Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071187.7472 | 932490.8932 | 138696.854 | 3319668.3688 | 1996522.3118 | 1323146.057 |
Total P&L (%) | 1071.1877 | 932.4909 | 138.6969 | 3319.6684 | 1996.5223 | 1323.1461 |
Avg Daily Profit (%) | 0.5799 | 0.5048 | 0.0751 | 0.1914 | 0.1649 | 0.1438 |
Buy And Hold Return (%) | 62.276 | 62.276 | 62.276 | 62.276 | 62.276 | 62.276 |
Max Trade Drawdown | -106334 | -93662 | -44286 | -1332000 | -1070713 | -689430 |
Profit Factor | 4.0454 | 5.2471 | 2.0494 | 1.5984 | 1.5681 | 1.6508 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50 | 47.2222 | 52.7778 | 50 | 47.2222 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.0454 | 5.8644 | 1.8336 | 1.5984 | 1.7526 | 1.4771 |
Largest Winning Trade | 818704 | 818704 | 44934 | 1706628 | 1706628 | 917961 |
Largest Losing Trade | -33161 | -33161 | -21372 | -916641 | -916641 | -415358 |
Avg Bars in Trades | 76 | 116 | 35 | 76 | 116 | 35 |
Avg Bars in Winners | 112 | 179 | 53 | 112 | 179 | 53 |
Avg Bars in Losers | 39 | 60 | 15 | 39 | 60 | 15 |
Bars Traded | 5479 | 4201 | 1278 | 5479 | 4201 | 1278 |
Profit Streak | 13.5192 | 13.5192 | 24.8525 | 13.5192 | 13.5192 | 24.8525 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64320 | 652988 | -93277 | -71716 | 363254 | 83726 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5542, "evaluation_days": 1847.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601193600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897658966, "expiration_time": 1764669888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 2, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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": [ [ 1071187.7472238012, 932490.8932133779, 138696.8540104236, 3319668.368817365, 1996522.3117767966, 1323146.0570405687 ], [ 1071.187747, 932.490893, 138.696854, 3319.668369, 1996.522312, 1323.146057 ], [ 0.579857, 0.504778, 0.07508, 0.191385, 0.164853, 0.143849 ], [ 62.275971, 62.275971, 62.275971, 62.275971, 62.275971, 62.275971 ], [ -106334, -93662, -44286, -1332000, -1070713, -689430 ], [ 4.045447, 5.247051, 2.049365, 1.598415, 1.56809, 1.650839 ], [ 72, 36, 36, 72, 36, 36 ], [ 36, 17, 19, 36, 17, 19 ], [ 36, 19, 17, 36, 19, 17 ], [ 50, 47.222222, 52.777778, 50, 47.222222, 52.777778 ], [ 4.045447, 5.864351, 1.833642, 1.598415, 1.752571, 1.477067 ], [ 818704, 818704, 44934, 1706628, 1706628, 917961 ], [ -33161, -33161, -21372, -916641, -916641, -415358 ], [ 76, 116, 35, 76, 116, 35 ], [ 112, 179, 53, 112, 179, 53 ], [ 39, 60, 15, 39, 60, 15 ], [ 5479, 4201, 1278, 5479, 4201, 1278 ], [ 13.519201, 13.519201, 24.852534, 13.519201, 13.519201, 24.852534 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64320, 652988, -93277, -71716, 363254, 83726 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5542, "evaluation_days": 1847.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601193600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897658966, "expiration_time": 1764669888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 2, "poles": 2 } }, "second_band": { "type": "dcu", "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) |
---|