Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1965747.1456 | 1886284.6039 | 79462.5417 | 42144910.003 | 32013013.7319 | 10131896.2711 |
Total P&L (%) | 1965.7471 | 1886.2846 | 79.4625 | 42144.91 | 32013.0137 | 10131.8963 |
Avg Daily Profit (%) | 1.042 | 0.9999 | 0.0421 | 0.321 | 0.3064 | 0.2456 |
Buy And Hold Return (%) | 6490.608 | 6490.608 | 6490.608 | 6490.608 | 6490.608 | 6490.608 |
Max Trade Drawdown | -135721 | -90371 | -71421 | -4991854 | -3734265 | -3326340 |
Profit Factor | 6.3746 | 12.6426 | 1.39 | 3.9082 | 6.9211 | 2.1152 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 56.4516 | 61.2903 | 51.6129 | 56.4516 | 61.2903 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.9176 | 7.9848 | 1.3032 | 3.0149 | 4.3712 | 1.983 |
Largest Winning Trade | 1111496 | 1111496 | 68267 | 6543552 | 5959466 | 6543552 |
Largest Losing Trade | -57815 | -57815 | -32914 | -3326340 | -2696193 | -3326340 |
Avg Bars in Trades | 178 | 180 | 176 | 178 | 180 | 176 |
Avg Bars in Winners | 249 | 252 | 246 | 249 | 252 | 246 |
Avg Bars in Losers | 85 | 65 | 101 | 85 | 65 | 101 |
Bars Traded | 11056 | 5582 | 5474 | 11056 | 5582 | 5474 |
Profit Streak | 53.7757 | 358.7757 | 0 | 53.7757 | 358.7757 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -300974 | -141104 | -301618 | -141372 | 679954 | 100942 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11319, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599854400000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760107024422, "expiration_time": 1764987408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 191, "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": [ [ 1965747.145604626, 1886284.6039263483, 79462.5416782779, 42144910.002977915, 32013013.731889095, 10131896.27108882 ], [ 1965.747146, 1886.284604, 79.462542, 42144.910003, 32013.013732, 10131.896271 ], [ 1.042007, 0.999886, 0.042122, 0.321005, 0.306424, 0.245628 ], [ 6490.607979, 6490.607979, 6490.607979, 6490.607979, 6490.607979, 6490.607979 ], [ -135721, -90371, -71421, -4991854, -3734265, -3326340 ], [ 6.374632, 12.642582, 1.39004, 3.908213, 6.921073, 2.115226 ], [ 62, 31, 31, 62, 31, 31 ], [ 35, 19, 16, 35, 19, 16 ], [ 27, 12, 15, 27, 12, 15 ], [ 56.451613, 61.290323, 51.612903, 56.451613, 61.290323, 51.612903 ], [ 4.917573, 7.984789, 1.303162, 3.014907, 4.371204, 1.983024 ], [ 1111496, 1111496, 68267, 6543552, 5959466, 6543552 ], [ -57815, -57815, -32914, -3326340, -2696193, -3326340 ], [ 178, 180, 176, 178, 180, 176 ], [ 249, 252, 246, 249, 252, 246 ], [ 85, 65, 101, 85, 65, 101 ], [ 11056, 5582, 5474, 11056, 5582, 5474 ], [ 53.775746, 358.775746, 0, 53.775746, 358.775746, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -300974, -141104, -301618, -141372, 679954, 100942 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11319, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599854400000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760107024422, "expiration_time": 1764987408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 191, "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) |
---|