Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793721.8752 | 713580.8695 | 80141.0057 | 1318643.1699 | 1245383.3907 | 73259.7792 |
Total P&L (%) | 793.7219 | 713.5809 | 80.141 | 1318.6432 | 1245.3834 | 73.2598 |
Avg Daily Profit (%) | 0.4293 | 0.386 | 0.0433 | 0.1436 | 0.1407 | 0.0297 |
Buy And Hold Return (%) | 157.5411 | 157.5411 | 157.5411 | 157.5411 | 157.5411 | 157.5411 |
Max Trade Drawdown | -123309 | -63411 | -105644 | -588710 | -265415 | -588710 |
Profit Factor | 2.4001 | 4.9127 | 1.2084 | 1.5211 | 2.7201 | 1.0406 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 59.4937 | 52.5 | 66.6667 | 59.4937 | 52.5 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6341 | 4.4448 | 0.6042 | 1.0356 | 2.461 | 0.5203 |
Largest Winning Trade | 400716 | 400716 | 57897 | 356475 | 356475 | 243272 |
Largest Losing Trade | -66139 | -29676 | -66139 | -588710 | -164273 | -588710 |
Avg Bars in Trades | 90 | 87 | 94 | 90 | 87 | 94 |
Avg Bars in Winners | 101 | 106 | 97 | 101 | 106 | 97 |
Avg Bars in Losers | 75 | 66 | 88 | 75 | 66 | 88 |
Bars Traded | 7161 | 3494 | 3667 | 7161 | 3494 | 3667 |
Profit Streak | 33.8017 | 33.8017 | 82.8017 | 33.8017 | 33.8017 | 82.8017 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15512 | 594012 | -299784 | -28307 | 46339 | -493380 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7395, "evaluation_days": 1848.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602957600000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760015670680, "expiration_time": 1764803160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 4.61685 } }, "second_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } } }
{ "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": [ [ 793721.8752090873, 713580.8695077451, 80141.0057013422, 1318643.1698662573, 1245383.3906849455, 73259.7791813117 ], [ 793.721875, 713.58087, 80.141006, 1318.64317, 1245.383391, 73.259779 ], [ 0.429329, 0.38598, 0.043349, 0.143567, 0.140695, 0.029734 ], [ 157.541059, 157.541059, 157.541059, 157.541059, 157.541059, 157.541059 ], [ -123309, -63411, -105644, -588710, -265415, -588710 ], [ 2.400114, 4.912706, 1.208417, 1.521096, 2.720064, 1.040554 ], [ 79, 40, 39, 79, 40, 39 ], [ 47, 21, 26, 47, 21, 26 ], [ 32, 19, 13, 32, 19, 13 ], [ 59.493671, 52.5, 66.666667, 59.493671, 52.5, 66.666667 ], [ 1.63412, 4.444829, 0.604208, 1.035639, 2.46101, 0.520277 ], [ 400716, 400716, 57897, 356475, 356475, 243272 ], [ -66139, -29676, -66139, -588710, -164273, -588710 ], [ 90, 87, 94, 90, 87, 94 ], [ 101, 106, 97, 101, 106, 97 ], [ 75, 66, 88, 75, 66, 88 ], [ 7161, 3494, 3667, 7161, 3494, 3667 ], [ 33.801744, 33.801744, 82.801744, 33.801744, 33.801744, 82.801744 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -15512, 594012, -299784, -28307, 46339, -493380 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7395, "evaluation_days": 1848.75, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602957600000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760015670680, "expiration_time": 1764803160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 4.61685 } }, "second_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } } }
# | 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) |
---|