Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1734267.5088 | 1671324.234 | 62943.2748 | 49350592.9814 | 96095642.6018 | -46745049.6204 |
Total P&L (%) | 1734.2675 | 1671.3242 | 62.9433 | 49350.593 | 96095.6426 | -46745.0496 |
Avg Daily Profit (%) | 0.9224 | 0.8889 | 0.0335 | 0.3305 | 0.366 | 0 |
Buy And Hold Return (%) | 6673.9929 | 6673.9929 | 6673.9929 | 6673.9929 | 6673.9929 | 6673.9929 |
Max Trade Drawdown | -72675 | -64731 | -61368 | -43905910 | -10215561 | -58172064 |
Profit Factor | 6.0003 | 13.4989 | 1.2953 | 1.3673 | 3.53 | 0.515 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 57.377 | 61.2903 | 53.3333 | 57.377 | 61.2903 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.4573 | 8.5256 | 1.1334 | 1.0157 | 2.2295 | 0.4506 |
Largest Winning Trade | 824759 | 824759 | 66166 | 48649922 | 48649922 | 21423252 |
Largest Losing Trade | -54964 | -54964 | -35603 | -24769949 | -10215561 | -24769949 |
Avg Bars in Trades | 116 | 119 | 113 | 116 | 119 | 113 |
Avg Bars in Winners | 154 | 165 | 140 | 154 | 165 | 140 |
Avg Bars in Losers | 66 | 46 | 82 | 66 | 46 | 82 |
Bars Traded | 7123 | 3715 | 3408 | 7123 | 3715 | 3408 |
Profit Streak | 38.4497 | 45.9497 | 0 | 38.4497 | 45.9497 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308474 | -142025 | -313509 | -154849 | 653552 | -580393 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7521, "evaluation_days": 1880.25, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600063200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759574849958, "expiration_time": 1764431208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 45 } }, "second_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 3.28498 } } }
{ "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": [ [ 1734267.5088013762, 1671324.2339815588, 62943.2748198173, 49350592.98141272, 96095642.60182299, -46745049.620410256 ], [ 1734.267509, 1671.324234, 62.943275, 49350.592981, 96095.642602, -46745.04962 ], [ 0.92236, 0.888884, 0.033476, 0.330478, 0.36599, 0 ], [ 6673.992891, 6673.992891, 6673.992891, 6673.992891, 6673.992891, 6673.992891 ], [ -72675, -64731, -61368, -43905910, -10215561, -58172064 ], [ 6.000263, 13.498918, 1.295345, 1.367276, 3.530029, 0.515028 ], [ 61, 31, 30, 61, 31, 30 ], [ 35, 19, 16, 35, 19, 16 ], [ 26, 12, 14, 26, 12, 14 ], [ 57.377049, 61.290323, 53.333333, 57.377049, 61.290323, 53.333333 ], [ 4.457338, 8.525632, 1.133427, 1.015691, 2.229492, 0.450649 ], [ 824759, 824759, 66166, 48649922, 48649922, 21423252 ], [ -54964, -54964, -35603, -24769949, -10215561, -24769949 ], [ 116, 119, 113, 116, 119, 113 ], [ 154, 165, 140, 154, 165, 140 ], [ 66, 46, 82, 66, 46, 82 ], [ 7123, 3715, 3408, 7123, 3715, 3408 ], [ 38.449652, 45.949652, 0, 38.449652, 45.949652, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -308474, -142025, -313509, -154849, 653552, -580393 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7521, "evaluation_days": 1880.25, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600063200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759574849958, "expiration_time": 1764431208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 92, "offset": 45 } }, "second_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 3.28498 } } }
# | 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) |
---|