Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778467.2206 | 785189.2861 | -6722.0655 | 242720.0307 | 465035.249 | -222315.2183 |
Total P&L (%) | 778.4672 | 785.1893 | -6.7221 | 242.72 | 465.0352 | -222.3152 |
Avg Daily Profit (%) | 0.4215 | 0.4252 | -0.0036 | 0.0667 | 0.0938 | 0 |
Buy And Hold Return (%) | 151.7042 | 151.7042 | 151.7042 | 151.7042 | 151.7042 | 151.7042 |
Max Trade Drawdown | -96285 | -77981 | -78494 | -682158 | -178064 | -582410 |
Profit Factor | 2.6938 | 5.4252 | 0.9762 | 1.1656 | 2.0935 | 0.7863 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.5558 | 8.8776 | 1.0459 | 1.5386 | 3.4257 | 0.8424 |
Largest Winning Trade | 710257 | 710257 | 58995 | 362240 | 286119 | 362240 |
Largest Losing Trade | -45254 | -26437 | -45254 | -435981 | -86887 | -435981 |
Avg Bars in Trades | 122 | 118 | 126 | 122 | 118 | 126 |
Avg Bars in Winners | 205 | 205 | 205 | 205 | 205 | 205 |
Avg Bars in Losers | 59 | 65 | 52 | 59 | 65 | 52 |
Bars Traded | 7102 | 3440 | 3662 | 7102 | 3440 | 3662 |
Profit Streak | 118.7627 | 121.0127 | 0 | 118.7627 | 121.0127 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167792 | 456100 | -579836 | -332244 | -70975 | -581503 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7387, "evaluation_days": 1846.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759861098569, "expiration_time": 1764625176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 100, "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": [ [ 778467.220643092, 785189.2860967545, -6722.0654536627, 242720.0306662028, 465035.2489748501, -222315.2183086472 ], [ 778.467221, 785.189286, -6.722065, 242.720031, 465.035249, -222.315218 ], [ 0.421534, 0.425174, -0.00364, 0.06672, 0.093815, 0 ], [ 151.70418, 151.70418, 151.70418, 151.70418, 151.70418, 151.70418 ], [ -96285, -77981, -78494, -682158, -178064, -582410 ], [ 2.693782, 5.425223, 0.976177, 1.165628, 2.09349, 0.786272 ], [ 58, 29, 29, 58, 29, 29 ], [ 25, 11, 14, 25, 11, 14 ], [ 33, 18, 15, 33, 18, 15 ], [ 43.103448, 37.931034, 48.275862, 43.103448, 37.931034, 48.275862 ], [ 3.555792, 8.877638, 1.045904, 1.538629, 3.42571, 0.842434 ], [ 710257, 710257, 58995, 362240, 286119, 362240 ], [ -45254, -26437, -45254, -435981, -86887, -435981 ], [ 122, 118, 126, 122, 118, 126 ], [ 205, 205, 205, 205, 205, 205 ], [ 59, 65, 52, 59, 65, 52 ], [ 7102, 3440, 3662, 7102, 3440, 3662 ], [ 118.762715, 121.012715, 0, 118.762715, 121.012715, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167792, 456100, -579836, -332244, -70975, -581503 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7387, "evaluation_days": 1846.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759861098569, "expiration_time": 1764625176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 100, "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) |
---|