Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570330.1644 | 681508.6939 | -111178.5295 | -71403.6099 | 130892.0283 | -202295.6382 |
Total P&L (%) | 570.3302 | 681.5087 | -111.1785 | -71.4036 | 130.892 | -202.2956 |
Avg Daily Profit (%) | 0.3103 | 0.3708 | -0.0605 | -0.0681 | 0.0455 | 0 |
Buy And Hold Return (%) | 81.8986 | 81.8986 | 81.8986 | 81.8986 | 81.8986 | 81.8986 |
Max Trade Drawdown | -319049 | -195806 | -163642 | -781005 | -583432 | -233657 |
Profit Factor | 1.9842 | 3.3042 | 0.6082 | 0.9424 | 1.188 | 0.6279 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 36.2319 | 42.8571 | 29.4118 | 36.2319 | 42.8571 | 29.4118 |
Ratio Avg Win / Avg Loss | 3.4921 | 4.4056 | 1.4596 | 1.6586 | 1.584 | 1.5068 |
Largest Winning Trade | 797237 | 797237 | 49572 | 706292 | 706292 | 118135 |
Largest Losing Trade | -44564 | -44564 | -26390 | -185608 | -183822 | -185608 |
Avg Bars in Trades | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Winners | 138 | 146 | 126 | 138 | 146 | 126 |
Avg Bars in Losers | 41 | 34 | 47 | 41 | 34 | 47 |
Bars Traded | 5282 | 2875 | 2407 | 5282 | 2875 | 2407 |
Profit Streak | 142.6703 | 175.337 | 0 | 142.6703 | 175.337 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98334 | 503873 | -589498 | -689060 | -156100 | -588387 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5514, "evaluation_days": 1838, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1606147200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759104317896, "expiration_time": 1763839296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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": [ [ 570330.1644051408, 681508.6939338469, -111178.5295287064, -71403.6099112628, 130892.028329756, -202295.6382410189 ], [ 570.330164, 681.508694, -111.17853, -71.40361, 130.892028, -202.295638 ], [ 0.310299, 0.370788, -0.060489, -0.068088, 0.045537, 0 ], [ 81.898571, 81.898571, 81.898571, 81.898571, 81.898571, 81.898571 ], [ -319049, -195806, -163642, -781005, -583432, -233657 ], [ 1.984173, 3.304193, 0.608158, 0.94241, 1.187992, 0.627852 ], [ 69, 35, 34, 69, 35, 34 ], [ 25, 15, 10, 25, 15, 10 ], [ 44, 20, 24, 44, 20, 24 ], [ 36.231884, 42.857143, 29.411765, 36.231884, 42.857143, 29.411765 ], [ 3.492144, 4.40559, 1.45958, 1.658641, 1.583989, 1.506846 ], [ 797237, 797237, 49572, 706292, 706292, 118135 ], [ -44564, -44564, -26390, -185608, -183822, -185608 ], [ 76, 82, 70, 76, 82, 70 ], [ 138, 146, 126, 138, 146, 126 ], [ 41, 34, 47, 41, 34, 47 ], [ 5282, 2875, 2407, 5282, 2875, 2407 ], [ 142.670346, 175.337013, 0, 142.670346, 175.337013, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98334, 503873, -589498, -689060, -156100, -588387 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5514, "evaluation_days": 1838, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1606147200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759104317896, "expiration_time": 1763839296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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) |
---|