Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647375.5781 | 598486.1429 | 48889.4352 | 433062.929 | 477806.0456 | -44743.1166 |
Total P&L (%) | 647.3756 | 598.4861 | 48.8894 | 433.0629 | 477.806 | -44.7431 |
Avg Daily Profit (%) | 0.3514 | 0.3249 | 0.0265 | 0.0909 | 0.0953 | -0.0322 |
Buy And Hold Return (%) | 74.9494 | 74.9494 | 74.9494 | 74.9494 | 74.9494 | 74.9494 |
Max Trade Drawdown | -107835 | -79428 | -95450 | -289489 | -159573 | -206641 |
Profit Factor | 1.9861 | 3.3473 | 1.1217 | 1.4211 | 2.1299 | 0.9261 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 59 | 58 | 60 | 59 | 58 | 60 |
Ratio Avg Win / Avg Loss | 1.3801 | 2.4239 | 0.7478 | 0.9875 | 1.5424 | 0.6174 |
Largest Winning Trade | 390650 | 390650 | 59964 | 205532 | 205532 | 95204 |
Largest Losing Trade | -71604 | -37715 | -71604 | -192736 | -119867 | -192736 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 73 | 67 | 78 | 73 | 67 | 78 |
Avg Bars in Losers | 71 | 67 | 76 | 71 | 67 | 76 |
Bars Traded | 7258 | 3384 | 3874 | 7258 | 3384 | 3874 |
Profit Streak | 0 | 0 | 48.2851 | 0 | 0 | 48.2851 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483370 | -163513 | -589667 | -71857 | -241178 | -758975 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7369, "evaluation_days": 1842.25, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601186400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759474231140, "expiration_time": 1764224712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.67726 } } }
{ "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": [ [ 647375.5780633793, 598486.1428604489, 48889.4352029302, 433062.9290119234, 477806.0456395848, -44743.1166276615 ], [ 647.375578, 598.486143, 48.889435, 433.062929, 477.806046, -44.743117 ], [ 0.351405, 0.324867, 0.026538, 0.09088, 0.095259, -0.032193 ], [ 74.949376, 74.949376, 74.949376, 74.949376, 74.949376, 74.949376 ], [ -107835, -79428, -95450, -289489, -159573, -206641 ], [ 1.986055, 3.347272, 1.121749, 1.421094, 2.129944, 0.926113 ], [ 100, 50, 50, 100, 50, 50 ], [ 59, 29, 30, 59, 29, 30 ], [ 41, 21, 20, 41, 21, 20 ], [ 59, 58, 60, 59, 58, 60 ], [ 1.38014, 2.423887, 0.747833, 0.98754, 1.542373, 0.617409 ], [ 390650, 390650, 59964, 205532, 205532, 95204 ], [ -71604, -37715, -71604, -192736, -119867, -192736 ], [ 72, 67, 77, 72, 67, 77 ], [ 73, 67, 78, 73, 67, 78 ], [ 71, 67, 76, 71, 67, 76 ], [ 7258, 3384, 3874, 7258, 3384, 3874 ], [ 0, 0, 48.285083, 0, 0, 48.285083 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483370, -163513, -589667, -71857, -241178, -758975 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7369, "evaluation_days": 1842.25, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601186400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759474231140, "expiration_time": 1764224712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.67726 } } }
# | 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) |
---|