Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2470231.5734 | 81513.0666 | -2551744.64 | 42164622.2882 | 11586190.638 | 30578431.6502 |
Total P&L (%) | -2470.2316 | 81.5131 | -2551.7446 | 42164.6223 | 11586.1906 | 30578.4317 |
Avg Daily Profit (%) | -1.3324 | 0.044 | -1.3764 | 0.3267 | 0.2571 | 0.3093 |
Buy And Hold Return (%) | 6220.8824 | 6220.8824 | 6220.8824 | 6220.8824 | 6220.8824 | 6220.8824 |
Max Trade Drawdown | -2528290 | -31172 | -2571724 | -79135660 | -8979346 | -70937181 |
Profit Factor | 0.2019 | 1.7351 | 0.1449 | 1.305 | 1.524 | 1.2633 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 24 | 25 | 53 | 26 | 27 |
Losing Trades | 40 | 21 | 19 | 36 | 19 | 17 |
Profitability (%) | 55.0562 | 53.3333 | 56.8182 | 59.5506 | 57.7778 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.1648 | 1.5182 | 0.1101 | 0.8864 | 1.1137 | 0.7954 |
Largest Winning Trade | 57267 | 33970 | 57267 | 40600149 | 4122453 | 40600149 |
Largest Losing Trade | -1617153 | -13512 | -1617153 | -69916492 | -8979346 | -69916492 |
Avg Bars in Trades | 227 | 33 | 426 | 227 | 33 | 426 |
Avg Bars in Winners | 151 | 43 | 254 | 244 | 38 | 442 |
Avg Bars in Losers | 321 | 22 | 652 | 202 | 26 | 399 |
Bars Traded | 20264 | 1516 | 18748 | 20264 | 1516 | 18748 |
Profit Streak | 91.8822 | 173.7988 | 0 | 91.8822 | 173.7988 | 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 | -579326 | -295590 | -579835 | 340370 | 137870 | 262380 |
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{ "first_band": { "type": "bbu", "factors": { "length": 107, "offset": 0, "std": 1.8031 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22247, "evaluation_days": 1853.92, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598428800000, "last_datapoint_time": 1757340000000, "evaluation_time": 1757344218292, "expiration_time": 1763106422400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 107, "offset": 0, "std": 1.8031 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "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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