Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697852.9253 | 614575.7084 | 83277.2169 | 1456946.0702 | 983549.3104 | 473396.7598 |
Total P&L (%) | 697.8529 | 614.5757 | 83.2772 | 1456.9461 | 983.5493 | 473.3968 |
Avg Daily Profit (%) | 0.3795 | 0.3343 | 0.0453 | 0.1494 | 0.1297 | 0.095 |
Buy And Hold Return (%) | 134.0207 | 134.0207 | 134.0207 | 134.0207 | 134.0207 | 134.0207 |
Max Trade Drawdown | -84556 | -82555 | -63508 | -2131349 | -955920 | -1378884 |
Profit Factor | 2.1764 | 3.01 | 1.2897 | 1.199 | 1.2641 | 1.1316 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.9339 | 45.9016 | 50 | 47.9339 | 45.9016 | 50 |
Ratio Avg Win / Avg Loss | 2.364 | 3.5475 | 1.2897 | 1.3024 | 1.4899 | 1.1316 |
Largest Winning Trade | 435463 | 435463 | 39689 | 931393 | 720647 | 931393 |
Largest Losing Trade | -29441 | -24041 | -29441 | -770290 | -505251 | -770290 |
Avg Bars in Trades | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Winners | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 5325 | 2440 | 2885 | 5325 | 2440 | 2885 |
Profit Streak | 0 | 0 | 51.925 | 0 | 0 | 51.925 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433267 | -150041 | -466790 | 171461 | -182893 | -313095 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5516, "evaluation_days": 1838.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759155118923, "expiration_time": 1763898624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 73, "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": [ [ 697852.9252692002, 614575.7083763004, 83277.2168929, 1456946.070198223, 983549.3104405559, 473396.7597576689 ], [ 697.852925, 614.575708, 83.277217, 1456.94607, 983.54931, 473.39676 ], [ 0.379542, 0.33425, 0.045292, 0.149421, 0.129679, 0.095027 ], [ 134.020712, 134.020712, 134.020712, 134.020712, 134.020712, 134.020712 ], [ -84556, -82555, -63508, -2131349, -955920, -1378884 ], [ 2.176402, 3.010025, 1.289706, 1.199031, 1.264132, 1.131627 ], [ 121, 61, 60, 121, 61, 60 ], [ 58, 28, 30, 58, 28, 30 ], [ 63, 33, 30, 63, 33, 30 ], [ 47.933884, 45.901639, 50, 47.933884, 45.901639, 50 ], [ 2.364023, 3.54753, 1.289706, 1.302395, 1.48987, 1.131627 ], [ 435463, 435463, 39689, 931393, 720647, 931393 ], [ -29441, -24041, -29441, -770290, -505251, -770290 ], [ 44, 40, 48, 44, 40, 48 ], [ 56, 48, 64, 56, 48, 64 ], [ 32, 33, 31, 32, 33, 31 ], [ 5325, 2440, 2885, 5325, 2440, 2885 ], [ 0, 0, 51.924987, 0, 0, 51.924988 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433267, -150041, -466790, 171461, -182893, -313095 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5516, "evaluation_days": 1838.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759155118923, "expiration_time": 1763898624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 73, "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) |
---|