Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718257.146 | 689846.7364 | 28410.4095 | 434706.2404 | 526828.3816 | -92122.1413 |
Total P&L (%) | 718.2571 | 689.8467 | 28.4104 | 434.7062 | 526.8284 | -92.1221 |
Avg Daily Profit (%) | 0.3903 | 0.3748 | 0.0154 | 0.0911 | 0.0998 | -0.138 |
Buy And Hold Return (%) | 162.7083 | 162.7083 | 162.7083 | 162.7083 | 162.7083 | 162.7083 |
Max Trade Drawdown | -122746 | -123858 | -111091 | -556100 | -428126 | -277878 |
Profit Factor | 2.3227 | 3.8561 | 1.0942 | 1.3275 | 1.8001 | 0.8623 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 55.8442 | 58.9744 | 52.6316 | 55.8442 | 58.9744 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.8365 | 2.6825 | 0.9848 | 1.0497 | 1.2523 | 0.776 |
Largest Winning Trade | 578329 | 578329 | 64465 | 530375 | 530375 | 122710 |
Largest Losing Trade | -45472 | -45472 | -32728 | -270027 | -270027 | -131515 |
Avg Bars in Trades | 68 | 59 | 76 | 68 | 59 | 76 |
Avg Bars in Winners | 62 | 46 | 81 | 62 | 46 | 81 |
Avg Bars in Losers | 74 | 77 | 71 | 74 | 77 | 71 |
Bars Traded | 5244 | 2323 | 2921 | 5244 | 2323 | 2921 |
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 | -33009 | 563872 | -456187 | -119676 | -58752 | -580423 |
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5521, "evaluation_days": 1840.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604995200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759284446163, "expiration_time": 1764046944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 44, "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": [ [ 718257.1459573092, 689846.7364396624, 28410.4095176468, 434706.2403548381, 526828.3816077677, -92122.1412529299 ], [ 718.257146, 689.846736, 28.41041, 434.70624, 526.828382, -92.122141 ], [ 0.390287, 0.374849, 0.015438, 0.091142, 0.099787, -0.137984 ], [ 162.708333, 162.708333, 162.708333, 162.708333, 162.708333, 162.708333 ], [ -122746, -123858, -111091, -556100, -428126, -277878 ], [ 2.322663, 3.856085, 1.094229, 1.327523, 1.800142, 0.862265 ], [ 77, 39, 38, 77, 39, 38 ], [ 43, 23, 20, 43, 23, 20 ], [ 34, 16, 18, 34, 16, 18 ], [ 55.844156, 58.974359, 52.631579, 55.844156, 58.974359, 52.631579 ], [ 1.836524, 2.682494, 0.984806, 1.049669, 1.252272, 0.776038 ], [ 578329, 578329, 64465, 530375, 530375, 122710 ], [ -45472, -45472, -32728, -270027, -270027, -131515 ], [ 68, 59, 76, 68, 59, 76 ], [ 62, 46, 81, 62, 46, 81 ], [ 74, 77, 71, 74, 77, 71 ], [ 5244, 2323, 2921, 5244, 2323, 2921 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -33009, 563872, -456187, -119676, -58752, -580423 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5521, "evaluation_days": 1840.33, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1604995200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759284446163, "expiration_time": 1764046944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 44, "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) |
---|