Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276333.4479 | 133526.7702 | 142806.6777 | 612890.267 | 497798.0267 | 115092.2403 |
Total P&L (%) | 276.3334 | 133.5268 | 142.8067 | 612.8903 | 497.798 | 115.0922 |
Avg Daily Profit (%) | 0.1495 | 0.0722 | 0.0773 | 0.1063 | 0.0968 | 0.0414 |
Buy And Hold Return (%) | 17.7784 | 17.7784 | 17.7784 | 17.7784 | 17.7784 | 17.7784 |
Max Trade Drawdown | -53332 | -66879 | -48244 | -525542 | -272321 | -651084 |
Profit Factor | 2.1161 | 2.1233 | 2.1094 | 1.3008 | 1.6646 | 1.0893 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 82.5243 | 80.7692 | 84.3137 | 82.5243 | 80.7692 | 84.3137 |
Ratio Avg Win / Avg Loss | 0.4481 | 0.5055 | 0.3925 | 0.2755 | 0.3963 | 0.2027 |
Largest Winning Trade | 40369 | 40369 | 29359 | 135671 | 135671 | 77965 |
Largest Losing Trade | -44343 | -43386 | -44343 | -509282 | -272321 | -509282 |
Avg Bars in Trades | 30 | 18 | 43 | 30 | 18 | 43 |
Avg Bars in Winners | 12 | 6 | 19 | 12 | 6 | 19 |
Avg Bars in Losers | 116 | 71 | 172 | 116 | 71 | 172 |
Bars Traded | 3184 | 980 | 2204 | 3184 | 980 | 2204 |
Profit Streak | 13.7234 | 153.2234 | 13.7234 | 13.7234 | 153.2234 | 13.7234 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502051 | -269664 | -263713 | -46032 | -237825 | -436994 |
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3697, "evaluation_days": 1848.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1610582400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759987304796, "expiration_time": 1764759312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 276333.4479095309, 133526.7702192174, 142806.6776903135, 612890.26699632, 497798.0267300957, 115092.2402662247 ], [ 276.333448, 133.52677, 142.806678, 612.890267, 497.798027, 115.09224 ], [ 0.149491, 0.072235, 0.077255, 0.106313, 0.096778, 0.041442 ], [ 17.778435, 17.778435, 17.778435, 17.778435, 17.778435, 17.778435 ], [ -53332, -66879, -48244, -525542, -272321, -651084 ], [ 2.116078, 2.123273, 2.109433, 1.300791, 1.66462, 1.089316 ], [ 103, 52, 51, 103, 52, 51 ], [ 85, 42, 43, 85, 42, 43 ], [ 18, 10, 8, 18, 10, 8 ], [ 82.524272, 80.769231, 84.313725, 82.524272, 80.769231, 84.313725 ], [ 0.448111, 0.505541, 0.392453, 0.275462, 0.396338, 0.202663 ], [ 40369, 40369, 29359, 135671, 135671, 77965 ], [ -44343, -43386, -44343, -509282, -272321, -509282 ], [ 30, 18, 43, 30, 18, 43 ], [ 12, 6, 19, 12, 6, 19 ], [ 116, 71, 172, 116, 71, 172 ], [ 3184, 980, 2204, 3184, 980, 2204 ], [ 13.723435, 153.223435, 13.723435, 13.723435, 153.223435, 13.723435 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502051, -269664, -263713, -46032, -237825, -436994 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3697, "evaluation_days": 1848.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1610582400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759987304796, "expiration_time": 1764759312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 3 } } }
# | 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) |
---|