Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078822.5872 | 1036654.0107 | 42168.5766 | 15128543.8697 | 25588274.3739 | -10459730.5042 |
Total P&L (%) | 1078.8226 | 1036.654 | 42.1686 | 15128.5439 | 25588.2744 | -10459.7305 |
Avg Daily Profit (%) | 0.5811 | 0.5584 | 0.0227 | 0.2711 | 0.2993 | 0 |
Buy And Hold Return (%) | 5471.6418 | 5471.6418 | 5471.6418 | 5471.6418 | 5471.6418 | 5471.6418 |
Max Trade Drawdown | -98265 | -111851 | -78969 | -10687476 | -5544023 | -14453746 |
Profit Factor | 2.2429 | 3.3059 | 1.1008 | 1.2194 | 1.7178 | 0.6859 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Losing Trades | 138 | 65 | 73 | 138 | 65 | 73 |
Profitability (%) | 41.7722 | 44.9153 | 38.6555 | 41.7722 | 44.9153 | 38.6555 |
Ratio Avg Win / Avg Loss | 3.1265 | 4.0544 | 1.7469 | 1.6998 | 2.1068 | 1.0885 |
Largest Winning Trade | 362611 | 362611 | 46975 | 8294470 | 8294470 | 2966558 |
Largest Losing Trade | -31692 | -31692 | -24611 | -3195964 | -3195964 | -2105302 |
Avg Bars in Trades | 92 | 96 | 88 | 92 | 96 | 88 |
Avg Bars in Winners | 147 | 148 | 145 | 147 | 148 | 145 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 21906 | 11407 | 10499 | 21906 | 11407 | 10499 |
Profit Streak | 19.2241 | 40.4741 | 19.2241 | 19.2241 | 40.4741 | 19.2241 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151107 | -149586 | -440949 | 184806 | 334479 | -583202 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22277, "evaluation_days": 1856.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598659200000, "last_datapoint_time": 1757556000000, "evaluation_time": 1757560960013, "expiration_time": 1763330198400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "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": [ [ 1078822.5872448906, 1036654.0106759039, 42168.5765689863, 15128543.869658675, 25588274.373875216, -10459730.50421654 ], [ 1078.822587, 1036.654011, 42.168577, 15128.54387, 25588.274374, -10459.730504 ], [ 0.581131, 0.558416, 0.022715, 0.27109, 0.299335, 0 ], [ 5471.641791, 5471.641791, 5471.641791, 5471.641791, 5471.641791, 5471.641791 ], [ -98265, -111851, -78969, -10687476, -5544023, -14453746 ], [ 2.24289, 3.305931, 1.100777, 1.219429, 1.717845, 0.685884 ], [ 237, 118, 119, 237, 118, 119 ], [ 99, 53, 46, 99, 53, 46 ], [ 138, 65, 73, 138, 65, 73 ], [ 41.772152, 44.915254, 38.655462, 41.772152, 44.915254, 38.655462 ], [ 3.126453, 4.054443, 1.746885, 1.699811, 2.106791, 1.088468 ], [ 362611, 362611, 46975, 8294470, 8294470, 2966558 ], [ -31692, -31692, -24611, -3195964, -3195964, -2105302 ], [ 92, 96, 88, 92, 96, 88 ], [ 147, 148, 145, 147, 148, 145 ], [ 53, 54, 51, 53, 54, 51 ], [ 21906, 11407, 10499, 21906, 11407, 10499 ], [ 19.224074, 40.474074, 19.224074, 19.224074, 40.474074, 19.224074 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151107, -149586, -440949, 184806, 334479, -583202 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22277, "evaluation_days": 1856.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598659200000, "last_datapoint_time": 1757556000000, "evaluation_time": 1757560960013, "expiration_time": 1763330198400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "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) |
---|