Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787451.8123 | 789398.0894 | -1946.2771 | 8464963.9378 | 22623922.5174 | -14158958.5795 |
Total P&L (%) | 787.4518 | 789.3981 | -1.9463 | 8464.9639 | 22623.9225 | -14158.9586 |
Avg Daily Profit (%) | 0.4218 | 0.4229 | -0.001 | 0.2387 | 0.2911 | 0 |
Buy And Hold Return (%) | 7722.8361 | 7722.8361 | 7722.8361 | 7722.8361 | 7722.8361 | 7722.8361 |
Max Trade Drawdown | -97085 | -73496 | -143088 | -11870055 | -5325711 | -20316058 |
Profit Factor | 1.5959 | 2.4145 | 0.9975 | 1.0929 | 1.575 | 0.7265 |
Total Trades | 435 | 218 | 217 | 435 | 218 | 217 |
Winning Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Losing Trades | 236 | 116 | 120 | 236 | 116 | 120 |
Profitability (%) | 45.7471 | 46.789 | 44.7005 | 45.7471 | 46.789 | 44.7005 |
Ratio Avg Win / Avg Loss | 1.8926 | 2.7459 | 1.234 | 1.2961 | 1.7912 | 0.8988 |
Largest Winning Trade | 98832 | 98832 | 41325 | 5469428 | 5469428 | 3374485 |
Largest Losing Trade | -25220 | -21758 | -25220 | -2174416 | -1837069 | -2174416 |
Avg Bars in Trades | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Losers | 35 | 31 | 38 | 35 | 31 | 38 |
Bars Traded | 22232 | 10716 | 11516 | 22232 | 10716 | 11516 |
Profit Streak | 12.5905 | 15.0071 | 0 | 12.5905 | 15.0071 | 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 | -151606 | -151311 | -580592 | -244621 | 303886 | -582258 |
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{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 787451.8122618215, 789398.0894060534, -1946.2771442326, 8464963.937846946, 22623922.51735185, -14158958.579504915 ], [ 787.451812, 789.398089, -1.946277, 8464.963938, 22623.922517, -14158.95858 ], [ 0.421848, 0.422891, -0.001043, 0.238691, 0.291101, 0 ], [ 7722.83606, 7722.83606, 7722.83606, 7722.83606, 7722.83606, 7722.83606 ], [ -97085, -73496, -143088, -11870055, -5325711, -20316058 ], [ 1.595872, 2.414515, 0.997451, 1.092895, 1.575015, 0.726549 ], [ 435, 218, 217, 435, 218, 217 ], [ 199, 102, 97, 199, 102, 97 ], [ 236, 116, 120, 236, 116, 120 ], [ 45.747126, 46.788991, 44.700461, 45.747126, 46.788991, 44.700461 ], [ 1.892592, 2.745919, 1.23396, 1.296097, 1.791193, 0.898824 ], [ 98832, 98832, 41325, 5469428, 5469428, 3374485 ], [ -25220, -21758, -25220, -2174416, -1837069, -2174416 ], [ 51, 49, 53, 51, 49, 53 ], [ 69, 68, 70, 69, 68, 70 ], [ 35, 31, 38, 35, 31, 38 ], [ 22232, 10716, 11516, 22232, 10716, 11516 ], [ 12.590456, 15.007122, 0, 12.590456, 15.007122, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151606, -151311, -580592, -244621, 303886, -582258 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22400, "evaluation_days": 1866.67, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597982400000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758442215385, "expiration_time": 1764247680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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