Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308878.2857 | 306315.5465 | 2562.7393 | 122480.5061 | 368015.4139 | -245534.9078 |
Total P&L (%) | 308.8783 | 306.3155 | 2.5627 | 122.4805 | 368.0154 | -245.5349 |
Avg Daily Profit (%) | 0.1684 | 0.1671 | 0.0014 | 0.0436 | 0.0842 | 0 |
Buy And Hold Return (%) | 94.5592 | 94.5592 | 94.5592 | 94.5592 | 94.5592 | 94.5592 |
Max Trade Drawdown | -125571 | -129993 | -73116 | -464650 | -297235 | -368347 |
Profit Factor | 1.6516 | 1.8972 | 1.0193 | 1.0989 | 1.4894 | 0.4952 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Losing Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Profitability (%) | 73.9837 | 80.3279 | 67.7419 | 73.9837 | 80.3279 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.5808 | 0.4646 | 0.4854 | 0.3864 | 0.3648 | 0.2358 |
Largest Winning Trade | 49398 | 49398 | 10885 | 96384 | 96384 | 23244 |
Largest Losing Trade | -66968 | -65367 | -66968 | -346320 | -220803 | -346320 |
Avg Bars in Trades | 83 | 161 | 6 | 83 | 161 | 6 |
Avg Bars in Winners | 25 | 43 | 3 | 25 | 43 | 3 |
Avg Bars in Losers | 248 | 643 | 12 | 248 | 643 | 12 |
Bars Traded | 10265 | 9872 | 393 | 10265 | 9872 | 393 |
Profit Streak | 138.3941 | 142.0608 | 138.3941 | 138.3941 | 142.0608 | 138.3941 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367889 | -151017 | -707777 | -316563 | -239562 | -730901 |
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022853603, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 91, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 308878.2857467311, 306315.5464757368, 2562.7392709946, 122480.5060559221, 368015.4138729323, -245534.9078170102 ], [ 308.878286, 306.315546, 2.562739, 122.480506, 368.015414, -245.534908 ], [ 0.168448, 0.167051, 0.001398, 0.04362, 0.084202, 0 ], [ 94.55922, 94.55922, 94.55922, 94.55922, 94.55922, 94.55922 ], [ -125571, -129993, -73116, -464650, -297235, -368347 ], [ 1.651631, 1.897216, 1.019327, 1.098908, 1.489449, 0.495232 ], [ 123, 61, 62, 123, 61, 62 ], [ 91, 49, 42, 91, 49, 42 ], [ 32, 12, 20, 32, 12, 20 ], [ 73.98374, 80.327869, 67.741935, 73.98374, 80.327869, 67.741935 ], [ 0.580793, 0.464624, 0.485394, 0.386429, 0.364763, 0.235825 ], [ 49398, 49398, 10885, 96384, 96384, 23244 ], [ -66968, -65367, -66968, -346320, -220803, -346320 ], [ 83, 161, 6, 83, 161, 6 ], [ 25, 43, 3, 25, 43, 3 ], [ 248, 643, 12, 248, 643, 12 ], [ 10265, 9872, 393, 10265, 9872, 393 ], [ 138.394139, 142.060806, 138.394139, 138.394139, 142.060806, 138.394139 ], [ 14, 7, 7, 14, 7, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367889, -151017, -707777, -316563, -239562, -730901 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022853603, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 91, "offset": 0, "scalar": 5 } } }
# | 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) |
---|