Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953045.2855 | 884154.435 | 68890.8504 | 1305328.6051 | 1320222.5709 | -14893.9658 |
Total P&L (%) | 953.0453 | 884.1544 | 68.8909 | 1305.3286 | 1320.2226 | -14.894 |
Avg Daily Profit (%) | 0.5149 | 0.4777 | 0.0372 | 0.1429 | 0.1435 | -0.0087 |
Buy And Hold Return (%) | 72.2709 | 72.2709 | 72.2709 | 72.2709 | 72.2709 | 72.2709 |
Max Trade Drawdown | -98369 | -54921 | -56056 | -619455 | -307160 | -728824 |
Profit Factor | 2.73 | 4.2883 | 1.2443 | 1.4284 | 2.0028 | 0.9914 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 46.4646 | 40 | 53.0612 | 46.4646 | 40 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.1455 | 6.4325 | 1.1007 | 1.6458 | 3.0041 | 0.877 |
Largest Winning Trade | 713793 | 713793 | 55725 | 686006 | 686006 | 613806 |
Largest Losing Trade | -34949 | -19583 | -34949 | -532442 | -307160 | -532442 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 79 | 88 | 71 | 79 | 88 | 71 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 5406 | 2761 | 2645 | 5406 | 2761 | 2645 |
Profit Streak | 42.6182 | 42.6182 | 59.6182 | 42.6182 | 42.6182 | 59.6182 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569308 | -165708 | -308163 | -24 | -180707 | -579724 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760223012875, "expiration_time": 1764996192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 81, "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": [ [ 953045.2854681942, 884154.4350196561, 68890.8504485375, 1305328.6051111997, 1320222.5709364193, -14893.9658252195 ], [ 953.045285, 884.154435, 68.89085, 1305.328605, 1320.222571, -14.893966 ], [ 0.514881, 0.477663, 0.037218, 0.142882, 0.143452, -0.008712 ], [ 72.270912, 72.270912, 72.270912, 72.270912, 72.270912, 72.270912 ], [ -98369, -54921, -56056, -619455, -307160, -728824 ], [ 2.730042, 4.288322, 1.244291, 1.428409, 2.002765, 0.991392 ], [ 99, 50, 49, 99, 50, 49 ], [ 46, 20, 26, 46, 20, 26 ], [ 53, 30, 23, 53, 30, 23 ], [ 46.464646, 40, 53.061224, 46.464646, 40, 53.061224 ], [ 3.145484, 6.432484, 1.100719, 1.645775, 3.004147, 0.877001 ], [ 713793, 713793, 55725, 686006, 686006, 613806 ], [ -34949, -19583, -34949, -532442, -307160, -532442 ], [ 54, 55, 53, 54, 55, 53 ], [ 79, 88, 71, 79, 88, 71 ], [ 33, 33, 33, 33, 33, 33 ], [ 5406, 2761, 2645, 5406, 2761, 2645 ], [ 42.618204, 42.618204, 59.618204, 42.618205, 42.618205, 59.618205 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 569308, -165708, -308163, -24, -180707, -579724 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5553, "evaluation_days": 1851, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760223012875, "expiration_time": 1764996192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 81, "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) |
---|