Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505436.0995 | 485281.3096 | 20154.7899 | 249092.5479 | 427550.5133 | -178457.9654 |
Total P&L (%) | 505.4361 | 485.2813 | 20.1548 | 249.0925 | 427.5505 | -178.458 |
Avg Daily Profit (%) | 0.2735 | 0.2626 | 0.0109 | 0.0677 | 0.09 | 0 |
Buy And Hold Return (%) | 172.294 | 172.294 | 172.294 | 172.294 | 172.294 | 172.294 |
Max Trade Drawdown | -109469 | -51973 | -72457 | -683453 | -289715 | -393737 |
Profit Factor | 2.0511 | 3.8693 | 1.0647 | 1.1315 | 1.5805 | 0.8458 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 49.3976 | 53.6585 | 45.2381 | 49.3976 | 53.6585 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.1012 | 3.3417 | 1.2888 | 1.1591 | 1.365 | 1.0239 |
Largest Winning Trade | 359531 | 359531 | 55289 | 270697 | 270697 | 222111 |
Largest Losing Trade | -54691 | -47255 | -54691 | -252553 | -252553 | -177287 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 99 | 88 | 111 | 99 | 88 | 111 |
Avg Bars in Losers | 71 | 94 | 52 | 71 | 94 | 52 |
Bars Traded | 7074 | 3744 | 3330 | 7074 | 3744 | 3330 |
Profit Streak | 17.0943 | 0 | 30.3443 | 17.0943 | 0 | 30.3443 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304300 | 444867 | -494715 | -206479 | -74147 | -580379 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7393, "evaluation_days": 1848.25, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605204000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759976145534, "expiration_time": 1764758664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "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": [ [ 505436.0995194903, 485281.3095861286, 20154.789933362, 249092.5478851728, 427550.5132904445, -178457.9654052719 ], [ 505.4361, 485.28131, 20.15479, 249.092548, 427.550513, -178.457965 ], [ 0.273467, 0.262563, 0.010905, 0.067663, 0.090022, 0 ], [ 172.293963, 172.293963, 172.293963, 172.293963, 172.293963, 172.293963 ], [ -109469, -51973, -72457, -683453, -289715, -393737 ], [ 2.051147, 3.869282, 1.064658, 1.131528, 1.580546, 0.845808 ], [ 83, 41, 42, 83, 41, 42 ], [ 41, 22, 19, 41, 22, 19 ], [ 42, 19, 23, 42, 19, 23 ], [ 49.39759, 53.658537, 45.238095, 49.39759, 53.658537, 45.238095 ], [ 2.101175, 3.341652, 1.288797, 1.159126, 1.365017, 1.023873 ], [ 359531, 359531, 55289, 270697, 270697, 222111 ], [ -54691, -47255, -54691, -252553, -252553, -177287 ], [ 85, 91, 79, 85, 91, 79 ], [ 99, 88, 111, 99, 88, 111 ], [ 71, 94, 52, 71, 94, 52 ], [ 7074, 3744, 3330, 7074, 3744, 3330 ], [ 17.094277, 0, 30.344277, 17.094277, 0, 30.344277 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304300, 444867, -494715, -206479, -74147, -580379 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7393, "evaluation_days": 1848.25, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605204000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759976145534, "expiration_time": 1764758664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "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) |
---|