Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418037.8344 | 450670.9628 | -32633.1284 | 37722.7052 | 54094.4078 | -16371.7026 |
Total P&L (%) | 418.0378 | 450.671 | -32.6331 | 37.7227 | 54.0944 | -16.3717 |
Avg Daily Profit (%) | 0.226 | 0.2437 | -0.0176 | 0.0173 | 0.0234 | -0.0097 |
Buy And Hold Return (%) | 107.5841 | 107.5841 | 107.5841 | 107.5841 | 107.5841 | 107.5841 |
Max Trade Drawdown | -213086 | -110052 | -131596 | -710214 | -427973 | -413045 |
Profit Factor | 1.9124 | 2.9716 | 0.8579 | 1.0293 | 1.0874 | 0.9755 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 44.5946 | 40.5405 | 48.6486 | 44.5946 | 40.5405 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.376 | 4.3584 | 0.9055 | 1.2789 | 1.5949 | 1.0297 |
Largest Winning Trade | 466040 | 466040 | 48155 | 349724 | 349724 | 219542 |
Largest Losing Trade | -32225 | -31008 | -32225 | -150904 | -77688 | -150904 |
Avg Bars in Trades | 71 | 69 | 72 | 71 | 69 | 72 |
Avg Bars in Winners | 100 | 111 | 90 | 100 | 111 | 90 |
Avg Bars in Losers | 47 | 40 | 55 | 47 | 40 | 55 |
Bars Traded | 5258 | 2564 | 2694 | 5258 | 2564 | 2694 |
Profit Streak | 128.374 | 129.374 | 0 | 128.374 | 129.374 | 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 | -61161 | 306355 | -581298 | -594073 | -453744 | -579631 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5548, "evaluation_days": 1849.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1606982400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760086716220, "expiration_time": 1764847872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 418037.8344161819, 450670.962769657, -32633.1283534752, 37722.7052210381, 54094.4078451271, -16371.7026240889 ], [ 418.037834, 450.670963, -32.633128, 37.722705, 54.094408, -16.371703 ], [ 0.226048, 0.243694, -0.017646, 0.017309, 0.023384, -0.009667 ], [ 107.58407, 107.58407, 107.58407, 107.58407, 107.58407, 107.58407 ], [ -213086, -110052, -131596, -710214, -427973, -413045 ], [ 1.912357, 2.971629, 0.857881, 1.029338, 1.087439, 0.97546 ], [ 74, 37, 37, 74, 37, 37 ], [ 33, 15, 18, 33, 15, 18 ], [ 41, 22, 19, 41, 22, 19 ], [ 44.594595, 40.540541, 48.648649, 44.594595, 40.540541, 48.648649 ], [ 2.375959, 4.358389, 0.905541, 1.278875, 1.594911, 1.029652 ], [ 466040, 466040, 48155, 349724, 349724, 219542 ], [ -32225, -31008, -32225, -150904, -77688, -150904 ], [ 71, 69, 72, 71, 69, 72 ], [ 100, 111, 90, 100, 111, 90 ], [ 47, 40, 55, 47, 40, 55 ], [ 5258, 2564, 2694, 5258, 2564, 2694 ], [ 128.37403, 129.37403, 0, 128.37403, 129.37403, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -61161, 306355, -581298, -594073, -453744, -579631 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5548, "evaluation_days": 1849.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1606982400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760086716220, "expiration_time": 1764847872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|