Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697007.2847 | 657800.1305 | 39207.1542 | 350340.7458 | 201235.4617 | 149105.2841 |
Total P&L (%) | 697.0073 | 657.8001 | 39.2072 | 350.3407 | 201.2355 | 149.1053 |
Avg Daily Profit (%) | 0.3774 | 0.3561 | 0.0212 | 0.0815 | 0.0597 | 0.0494 |
Buy And Hold Return (%) | 88.1652 | 88.1652 | 88.1652 | 88.1652 | 88.1652 | 88.1652 |
Max Trade Drawdown | -152846 | -73138 | -90594 | -430799 | -249739 | -243396 |
Profit Factor | 2.2399 | 3.2321 | 1.1466 | 1.2423 | 1.2211 | 1.2784 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.1481 | 45 | 51.2195 | 48.1481 | 45 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.4122 | 3.9503 | 1.092 | 1.3378 | 1.4924 | 1.2175 |
Largest Winning Trade | 494212 | 494212 | 40324 | 214047 | 214047 | 117817 |
Largest Losing Trade | -56689 | -35446 | -56689 | -128656 | -128656 | -79388 |
Avg Bars in Trades | 65 | 80 | 49 | 65 | 80 | 49 |
Avg Bars in Winners | 88 | 109 | 69 | 88 | 109 | 69 |
Avg Bars in Losers | 43 | 57 | 28 | 43 | 57 | 28 |
Bars Traded | 5270 | 3233 | 2036 | 5270 | 3233 | 2036 |
Profit Streak | 16.0456 | 0 | 55.7122 | 16.0456 | 0 | 55.7122 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2603 | 490820 | -388368 | -103063 | -120498 | -134722 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5541, "evaluation_days": 1847, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759885537807, "expiration_time": 1764640224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 178, "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": [ [ 697007.2847398642, 657800.1304930091, 39207.154246855, 350340.7458350183, 201235.4617367833, 149105.2840982349 ], [ 697.007285, 657.80013, 39.207154, 350.340746, 201.235462, 149.105284 ], [ 0.377373, 0.356145, 0.021227, 0.081508, 0.059721, 0.049428 ], [ 88.165166, 88.165166, 88.165166, 88.165166, 88.165166, 88.165166 ], [ -152846, -73138, -90594, -430799, -249739, -243396 ], [ 2.239917, 3.232062, 1.146604, 1.242281, 1.221056, 1.278351 ], [ 81, 40, 41, 81, 40, 41 ], [ 39, 18, 21, 39, 18, 21 ], [ 42, 22, 20, 42, 22, 20 ], [ 48.148148, 45, 51.219512, 48.148148, 45, 51.219512 ], [ 2.412218, 3.950299, 1.092004, 1.337841, 1.492402, 1.217477 ], [ 494212, 494212, 40324, 214047, 214047, 117817 ], [ -56689, -35446, -56689, -128656, -128656, -79388 ], [ 65, 80, 49, 65, 80, 49 ], [ 88, 109, 69, 88, 109, 69 ], [ 43, 57, 28, 43, 57, 28 ], [ 5270, 3233, 2036, 5270, 3233, 2036 ], [ 16.045576, 0, 55.712243, 16.045576, 0, 55.712243 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -2603, 490820, -388368, -103063, -120498, -134722 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5541, "evaluation_days": 1847, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759885537807, "expiration_time": 1764640224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 178, "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) |
---|