Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039928.083 | 906456.8519 | 133471.2311 | 4169190.974 | 3072763.0136 | 1096427.9604 |
Total P&L (%) | 1039.9281 | 906.4569 | 133.4712 | 4169.191 | 3072.763 | 1096.428 |
Avg Daily Profit (%) | 0.563 | 0.4908 | 0.0723 | 0.2035 | 0.1874 | 0.1345 |
Buy And Hold Return (%) | 295.7374 | 295.7374 | 295.7374 | 295.7374 | 295.7374 | 295.7374 |
Max Trade Drawdown | -74228 | -75356 | -43496 | -1598856 | -1833671 | -1017139 |
Profit Factor | 3.8701 | 5.2665 | 1.8906 | 1.5495 | 1.68 | 1.3573 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 42.5 | 46.1538 | 44.3038 | 42.5 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.8653 | 7.1253 | 2.2057 | 1.9479 | 2.2729 | 1.5836 |
Largest Winning Trade | 768946 | 768946 | 41373 | 1894484 | 1894484 | 1062688 |
Largest Losing Trade | -26116 | -20997 | -26116 | -797864 | -797864 | -598143 |
Avg Bars in Trades | 89 | 83 | 95 | 89 | 83 | 95 |
Avg Bars in Winners | 156 | 153 | 160 | 156 | 153 | 160 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 7071 | 3331 | 3741 | 7071 | 3331 | 3741 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18037 | 452576 | -260118 | -22705 | 296055 | -15513 |
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7388, "evaluation_days": 1847, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604491200000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759877774366, "expiration_time": 1764647424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 195, "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": [ [ 1039928.0830421154, 906456.8519185968, 133471.231123519, 4169190.9740070812, 3072763.0136437113, 1096427.9603633687 ], [ 1039.928083, 906.456852, 133.471231, 4169.190974, 3072.763014, 1096.42796 ], [ 0.563036, 0.490773, 0.072264, 0.203456, 0.187354, 0.134466 ], [ 295.737356, 295.737356, 295.737356, 295.737356, 295.737356, 295.737356 ], [ -74228, -75356, -43496, -1598856, -1833671, -1017139 ], [ 3.870111, 5.266489, 1.890576, 1.549484, 1.679955, 1.35733 ], [ 79, 40, 39, 79, 40, 39 ], [ 35, 17, 18, 35, 17, 18 ], [ 44, 23, 21, 44, 23, 21 ], [ 44.303797, 42.5, 46.153846, 44.303797, 42.5, 46.153846 ], [ 4.865282, 7.12525, 2.205672, 1.947923, 2.27288, 1.583551 ], [ 768946, 768946, 41373, 1894484, 1894484, 1062688 ], [ -26116, -20997, -26116, -797864, -797864, -598143 ], [ 89, 83, 95, 89, 83, 95 ], [ 156, 153, 160, 156, 153, 160 ], [ 35, 31, 40, 35, 31, 40 ], [ 7071, 3331, 3741, 7071, 3331, 3741 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18037, 452576, -260118, -22705, 296055, -15513 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7388, "evaluation_days": 1847, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604491200000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759877774366, "expiration_time": 1764647424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 195, "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) |
---|