Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754704.3866 | 724347.0201 | 30357.3665 | 580405.4459 | 569722.4115 | 10683.0345 |
Total P&L (%) | 754.7044 | 724.347 | 30.3574 | 580.4054 | 569.7224 | 10.683 |
Avg Daily Profit (%) | 0.4105 | 0.394 | 0.0165 | 0.1043 | 0.1035 | 0.0055 |
Buy And Hold Return (%) | 142.5902 | 142.5902 | 142.5902 | 142.5902 | 142.5902 | 142.5902 |
Max Trade Drawdown | -81078 | -68049 | -67911 | -216841 | -141215 | -304789 |
Profit Factor | 2.8221 | 5.2608 | 1.1243 | 1.5342 | 2.5304 | 1.015 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 36.6667 | 36.6667 | 36.6667 | 36.6667 | 36.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.8746 | 9.0868 | 1.942 | 2.65 | 4.3706 | 1.7531 |
Largest Winning Trade | 640133 | 640133 | 50912 | 232523 | 232523 | 212144 |
Largest Losing Trade | -35175 | -30170 | -35175 | -207051 | -55771 | -207051 |
Avg Bars in Trades | 88 | 87 | 90 | 88 | 87 | 90 |
Avg Bars in Winners | 175 | 165 | 186 | 175 | 165 | 186 |
Avg Bars in Losers | 38 | 41 | 35 | 38 | 41 | 35 |
Bars Traded | 5325 | 2610 | 2715 | 5325 | 2610 | 2715 |
Profit Streak | 111.5916 | 114.5916 | 0 | 111.5916 | 114.5916 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164314 | 422363 | -424466 | -231199 | -56486 | -559420 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5516, "evaluation_days": 1838.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759155115019, "expiration_time": 1763898624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "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": [ [ 754704.3866407605, 724347.0201131601, 30357.3665276002, 580405.4459469318, 569722.4114910174, 10683.0344559145 ], [ 754.704387, 724.34702, 30.357367, 580.405446, 569.722411, 10.683034 ], [ 0.410462, 0.393952, 0.016511, 0.104343, 0.103481, 0.00552 ], [ 142.590216, 142.590216, 142.590216, 142.590216, 142.590216, 142.590216 ], [ -81078, -68049, -67911, -216841, -141215, -304789 ], [ 2.822123, 5.26079, 1.12432, 1.534187, 2.530355, 1.014957 ], [ 60, 30, 30, 60, 30, 30 ], [ 22, 11, 11, 22, 11, 11 ], [ 38, 19, 19, 38, 19, 19 ], [ 36.666667, 36.666667, 36.666667, 36.666667, 36.666667, 36.666667 ], [ 4.874576, 9.08682, 1.942008, 2.649959, 4.370614, 1.753108 ], [ 640133, 640133, 50912, 232523, 232523, 212144 ], [ -35175, -30170, -35175, -207051, -55771, -207051 ], [ 88, 87, 90, 88, 87, 90 ], [ 175, 165, 186, 175, 165, 186 ], [ 38, 41, 35, 38, 41, 35 ], [ 5325, 2610, 2715, 5325, 2610, 2715 ], [ 111.591609, 114.591609, 0, 111.591609, 114.591609, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164314, 422363, -424466, -231199, -56486, -559420 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5516, "evaluation_days": 1838.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759155115019, "expiration_time": 1763898624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "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) |
---|