Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2687656.3362 | 2661404.5056 | 26251.8306 | 21365028.0698 | 25720937.652 | -4355909.5821 |
Total P&L (%) | 2687.6563 | 2661.4045 | 26.2518 | 21365.0281 | 25720.9377 | -4355.9096 |
Avg Daily Profit (%) | 1.4372 | 1.4232 | 0.014 | 0.2875 | 0.2974 | 0 |
Buy And Hold Return (%) | 7693.076 | 7693.076 | 7693.076 | 7693.076 | 7693.076 | 7693.076 |
Max Trade Drawdown | -100025 | -58870 | -85111 | -8585426 | -3703780 | -7512921 |
Profit Factor | 6.9945 | 14.1106 | 1.107 | 1.6695 | 3.2457 | 0.7871 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 42.4242 | 48.4848 | 36.3636 | 42.4242 | 48.4848 | 36.3636 |
Ratio Avg Win / Avg Loss | 9.4926 | 14.9925 | 1.9372 | 2.2658 | 3.4486 | 1.3774 |
Largest Winning Trade | 1950678 | 1950678 | 62319 | 9571463 | 9571463 | 5766161 |
Largest Losing Trade | -36848 | -36848 | -31873 | -7379601 | -2411541 | -7379601 |
Avg Bars in Trades | 105 | 108 | 102 | 105 | 108 | 102 |
Avg Bars in Winners | 179 | 181 | 175 | 179 | 181 | 175 |
Avg Bars in Losers | 51 | 40 | 60 | 51 | 40 | 60 |
Bars Traded | 6955 | 3587 | 3368 | 6955 | 3587 | 3368 |
Profit Streak | 0 | 231.8296 | 0 | 0 | 231.8296 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -275254 | -143183 | -446915 | -123084 | 454606 | -584439 |
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{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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": [ [ 2687656.3361513275, 2661404.505589956, 26251.8305613708, 21365028.069840033, 25720937.651974514, -4355909.582134483 ], [ 2687.656336, 2661.404506, 26.251831, 21365.02807, 25720.937652, -4355.909582 ], [ 1.437249, 1.423211, 0.014038, 0.287525, 0.297435, 0 ], [ 7693.076034, 7693.076034, 7693.076034, 7693.076034, 7693.076034, 7693.076034 ], [ -100025, -58870, -85111, -8585426, -3703780, -7512921 ], [ 6.994543, 14.110565, 1.106996, 1.669533, 3.24574, 0.787071 ], [ 66, 33, 33, 66, 33, 33 ], [ 28, 16, 12, 28, 16, 12 ], [ 38, 17, 21, 38, 17, 21 ], [ 42.424242, 48.484848, 36.363636, 42.424242, 48.484848, 36.363636 ], [ 9.492595, 14.992475, 1.937243, 2.265795, 3.448598, 1.377375 ], [ 1950678, 1950678, 62319, 9571463, 9571463, 5766161 ], [ -36848, -36848, -31873, -7379601, -2411541, -7379601 ], [ 105, 108, 102, 105, 108, 102 ], [ 179, 181, 175, 179, 181, 175 ], [ 51, 40, 60, 51, 40, 60 ], [ 6955, 3587, 3368, 6955, 3587, 3368 ], [ 0, 231.829593, 0, 0, 231.829594, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -275254, -143183, -446915, -123084, 454606, -584439 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7480, "evaluation_days": 1870, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600711200000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758678876881, "expiration_time": 1763519040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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) |
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