Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908668.7788 | 805767.606 | 102901.1728 | 2526878.7054 | 1976227.1449 | 550651.5604 |
Total P&L (%) | 908.6688 | 805.7676 | 102.9012 | 2526.8787 | 1976.2271 | 550.6516 |
Avg Daily Profit (%) | 0.492 | 0.4363 | 0.0557 | 0.1771 | 0.1644 | 0.1014 |
Buy And Hold Return (%) | 178.9121 | 178.9121 | 178.9121 | 178.9121 | 178.9121 | 178.9121 |
Max Trade Drawdown | -96145 | -60667 | -48401 | -799407 | -338817 | -586570 |
Profit Factor | 3.5183 | 5.9869 | 1.5165 | 1.9925 | 3.1754 | 1.3363 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 50 | 48.2759 | 49.1525 | 50 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.6397 | 5.9869 | 1.6248 | 2.0612 | 3.1754 | 1.4317 |
Largest Winning Trade | 639518 | 639518 | 61846 | 930582 | 683453 | 930582 |
Largest Losing Trade | -35172 | -20474 | -35172 | -511408 | -181896 | -511408 |
Avg Bars in Trades | 89 | 88 | 90 | 89 | 88 | 90 |
Avg Bars in Winners | 141 | 133 | 149 | 141 | 133 | 149 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 5259 | 2647 | 2612 | 5259 | 2647 | 2612 |
Profit Streak | 152.2589 | 155.2589 | 152.2589 | 152.2589 | 155.2589 | 152.2589 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162516 | 637844 | -281933 | -166849 | 529854 | -60011 |
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{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5541, "evaluation_days": 1847, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759875171181, "expiration_time": 1764640224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "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) |
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