Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993227.5291 | 870383.4049 | 122844.1242 | 4104617.4001 | 3296157.1353 | 808460.2648 |
Total P&L (%) | 993.2275 | 870.3834 | 122.8441 | 4104.6174 | 3296.1571 | 808.4603 |
Avg Daily Profit (%) | 0.5418 | 0.4748 | 0.067 | 0.2042 | 0.1925 | 0.1204 |
Buy And Hold Return (%) | 109.7065 | 109.7065 | 109.7065 | 109.7065 | 109.7065 | 109.7065 |
Max Trade Drawdown | -93707 | -84303 | -53585 | -791626 | -319692 | -791626 |
Profit Factor | 4.0893 | 7.0402 | 1.6924 | 2.6053 | 4.751 | 1.4818 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.8337 | 6.6002 | 1.5867 | 2.4425 | 4.4541 | 1.3891 |
Largest Winning Trade | 662445 | 662445 | 57774 | 1169408 | 1169320 | 1169408 |
Largest Losing Trade | -53585 | -18514 | -53585 | -791626 | -289021 | -791626 |
Avg Bars in Trades | 347 | 372 | 322 | 347 | 372 | 322 |
Avg Bars in Winners | 468 | 469 | 466 | 468 | 469 | 466 |
Avg Bars in Losers | 217 | 268 | 167 | 217 | 268 | 167 |
Bars Traded | 21517 | 11535 | 9982 | 21517 | 11535 | 9982 |
Profit Streak | 79.5142 | 238.2642 | 0 | 79.5142 | 238.2642 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139646 | 722032 | -228598 | -144691 | 602189 | -30428 |
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601697600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758932426243, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 194, "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": [ [ 993227.5290507597, 870383.4048661283, 122844.1241846313, 4104617.4001478283, 3296157.1353473784, 808460.2648004503 ], [ 993.227529, 870.383405, 122.844124, 4104.6174, 3296.157135, 808.460265 ], [ 0.541835, 0.47482, 0.067015, 0.204169, 0.192497, 0.120448 ], [ 109.706488, 109.706488, 109.706488, 109.706488, 109.706488, 109.706488 ], [ -93707, -84303, -53585, -791626, -319692, -791626 ], [ 4.089287, 7.040201, 1.692436, 2.605313, 4.750992, 1.481756 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 16, 16, 32, 16, 16 ], [ 30, 15, 15, 30, 15, 15 ], [ 51.612903, 51.612903, 51.612903, 51.612903, 51.612903, 51.612903 ], [ 3.833707, 6.600189, 1.586659, 2.442481, 4.454055, 1.389147 ], [ 662445, 662445, 57774, 1169408, 1169320, 1169408 ], [ -53585, -18514, -53585, -791626, -289021, -791626 ], [ 347, 372, 322, 347, 372, 322 ], [ 468, 469, 466, 468, 469, 466 ], [ 217, 268, 167, 217, 268, 167 ], [ 21517, 11535, 9982, 21517, 11535, 9982 ], [ 79.514193, 238.264193, 0, 79.514193, 238.264193, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139646, 722032, -228598, -144691, 602189, -30428 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21997, "evaluation_days": 1833.08, "actual_first_datapoint_time": 1600308000000, "first_datapoint_time": 1601697600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758932426243, "expiration_time": 1764424022400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 194, "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) |
---|