Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802757.8579 | 683636.3497 | 119121.5082 | 2105199.3788 | 1161775.7374 | 943423.6415 |
Total P&L (%) | 802.7579 | 683.6364 | 119.1215 | 2105.1994 | 1161.7757 | 943.4236 |
Avg Daily Profit (%) | 0.4345 | 0.37 | 0.0645 | 0.1676 | 0.1373 | 0.127 |
Buy And Hold Return (%) | 119.9943 | 119.9943 | 119.9943 | 119.9943 | 119.9943 | 119.9943 |
Max Trade Drawdown | -92110 | -65965 | -50664 | -439121 | -284909 | -241981 |
Profit Factor | 2.9365 | 4.0285 | 1.6309 | 2.1175 | 2.0733 | 2.1771 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 50.8475 | 48.2759 | 53.3333 | 50.8475 | 48.2759 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.8386 | 4.3162 | 1.427 | 2.0469 | 2.2214 | 1.905 |
Largest Winning Trade | 492681 | 492681 | 38783 | 569565 | 569565 | 426162 |
Largest Losing Trade | -45366 | -45366 | -41670 | -206068 | -204732 | -206068 |
Avg Bars in Trades | 59 | 74 | 44 | 59 | 74 | 44 |
Avg Bars in Winners | 84 | 117 | 56 | 84 | 117 | 56 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 3507 | 2159 | 1348 | 3507 | 2159 | 1348 |
Profit Streak | 214.7747 | 214.7747 | 219.7747 | 214.7747 | 214.7747 | 219.7747 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162588 | 560558 | -269278 | -166244 | -5499 | -17536 |
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3695, "evaluation_days": 1847.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1607083200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759905336701, "expiration_time": 1764670320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "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": [ [ 802757.8579482106, 683636.3497042018, 119121.508244009, 2105199.378838402, 1161775.737387896, 943423.6414505059 ], [ 802.757858, 683.63635, 119.121508, 2105.199379, 1161.775737, 943.423641 ], [ 0.43451, 0.370033, 0.064477, 0.167577, 0.137312, 0.127014 ], [ 119.994312, 119.994312, 119.994312, 119.994312, 119.994312, 119.994312 ], [ -92110, -65965, -50664, -439121, -284909, -241981 ], [ 2.936459, 4.028493, 1.630892, 2.117496, 2.073328, 2.177147 ], [ 59, 29, 30, 59, 29, 30 ], [ 30, 14, 16, 30, 14, 16 ], [ 29, 15, 14, 29, 15, 14 ], [ 50.847458, 48.275862, 53.333333, 50.847458, 48.275862, 53.333333 ], [ 2.838577, 4.316242, 1.42703, 2.046912, 2.221423, 1.905003 ], [ 492681, 492681, 38783, 569565, 569565, 426162 ], [ -45366, -45366, -41670, -206068, -204732, -206068 ], [ 59, 74, 44, 59, 74, 44 ], [ 84, 117, 56, 84, 117, 56 ], [ 33, 34, 31, 33, 34, 31 ], [ 3507, 2159, 1348, 3507, 2159, 1348 ], [ 214.77473, 214.77473, 219.77473, 214.77473, 214.77473, 219.77473 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162588, 560558, -269278, -166244, -5499, -17536 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3695, "evaluation_days": 1847.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1607083200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759905336701, "expiration_time": 1764670320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "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) |
---|