Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2493039.5423 | 2435742.9729 | 57296.5694 | 24733139.7051 | 49317308.1708 | -24584168.4657 |
Total P&L (%) | 2493.0395 | 2435.743 | 57.2966 | 24733.1397 | 49317.3082 | -24584.1685 |
Avg Daily Profit (%) | 1.3341 | 1.3035 | 0.0307 | 0.2956 | 0.3325 | 0 |
Buy And Hold Return (%) | 6975.7381 | 6975.7381 | 6975.7381 | 6975.7381 | 6975.7381 | 6975.7381 |
Max Trade Drawdown | -72628 | -38316 | -90889 | -31378151 | -13611260 | -35748765 |
Profit Factor | 7.408 | 15.5856 | 1.258 | 1.3127 | 2.7578 | 0.5183 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 42.2535 | 48.5714 | 36.1111 | 42.2535 | 48.5714 | 36.1111 |
Ratio Avg Win / Avg Loss | 10.1243 | 16.5024 | 2.2257 | 1.7941 | 2.92 | 0.9169 |
Largest Winning Trade | 1791565 | 1791565 | 63849 | 39590029 | 39590029 | 9584617 |
Largest Losing Trade | -36650 | -31615 | -36650 | -17340120 | -7261170 | -17340120 |
Avg Bars in Trades | 148 | 154 | 142 | 148 | 154 | 142 |
Avg Bars in Winners | 220 | 241 | 193 | 220 | 241 | 193 |
Avg Bars in Losers | 95 | 71 | 113 | 95 | 71 | 113 |
Bars Traded | 10525 | 5392 | 5133 | 10525 | 5392 | 5133 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -237910 | -144211 | -322166 | -86789 | 499233 | -586181 |
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{ "first_band": { "type": "swma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "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": [ [ 2493039.542310689, 2435742.9729264323, 57296.5693842567, 24733139.705101546, 49317308.17077083, -24584168.46566929 ], [ 2493.039542, 2435.742973, 57.296569, 24733.139705, 49317.308171, -24584.168466 ], [ 1.334125, 1.303463, 0.030662, 0.295553, 0.332493, 0 ], [ 6975.738126, 6975.738126, 6975.738126, 6975.738126, 6975.738126, 6975.738126 ], [ -72628, -38316, -90889, -31378151, -13611260, -35748765 ], [ 7.408014, 15.585642, 1.25803, 1.312725, 2.757805, 0.518269 ], [ 71, 35, 36, 71, 35, 36 ], [ 30, 17, 13, 30, 17, 13 ], [ 41, 18, 23, 41, 18, 23 ], [ 42.253521, 48.571429, 36.111111, 42.253521, 48.571429, 36.111111 ], [ 10.124286, 16.502444, 2.225745, 1.794057, 2.920029, 0.916938 ], [ 1791565, 1791565, 63849, 39590029, 39590029, 9584617 ], [ -36650, -31615, -36650, -17340120, -7261170, -17340120 ], [ 148, 154, 142, 148, 154, 142 ], [ 220, 241, 193, 220, 241, 193 ], [ 95, 71, 113, 95, 71, 113 ], [ 10525, 5392, 5133, 10525, 5392, 5133 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -237910, -144211, -322166, -86789, 499233, -586181 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11212, "evaluation_days": 1868.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758699332383, "expiration_time": 1763400384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "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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