Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696599.3719 | 688662.3448 | 7937.0271 | 427840.9821 | 437149.5922 | -9308.6101 |
Total P&L (%) | 696.5994 | 688.6623 | 7.937 | 427.841 | 437.1496 | -9.3086 |
Avg Daily Profit (%) | 0.3794 | 0.3751 | 0.0043 | 0.0907 | 0.0916 | -0.0053 |
Buy And Hold Return (%) | 127.7094 | 127.7094 | 127.7094 | 127.7094 | 127.7094 | 127.7094 |
Max Trade Drawdown | -112513 | -61952 | -82191 | -504622 | -313231 | -352102 |
Profit Factor | 2.4665 | 4.9392 | 1.0264 | 1.2084 | 1.5409 | 0.9925 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 43.8596 | 44.8276 | 42.8571 | 43.8596 | 44.8276 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1571 | 6.0791 | 1.3686 | 1.5467 | 1.8965 | 1.3234 |
Largest Winning Trade | 570048 | 570048 | 57813 | 378386 | 378386 | 333066 |
Largest Losing Trade | -36927 | -18700 | -36927 | -216615 | -115982 | -216615 |
Avg Bars in Trades | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Winners | 157 | 146 | 168 | 157 | 146 | 168 |
Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
Bars Traded | 5252 | 2642 | 2610 | 5252 | 2642 | 2610 |
Profit Streak | 80.4891 | 84.4891 | 0 | 80.4891 | 84.4891 | 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 | -168088 | 529359 | -568096 | -255431 | -72242 | -602944 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5508, "evaluation_days": 1836, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758915853925, "expiration_time": 1763661312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 67, "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": [ [ 696599.3719488299, 688662.3448028171, 7937.027146013, 427840.9821467851, 437149.5922424508, -9308.6100956656 ], [ 696.599372, 688.662345, 7.937027, 427.840982, 437.149592, -9.30861 ], [ 0.379411, 0.375088, 0.004323, 0.090652, 0.091605, -0.005322 ], [ 127.709437, 127.709437, 127.709437, 127.709437, 127.709437, 127.709437 ], [ -112513, -61952, -82191, -504622, -313231, -352102 ], [ 2.466477, 4.939242, 1.02644, 1.208362, 1.54089, 0.992524 ], [ 57, 29, 28, 57, 29, 28 ], [ 25, 13, 12, 25, 13, 12 ], [ 32, 16, 16, 32, 16, 16 ], [ 43.859649, 44.827586, 42.857143, 43.859649, 44.827586, 42.857143 ], [ 3.157091, 6.079068, 1.368586, 1.546704, 1.896479, 1.323365 ], [ 570048, 570048, 57813, 378386, 378386, 333066 ], [ -36927, -18700, -36927, -216615, -115982, -216615 ], [ 92, 91, 93, 92, 91, 93 ], [ 157, 146, 168, 157, 146, 168 ], [ 41, 45, 36, 41, 45, 36 ], [ 5252, 2642, 2610, 5252, 2642, 2610 ], [ 80.48905, 84.48905, 0, 80.48905, 84.48905, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168088, 529359, -568096, -255431, -72242, -602944 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5508, "evaluation_days": 1836, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758915853925, "expiration_time": 1763661312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 67, "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) |
---|