Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989770.0199 | 901819.1353 | 87950.8846 | 1617287.8724 | 1476907.8581 | 140380.0143 |
Total P&L (%) | 989.77 | 901.8191 | 87.9509 | 1617.2879 | 1476.9079 | 140.38 |
Avg Daily Profit (%) | 0.5381 | 0.4903 | 0.0478 | 0.1547 | 0.1501 | 0.0477 |
Buy And Hold Return (%) | 82.2535 | 82.2535 | 82.2535 | 82.2535 | 82.2535 | 82.2535 |
Max Trade Drawdown | -74998 | -44665 | -66570 | -2337430 | -1499762 | -1883497 |
Profit Factor | 2.9445 | 4.962 | 1.3126 | 1.2041 | 1.4179 | 1.032 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 49.3333 | 44.7368 | 54.0541 | 49.3333 | 44.7368 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.0241 | 6.1295 | 1.1157 | 1.2366 | 1.7515 | 0.8772 |
Largest Winning Trade | 742607 | 742607 | 46185 | 1167168 | 1167168 | 1092993 |
Largest Losing Trade | -43323 | -24139 | -43323 | -1219711 | -646103 | -1219711 |
Avg Bars in Trades | 93 | 92 | 94 | 93 | 92 | 94 |
Avg Bars in Winners | 136 | 143 | 130 | 136 | 143 | 130 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 6985 | 3499 | 3486 | 6985 | 3499 | 3486 |
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 | -44986 | 585087 | -272584 | -54388 | 269730 | -324547 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7357, "evaluation_days": 1839.25, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601575200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194571917, "expiration_time": 1763957736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 60, "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": [ [ 989770.019881411, 901819.1352553305, 87950.8846260806, 1617287.8724265066, 1476907.858139559, 140380.0142869473 ], [ 989.77002, 901.819135, 87.950885, 1617.287872, 1476.907858, 140.380014 ], [ 0.538138, 0.490319, 0.047819, 0.154711, 0.150068, 0.047697 ], [ 82.253461, 82.253461, 82.253461, 82.253461, 82.253461, 82.253461 ], [ -74998, -44665, -66570, -2337430, -1499762, -1883497 ], [ 2.944472, 4.961963, 1.31255, 1.204076, 1.417874, 1.031973 ], [ 75, 38, 37, 75, 38, 37 ], [ 37, 17, 20, 37, 17, 20 ], [ 38, 21, 17, 38, 21, 17 ], [ 49.333333, 44.736842, 54.054054, 49.333333, 44.736842, 54.054054 ], [ 3.024052, 6.129484, 1.115667, 1.236618, 1.751492, 0.877177 ], [ 742607, 742607, 46185, 1167168, 1167168, 1092993 ], [ -43323, -24139, -43323, -1219711, -646103, -1219711 ], [ 93, 92, 94, 93, 92, 94 ], [ 136, 143, 130, 136, 143, 130 ], [ 51, 50, 52, 51, 50, 52 ], [ 6985, 3499, 3486, 6985, 3499, 3486 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44986, 585087, -272584, -54388, 269730, -324547 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7357, "evaluation_days": 1839.25, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601575200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194571917, "expiration_time": 1763957736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 60, "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) |
---|