Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872548.2765 | 840800.0932 | 31748.1833 | 13943860.541 | 19666891.7392 | -5723031.1982 |
Total P&L (%) | 872.5483 | 840.8001 | 31.7482 | 13943.8605 | 19666.8917 | -5723.0312 |
Avg Daily Profit (%) | 0.4671 | 0.4501 | 0.017 | 0.265 | 0.2834 | 0 |
Buy And Hold Return (%) | 6147.8393 | 6147.8393 | 6147.8393 | 6147.8393 | 6147.8393 | 6147.8393 |
Max Trade Drawdown | -130890 | -80605 | -159454 | -11615987 | -5729421 | -10181405 |
Profit Factor | 1.6225 | 2.3064 | 1.0419 | 1.2004 | 1.6141 | 0.8476 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 213 | 112 | 101 | 213 | 112 | 101 |
Losing Trades | 246 | 118 | 128 | 246 | 118 | 128 |
Profitability (%) | 46.4052 | 48.6957 | 44.1048 | 46.4052 | 48.6957 | 44.1048 |
Ratio Avg Win / Avg Loss | 1.8739 | 2.43 | 1.3204 | 1.3864 | 1.7006 | 1.0742 |
Largest Winning Trade | 128683 | 128683 | 40735 | 5023120 | 3928457 | 5023120 |
Largest Losing Trade | -27340 | -27214 | -27340 | -4159082 | -2134074 | -4159082 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 63 | 63 | 64 | 63 | 63 | 64 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 22255 | 11411 | 10844 | 22255 | 11411 | 10844 |
Profit Streak | 0 | 0 | 14.445 | 0 | 0 | 14.445 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151384 | -151070 | -511436 | 142852 | 324457 | -580169 |
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 226, "offset": 0, "std": 1.90882 } } }
{ "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": [ [ 872548.2765172843, 840800.0932394987, 31748.1832777853, 13943860.541028257, 19666891.739243194, -5723031.198214939 ], [ 872.548277, 840.800093, 31.748183, 13943.860541, 19666.891739, -5723.031198 ], [ 0.467083, 0.450088, 0.016995, 0.265049, 0.283397, 0 ], [ 6147.83927, 6147.83927, 6147.83927, 6147.83927, 6147.83927, 6147.83927 ], [ -130890, -80605, -159454, -11615987, -5729421, -10181405 ], [ 1.622541, 2.306427, 1.041884, 1.200392, 1.614117, 0.847622 ], [ 459, 230, 229, 459, 230, 229 ], [ 213, 112, 101, 213, 112, 101 ], [ 246, 118, 128, 246, 118, 128 ], [ 46.405229, 48.695652, 44.104803, 46.405229, 48.695652, 44.104803 ], [ 1.873921, 2.429986, 1.320407, 1.386368, 1.700588, 1.074214 ], [ 128683, 128683, 40735, 5023120, 3928457, 5023120 ], [ -27340, -27214, -27340, -4159082, -2134074, -4159082 ], [ 48, 49, 47, 48, 49, 47 ], [ 63, 63, 64, 63, 63, 64 ], [ 35, 36, 33, 35, 36, 33 ], [ 22255, 11411, 10844, 22255, 11411, 10844 ], [ 0, 0, 14.445033, 0, 0, 14.445033 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151384, -151070, -511436, 142852, 324457, -580169 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22417, "evaluation_days": 1868.08, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597773600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758595250831, "expiration_time": 1764374486400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 226, "offset": 0, "std": 1.90882 } } }
# | 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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