Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1623925.5447 | 63999.3659 | -1687924.9105 | -2822773.5215 | -26591290.8183 | 23768517.2968 |
Total P&L (%) | -1623.9255 | 63.9994 | -1687.9249 | -2822.7735 | -26591.2908 | 23768.5173 |
Avg Daily Profit (%) | -0.8682 | 0.0342 | -0.9024 | 0 | 0 | 0.2931 |
Buy And Hold Return (%) | 10114.6006 | 10114.6006 | 10114.6006 | 10114.6006 | 10114.6006 | 10114.6006 |
Max Trade Drawdown | -1767015 | -150219 | -1740528 | -30166678 | -27211123 | -8513671 |
Profit Factor | 0.2332 | 1.2876 | 0.1095 | 0.9402 | 0.1734 | 2.5783 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 63 | 31 | 32 | 36 | 15 | 21 |
Losing Trades | 17 | 9 | 8 | 44 | 25 | 19 |
Profitability (%) | 78.75 | 77.5 | 80 | 45 | 37.5 | 52.5 |
Ratio Avg Win / Avg Loss | 0.0629 | 0.3738 | 0.0274 | 1.1492 | 0.289 | 2.3328 |
Largest Winning Trade | 37927 | 37927 | 16877 | 28674947 | 1198561 | 28674947 |
Largest Losing Trade | -1032625 | -58515 | -1032625 | -11696512 | -11696512 | -6766275 |
Avg Bars in Trades | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Winners | 16 | 21 | 12 | 37 | 33 | 40 |
Avg Bars in Losers | 136 | 109 | 166 | 46 | 45 | 46 |
Bars Traded | 3384 | 1639 | 1745 | 3384 | 1639 | 1745 |
Profit Streak | 110.9952 | 158.4952 | 110.9952 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599197 | -310064 | -576298 | -604833 | -585610 | 343666 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3741, "evaluation_days": 1870.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758714786333, "expiration_time": 1763520336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 139, "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": [ [ -1623925.5446632437, 63999.3658620598, -1687924.910525303, -2822773.521490828, -26591290.818282824, 23768517.29679199 ], [ -1623.925545, 63.999366, -1687.924911, -2822.773521, -26591.290818, 23768.517297 ], [ -0.868177, 0.034215, -0.902392, 0, 0, 0.293139 ], [ 10114.600591, 10114.600591, 10114.600591, 10114.600591, 10114.600591, 10114.600591 ], [ -1767015, -150219, -1740528, -30166678, -27211123, -8513671 ], [ 0.233248, 1.287618, 0.109468, 0.94023, 0.173372, 2.578336 ], [ 80, 40, 40, 80, 40, 40 ], [ 63, 31, 32, 36, 15, 21 ], [ 17, 9, 8, 44, 25, 19 ], [ 78.75, 77.5, 80, 45, 37.5, 52.5 ], [ 0.06294, 0.373825, 0.027367, 1.149171, 0.288953, 2.33278 ], [ 37927, 37927, 16877, 28674947, 1198561, 28674947 ], [ -1032625, -58515, -1032625, -11696512, -11696512, -6766275 ], [ 42, 40, 43, 42, 40, 43 ], [ 16, 21, 12, 37, 33, 40 ], [ 136, 109, 166, 46, 45, 46 ], [ 3384, 1639, 1745, 3384, 1639, 1745 ], [ 110.995212, 158.495212, 110.995212, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -599197, -310064, -576298, -604833, -585610, 343666 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3741, "evaluation_days": 1870.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758714786333, "expiration_time": 1763520336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 139, "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) |
---|