Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928763.2054 | 886745.93 | 42017.2753 | 817169.1679 | 897599.7985 | -80430.6306 |
Total P&L (%) | 928.7632 | 886.7459 | 42.0173 | 817.1692 | 897.5998 | -80.4306 |
Avg Daily Profit (%) | 0.5065 | 0.4836 | 0.0229 | 0.1209 | 0.1255 | -0.0889 |
Buy And Hold Return (%) | 154.9369 | 154.9369 | 154.9369 | 154.9369 | 154.9369 | 154.9369 |
Max Trade Drawdown | -118697 | -106686 | -77015 | -647304 | -439469 | -383509 |
Profit Factor | 2.0645 | 3.3326 | 1.0853 | 1.2423 | 1.6075 | 0.9576 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 162 | 86 | 76 | 162 | 86 | 76 |
Profitability (%) | 41.7266 | 38.1295 | 45.3237 | 41.7266 | 38.1295 | 45.3237 |
Ratio Avg Win / Avg Loss | 2.8832 | 5.4077 | 1.3093 | 1.7349 | 2.6085 | 1.1552 |
Largest Winning Trade | 755902 | 755902 | 50069 | 637492 | 637492 | 317022 |
Largest Losing Trade | -29898 | -20771 | -29898 | -159662 | -136875 | -159662 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 67 | 73 | 62 | 67 | 73 | 62 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 10758 | 5294 | 5464 | 10758 | 5294 | 5464 |
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 | 437345 | 402489 | -456689 | -33221 | -27593 | -581115 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022853443, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 177, "na": 0.13944, "nb": 0.72622, "nc": 0.1 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 928763.2053600774, 886745.9300190839, 42017.2753409939, 817169.1679356097, 897599.7985146648, -80430.6305790545 ], [ 928.763205, 886.74593, 42.017275, 817.169168, 897.599799, -80.430631 ], [ 0.506505, 0.483591, 0.022914, 0.12093, 0.12552, -0.088919 ], [ 154.936939, 154.936939, 154.936939, 154.936939, 154.936939, 154.936939 ], [ -118697, -106686, -77015, -647304, -439469, -383509 ], [ 2.064484, 3.332622, 1.08534, 1.242272, 1.607536, 0.957567 ], [ 278, 139, 139, 278, 139, 139 ], [ 116, 53, 63, 116, 53, 63 ], [ 162, 86, 76, 162, 86, 76 ], [ 41.726619, 38.129496, 45.323741, 41.726619, 38.129496, 45.323741 ], [ 2.883159, 5.407651, 1.309299, 1.734898, 2.608455, 1.155161 ], [ 755902, 755902, 50069, 637492, 637492, 317022 ], [ -29898, -20771, -29898, -159662, -136875, -159662 ], [ 38, 38, 39, 38, 38, 39 ], [ 67, 73, 62, 67, 73, 62 ], [ 17, 16, 19, 17, 16, 19 ], [ 10758, 5294, 5464, 10758, 5294, 5464 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437345, 402489, -456689, -33221, -27593, -581115 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022853443, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 177, "na": 0.13944, "nb": 0.72622, "nc": 0.1 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|