Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665424.0594 | 599776.6158 | 65647.4436 | 553846.0163 | 465816.8738 | 88029.1426 |
Total P&L (%) | 665.4241 | 599.7766 | 65.6474 | 553.846 | 465.8169 | 88.0291 |
Avg Daily Profit (%) | 0.3601 | 0.3246 | 0.0355 | 0.1017 | 0.0938 | 0.0342 |
Buy And Hold Return (%) | 203.648 | 203.648 | 203.648 | 203.648 | 203.648 | 203.648 |
Max Trade Drawdown | -81407 | -62609 | -50240 | -238904 | -83318 | -232993 |
Profit Factor | 2.6327 | 4.7285 | 1.2661 | 1.5418 | 2.2833 | 1.1335 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 60 | 63.1579 | 56.7568 | 60 | 63.1579 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.7551 | 2.7583 | 0.9646 | 1.0279 | 1.3319 | 0.8637 |
Largest Winning Trade | 449857 | 449857 | 45978 | 190950 | 120396 | 190950 |
Largest Losing Trade | -81407 | -38951 | -81407 | -148196 | -83318 | -148196 |
Avg Bars in Trades | 69 | 64 | 75 | 69 | 64 | 75 |
Avg Bars in Winners | 78 | 68 | 90 | 78 | 68 | 90 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 5238 | 2441 | 2797 | 5238 | 2441 | 2797 |
Profit Streak | 91.4887 | 105.4887 | 0 | 91.4887 | 105.4887 | 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 | -47590 | 569458 | -312127 | -117787 | -67162 | -387434 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759952625840, "expiration_time": 1764729216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 1.64581 } } }
{ "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": [ [ 665424.0594073827, 599776.6157814048, 65647.4436259783, 553846.0163487069, 465816.8737951884, 88029.1425535185 ], [ 665.424059, 599.776616, 65.647444, 553.846016, 465.816874, 88.029143 ], [ 0.360078, 0.324554, 0.035524, 0.101659, 0.093826, 0.034174 ], [ 203.647988, 203.647988, 203.647988, 203.647988, 203.647988, 203.647988 ], [ -81407, -62609, -50240, -238904, -83318, -232993 ], [ 2.632686, 4.728533, 1.266099, 1.54183, 2.283254, 1.133543 ], [ 75, 38, 37, 75, 38, 37 ], [ 45, 24, 21, 45, 24, 21 ], [ 30, 14, 16, 30, 14, 16 ], [ 60, 63.157895, 56.756757, 60, 63.157895, 56.756757 ], [ 1.755124, 2.758311, 0.964647, 1.027886, 1.331898, 0.863652 ], [ 449857, 449857, 45978, 190950, 120396, 190950 ], [ -81407, -38951, -81407, -148196, -83318, -148196 ], [ 69, 64, 75, 69, 64, 75 ], [ 78, 68, 90, 78, 68, 90 ], [ 56, 56, 56, 56, 56, 56 ], [ 5238, 2441, 2797, 5238, 2441, 2797 ], [ 91.488725, 105.488725, 0, 91.488725, 105.488725, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47590, 569458, -312127, -117787, -67162, -387434 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759952625840, "expiration_time": 1764729216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 1.64581 } } }
# | 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) |
---|