Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838802.2557 | 852874.1652 | -14071.9095 | 126767.6555 | 316223.985 | -189456.3296 |
Total P&L (%) | 838.8023 | 852.8742 | -14.0719 | 126.7677 | 316.224 | -189.4563 |
Avg Daily Profit (%) | 0.4546 | 0.4622 | -0.0076 | 0.0444 | 0.0773 | 0 |
Buy And Hold Return (%) | 151.5548 | 151.5548 | 151.5548 | 151.5548 | 151.5548 | 151.5548 |
Max Trade Drawdown | -143246 | -110145 | -73114 | -1134319 | -740766 | -533772 |
Profit Factor | 1.9509 | 3.0184 | 0.9694 | 1.0335 | 1.1612 | 0.896 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 43.75 | 40 | 47.5 | 43.75 | 40 | 47.5 |
Ratio Avg Win / Avg Loss | 2.5083 | 4.5277 | 1.0714 | 1.3288 | 1.7418 | 0.9903 |
Largest Winning Trade | 797529 | 797529 | 46033 | 784797 | 784797 | 352074 |
Largest Losing Trade | -45494 | -28453 | -45494 | -370822 | -311495 | -370822 |
Avg Bars in Trades | 90 | 89 | 91 | 90 | 89 | 91 |
Avg Bars in Winners | 126 | 145 | 110 | 126 | 145 | 110 |
Avg Bars in Losers | 62 | 51 | 75 | 62 | 51 | 75 |
Bars Traded | 21726 | 10715 | 11011 | 21726 | 10715 | 11011 |
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 | 423626 | 396184 | -580318 | -484249 | -142232 | -581985 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22143, "evaluation_days": 1845.25, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601920800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759780698138, "expiration_time": 1765513065600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 21, "offset": 204 } }, "second_band": { "type": "midpoint", "factors": { "length": 82, "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": [ [ 838802.2556982078, 852874.1652088994, -14071.9095106913, 126767.6554690169, 316223.9850261718, -189456.3295571559 ], [ 838.802256, 852.874165, -14.07191, 126.767655, 316.223985, -189.45633 ], [ 0.454574, 0.4622, -0.007626, 0.044381, 0.077312, 0 ], [ 151.554838, 151.554838, 151.554838, 151.554838, 151.554838, 151.554838 ], [ -143246, -110145, -73114, -1134319, -740766, -533772 ], [ 1.950884, 3.01844, 0.969381, 1.033511, 1.161221, 0.895987 ], [ 240, 120, 120, 240, 120, 120 ], [ 105, 48, 57, 105, 48, 57 ], [ 135, 72, 63, 135, 72, 63 ], [ 43.75, 40, 47.5, 43.75, 40, 47.5 ], [ 2.50828, 4.52766, 1.071422, 1.328799, 1.741832, 0.990302 ], [ 797529, 797529, 46033, 784797, 784797, 352074 ], [ -45494, -28453, -45494, -370822, -311495, -370822 ], [ 90, 89, 91, 90, 89, 91 ], [ 126, 145, 110, 126, 145, 110 ], [ 62, 51, 75, 62, 51, 75 ], [ 21726, 10715, 11011, 21726, 10715, 11011 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423626, 396184, -580318, -484249, -142232, -581985 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22143, "evaluation_days": 1845.25, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601920800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759780698138, "expiration_time": 1765513065600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 21, "offset": 204 } }, "second_band": { "type": "midpoint", "factors": { "length": 82, "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) |
---|