], [ 1.112178, 1.064024, 0.79728, 0.721955, 0.654256, 0.663433 ], [ 197332, 197332, 15464, 835762, 835762, 132401 ], [ -61671, -61671, -18834, -890634, -890634, -257901 ], [ 109, 212, 6, 109, 212, 6 ], [ 78, 142, 7, 78, 142, 7 ], [ 153, 333, 6, 153, 333, 6 ], [ 21498, 20837, 661, 21498, 20837, 661 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 443532, 428354, -580070, -269249, -160543, -580070 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22123, "evaluation_days": 1843.58, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601028000000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759634532654, "expiration_time": 1765363881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 101, "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) |
---|