Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556291.7748 | 576468.2338 | -20176.4589 | 18007.3261 | 99086.1668 | -81078.8407 |
Total P&L (%) | 556.2918 | 576.4682 | -20.1765 | 18.0073 | 99.0862 | -81.0788 |
Avg Daily Profit (%) | 0.3033 | 0.3143 | -0.011 | 0.009 | 0.0376 | -0.0907 |
Buy And Hold Return (%) | 137.4636 | 137.4636 | 137.4636 | 137.4636 | 137.4636 | 137.4636 |
Max Trade Drawdown | -202211 | -108333 | -124380 | -910468 | -586145 | -504330 |
Profit Factor | 2.5747 | 4.6208 | 0.896 | 1.0107 | 1.1293 | 0.912 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.1688 | 5.6872 | 1.1028 | 1.2439 | 1.3899 | 1.1224 |
Largest Winning Trade | 677190 | 677190 | 31131 | 677190 | 677190 | 221763 |
Largest Losing Trade | -42440 | -25599 | -42440 | -245492 | -198971 | -245492 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 3273 | 1539 | 1734 | 3273 | 1539 | 1734 |
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 | -169861 | 446941 | -581177 | -736842 | -388848 | -581177 |
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1606392000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758783803066, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 4, "offset": 138 } }, "second_band": { "type": "sinwma", "factors": { "length": 49, "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": [ [ 556291.7748383424, 576468.233774231, -20176.4589358885, 18007.3260799878, 99086.1668298897, -81078.8407499018 ], [ 556.291775, 576.468234, -20.176459, 18.007326, 99.086167, -81.078841 ], [ 0.303322, 0.314323, -0.011001, 0.009029, 0.037552, -0.090738 ], [ 137.463557, 137.463557, 137.463557, 137.463557, 137.463557, 137.463557 ], [ -202211, -108333, -124380, -910468, -586145, -504330 ], [ 2.57466, 4.620831, 0.896034, 1.010674, 1.129327, 0.911958 ], [ 58, 29, 29, 58, 29, 29 ], [ 26, 13, 13, 26, 13, 13 ], [ 32, 16, 16, 32, 16, 16 ], [ 44.827586, 44.827586, 44.827586, 44.827586, 44.827586, 44.827586 ], [ 3.168812, 5.687176, 1.102812, 1.243906, 1.389941, 1.122409 ], [ 677190, 677190, 31131, 677190, 677190, 221763 ], [ -42440, -25599, -42440, -245492, -198971, -245492 ], [ 56, 53, 59, 56, 53, 59 ], [ 67, 60, 74, 67, 60, 74 ], [ 47, 46, 48, 47, 46, 48 ], [ 3273, 1539, 1734, 3273, 1539, 1734 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169861, 446941, -581177, -736842, -388848, -581177 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3668, "evaluation_days": 1834, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1606392000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758783803066, "expiration_time": 1763468928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 4, "offset": 138 } }, "second_band": { "type": "sinwma", "factors": { "length": 49, "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) |
---|