Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36053.9142 | 3164.0311 | 32889.8831 | 37851.3094 | -4580.9795 | 42432.2889 |
Total P&L (%) | 36.0539 | 3.164 | 32.8899 | 37.8513 | -4.581 | 42.4323 |
Avg Daily Profit (%) | 0.6923 | 0.0608 | 0.6315 | 0.6183 | -0.09 | 0.6815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19914 | -25731 | -4019 | -30461 | -39195 | -6131 |
Profit Factor | 1.4527 | 1.0551 | 2.4825 | 1.3223 | 0.9462 | 2.3104 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 62 | 68 | 56 | 62 | 68 | 56 |
Ratio Avg Win / Avg Loss | 0.8904 | 0.4965 | 1.9505 | 0.8104 | 0.4452 | 1.8153 |
Largest Winning Trade | 7538 | 7538 | 4853 | 10129 | 10129 | 7264 |
Largest Losing Trade | -9442 | -9442 | -3747 | -14818 | -14818 | -5232 |
Avg Bars in Trades | 242 | 242 | 242 | 242 | 242 | 242 |
Avg Bars in Winners | 171 | 165 | 178 | 171 | 165 | 178 |
Avg Bars in Losers | 358 | 406 | 324 | 358 | 406 | 324 |
Bars Traded | 24257 | 12114 | 12143 | 24257 | 12114 | 12143 |
Profit Streak | 13.6853 | 14.8561 | 13.6853 | 13.6853 | 14.8561 | 13.6853 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357560 | -617481 | -166515 | 311837 | -759066 | -166127 |
{ "trading_pair": "UNI_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754585820000, "last_datapoint_time": 1759047480000, "evaluation_time": 1760139530555, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.92131 } }, "second_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.74043 } } }
{ "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": [ [ 36053.9142359921, 3164.0311291987, 32889.8831067934, 37851.3093969094, -4580.9794541523, 42432.2888510616 ], [ 36.053914, 3.164031, 32.889883, 37.851309, -4.580979, 42.432289 ], [ 0.692279, 0.060753, 0.631526, 0.618273, -0.089998, 0.681452 ], [ 10, 10, 10, 10, 10, 10 ], [ -19914, -25731, -4019, -30461, -39195, -6131 ], [ 1.452733, 1.055074, 2.482472, 1.322264, 0.946153, 2.3104 ], [ 100, 50, 50, 100, 50, 50 ], [ 62, 34, 28, 62, 34, 28 ], [ 38, 16, 22, 38, 16, 22 ], [ 62, 68, 56, 62, 68, 56 ], [ 0.890385, 0.496506, 1.950514, 0.81042, 0.445248, 1.815314 ], [ 7538, 7538, 4853, 10129, 10129, 7264 ], [ -9442, -9442, -3747, -14818, -14818, -5232 ], [ 242, 242, 242, 242, 242, 242 ], [ 171, 165, 178, 171, 165, 178 ], [ 358, 406, 324, 358, 406, 324 ], [ 24257, 12114, 12143, 24257, 12114, 12143 ], [ 13.685307, 14.856141, 13.685307, 13.685307, 14.856141, 13.685307 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357560, -617481, -166515, 311837, -759066, -166127 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754585820000, "last_datapoint_time": 1759047480000, "evaluation_time": 1760139530555, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.92131 } }, "second_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.74043 } } }
# | 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) |
---|