Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575390.9097 | 576849.4536 | -1458.544 | 314848.8496 | 455079.0752 | -140230.2256 |
Total P&L (%) | 575.3909 | 576.8495 | -1.4585 | 314.8489 | 455.0791 | -140.2302 |
Avg Daily Profit (%) | 0.3124 | 0.3132 | -0.0008 | 0.0773 | 0.0931 | 0 |
Buy And Hold Return (%) | 143.6952 | 143.6952 | 143.6952 | 143.6952 | 143.6952 | 143.6952 |
Max Trade Drawdown | -91127 | -76744 | -74261 | -336392 | -225690 | -349209 |
Profit Factor | 1.9691 | 3.0444 | 0.9953 | 1.1826 | 1.5788 | 0.8505 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 43.8202 | 42.2222 | 45.4545 | 43.8202 | 42.2222 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5245 | 4.166 | 1.1944 | 1.5162 | 2.1604 | 1.0205 |
Largest Winning Trade | 429559 | 429559 | 54882 | 261666 | 261666 | 211534 |
Largest Losing Trade | -28846 | -28846 | -28463 | -149863 | -138136 | -149863 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 3502 | 1719 | 1783 | 3502 | 1719 | 1783 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300769 | 347493 | -580820 | -116085 | -71707 | -580820 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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": [ [ 575390.90968786, 576849.4536467883, -1458.543958928, 314848.8496452707, 455079.0752075472, -140230.2255622766 ], [ 575.39091, 576.849454, -1.458544, 314.84885, 455.079075, -140.230226 ], [ 0.312373, 0.313165, -0.000792, 0.077269, 0.093091, 0 ], [ 143.695224, 143.695224, 143.695224, 143.695224, 143.695224, 143.695224 ], [ -91127, -76744, -74261, -336392, -225690, -349209 ], [ 1.96912, 3.044408, 0.995319, 1.182629, 1.578757, 0.85045 ], [ 89, 45, 44, 89, 45, 44 ], [ 39, 19, 20, 39, 19, 20 ], [ 50, 26, 24, 50, 26, 24 ], [ 43.820225, 42.222222, 45.454545, 43.820225, 42.222222, 45.454545 ], [ 2.524512, 4.166033, 1.194382, 1.51619, 2.160405, 1.02054 ], [ 429559, 429559, 54882, 261666, 261666, 211534 ], [ -28846, -28846, -28463, -149863, -138136, -149863 ], [ 39, 38, 40, 39, 38, 40 ], [ 60, 56, 64, 60, 56, 64 ], [ 22, 24, 20, 22, 24, 20 ], [ 3502, 1719, 1783, 3502, 1719, 1783 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300769, 347493, -580820, -116085, -71707, -580820 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3684, "evaluation_days": 1842, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759438160373, "expiration_time": 1764180864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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