Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784093.3768 | 737457.9766 | 46635.4002 | 738658.4894 | 618467.6061 | 120190.8833 |
Total P&L (%) | 784.0934 | 737.458 | 46.6354 | 738.6585 | 618.4676 | 120.1909 |
Avg Daily Profit (%) | 0.4242 | 0.3989 | 0.0252 | 0.1151 | 0.1067 | 0.0427 |
Buy And Hold Return (%) | 168.63 | 168.63 | 168.63 | 168.63 | 168.63 | 168.63 |
Max Trade Drawdown | -56278 | -55753 | -50526 | -565931 | -314133 | -301554 |
Profit Factor | 2.8385 | 4.5906 | 1.2109 | 1.3657 | 1.6442 | 1.1134 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 45.1613 | 40 | 42.623 | 45.1613 | 40 |
Ratio Avg Win / Avg Loss | 3.8211 | 5.5743 | 1.8164 | 1.8384 | 1.9965 | 1.6701 |
Largest Winning Trade | 639310 | 639310 | 51695 | 407750 | 354877 | 407750 |
Largest Losing Trade | -31751 | -29249 | -31751 | -248882 | -191567 | -248882 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 103 | 98 | 108 | 103 | 98 | 108 |
Avg Bars in Losers | 23 | 24 | 21 | 23 | 24 | 21 |
Bars Traded | 3492 | 1798 | 1694 | 3492 | 1798 | 1694 |
Profit Streak | 102.2234 | 155.7234 | 0 | 102.2234 | 155.7234 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154858 | 517859 | -328231 | -207779 | -50437 | -400257 |
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{ "first_band": { "type": "t3", "factors": { "length": 57, "offset": 0, "a": 0.60095 } }, "second_band": { "type": "bbm", "factors": { "length": 247, "offset": 0, "std": 3.41628 } } }
{ "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": [ [ 784093.376774356, 737457.9765500452, 46635.4002243109, 738658.4893547131, 618467.6060987356, 120190.8832559773 ], [ 784.093377, 737.457977, 46.6354, 738.658489, 618.467606, 120.190883 ], [ 0.424178, 0.398949, 0.025229, 0.115113, 0.106735, 0.04271 ], [ 168.630031, 168.630031, 168.630031, 168.630031, 168.630031, 168.630031 ], [ -56278, -55753, -50526, -565931, -314133, -301554 ], [ 2.838531, 4.590561, 1.210934, 1.365674, 1.644204, 1.113393 ], [ 61, 31, 30, 61, 31, 30 ], [ 26, 14, 12, 26, 14, 12 ], [ 35, 17, 18, 35, 17, 18 ], [ 42.622951, 45.16129, 40, 42.622951, 45.16129, 40 ], [ 3.821099, 5.574253, 1.816401, 1.838407, 1.996533, 1.67009 ], [ 639310, 639310, 51695, 407750, 354877, 407750 ], [ -31751, -29249, -31751, -248882, -191567, -248882 ], [ 57, 58, 56, 57, 58, 56 ], [ 103, 98, 108, 103, 98, 108 ], [ 23, 24, 21, 23, 24, 21 ], [ 3492, 1798, 1694, 3492, 1798, 1694 ], [ 102.22341, 155.72341, 0, 102.22341, 155.72341, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154858, 517859, -328231, -207779, -50437, -400257 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3697, "evaluation_days": 1848.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1602720000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759987302637, "expiration_time": 1764759312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 57, "offset": 0, "a": 0.60095 } }, "second_band": { "type": "bbm", "factors": { "length": 247, "offset": 0, "std": 3.41628 } } }
# | 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) |
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