Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805326.7985 | 774683.2703 | 30643.5282 | 523910.5575 | 844211.9207 | -320301.3633 |
Total P&L (%) | 805.3268 | 774.6833 | 30.6435 | 523.9106 | 844.2119 | -320.3014 |
Avg Daily Profit (%) | 0.4366 | 0.42 | 0.0166 | 0.0993 | 0.1218 | 0 |
Buy And Hold Return (%) | 146.8849 | 146.8849 | 146.8849 | 146.8849 | 146.8849 | 146.8849 |
Max Trade Drawdown | -86924 | -57126 | -62217 | -618283 | -237956 | -718753 |
Profit Factor | 2.7762 | 5.1988 | 1.114 | 1.2105 | 2.005 | 0.8057 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 36.9231 | 39.3939 | 34.375 | 36.9231 | 39.3939 | 34.375 |
Ratio Avg Win / Avg Loss | 4.7427 | 7.9981 | 2.1267 | 2.068 | 3.0846 | 1.5381 |
Largest Winning Trade | 674566 | 674566 | 60150 | 463340 | 463340 | 432338 |
Largest Losing Trade | -43668 | -25720 | -43668 | -401727 | -97166 | -401727 |
Avg Bars in Trades | 161 | 152 | 170 | 161 | 152 | 170 |
Avg Bars in Winners | 313 | 293 | 337 | 313 | 293 | 337 |
Avg Bars in Losers | 72 | 60 | 83 | 72 | 60 | 83 |
Bars Traded | 10495 | 5036 | 5459 | 10495 | 5036 | 5459 |
Profit Streak | 87.793 | 122.6263 | 0 | 87.793 | 122.6263 | 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 | -126458 | 486624 | -436602 | -202741 | -30209 | -584108 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11067, "evaluation_days": 1844.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759662111446, "expiration_time": 1764432144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 162, "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": [ [ 805326.7984862016, 774683.2702788876, 30643.5282073137, 523910.5574764342, 844211.9207315424, -320301.3632551083 ], [ 805.326798, 774.68327, 30.643528, 523.910557, 844.211921, -320.301363 ], [ 0.43661, 0.419996, 0.016613, 0.099309, 0.121797, 0 ], [ 146.884875, 146.884875, 146.884875, 146.884875, 146.884875, 146.884875 ], [ -86924, -57126, -62217, -618283, -237956, -718753 ], [ 2.776193, 5.198772, 1.11396, 1.210539, 2.004994, 0.80569 ], [ 65, 33, 32, 65, 33, 32 ], [ 24, 13, 11, 24, 13, 11 ], [ 41, 20, 21, 41, 20, 21 ], [ 36.923077, 39.393939, 34.375, 36.923077, 39.393939, 34.375 ], [ 4.742664, 7.998111, 2.12665, 2.068005, 3.084606, 1.538136 ], [ 674566, 674566, 60150, 463340, 463340, 432338 ], [ -43668, -25720, -43668, -401727, -97166, -401727 ], [ 161, 152, 170, 161, 152, 170 ], [ 313, 293, 337, 313, 293, 337 ], [ 72, 60, 83, 72, 60, 83 ], [ 10495, 5036, 5459, 10495, 5036, 5459 ], [ 87.792956, 122.62629, 0, 87.792957, 122.62629, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126458, 486624, -436602, -202741, -30209, -584108 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11067, "evaluation_days": 1844.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602619200000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759662111446, "expiration_time": 1764432144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 162, "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) |
---|