Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919731.1754 | 881386.5383 | 38344.6371 | 519728.6069 | 747814.6584 | -228086.0515 |
Total P&L (%) | 919.7312 | 881.3865 | 38.3446 | 519.7286 | 747.8147 | -228.0861 |
Avg Daily Profit (%) | 0.5015 | 0.4806 | 0.0209 | 0.0995 | 0.1166 | 0 |
Buy And Hold Return (%) | 113.4154 | 113.4154 | 113.4154 | 113.4154 | 113.4154 | 113.4154 |
Max Trade Drawdown | -93673 | -80266 | -84740 | -1058531 | -805509 | -1083497 |
Profit Factor | 2.776 | 4.6058 | 1.1402 | 1.1034 | 1.3197 | 0.9151 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 39.7849 | 40.4255 | 39.1304 | 39.7849 | 40.4255 | 39.1304 |
Ratio Avg Win / Avg Loss | 4.2016 | 6.7875 | 1.7737 | 1.6701 | 1.9449 | 1.4234 |
Largest Winning Trade | 846153 | 846153 | 41990 | 846153 | 846153 | 333439 |
Largest Losing Trade | -26439 | -26439 | -25922 | -222662 | -222662 | -205975 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 3508 | 1691 | 1817 | 3508 | 1691 | 1817 |
Profit Streak | 50.3438 | 93.3438 | 50.3438 | 50.3438 | 93.3438 | 50.3438 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489728 | 563718 | -399449 | -169358 | -38140 | -582700 |
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{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605355200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917705435, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.22767 } } }
# | 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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