Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813551.74 | 790221.9481 | 23329.7919 | 12661758.2784 | 30785908.3304 | -18124150.0519 |
Total P&L (%) | 813.5517 | 790.2219 | 23.3298 | 12661.7583 | 30785.9083 | -18124.1501 |
Avg Daily Profit (%) | 0.4368 | 0.4243 | 0.0125 | 0.2607 | 0.3083 | 0 |
Buy And Hold Return (%) | 7954.9316 | 7954.9316 | 7954.9316 | 7954.9316 | 7954.9316 | 7954.9316 |
Max Trade Drawdown | -94710 | -84317 | -130364 | -19291429 | -7621039 | -25099167 |
Profit Factor | 1.5781 | 2.3753 | 1.028 | 1.0927 | 1.5127 | 0.7634 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 239 | 121 | 118 | 239 | 121 | 118 |
Losing Trades | 273 | 135 | 138 | 273 | 135 | 138 |
Profitability (%) | 46.6797 | 47.2656 | 46.0938 | 46.6797 | 47.2656 | 46.0938 |
Ratio Avg Win / Avg Loss | 1.8026 | 2.6502 | 1.2023 | 1.2481 | 1.6877 | 0.8928 |
Largest Winning Trade | 88697 | 88697 | 40184 | 7792017 | 7792017 | 6237062 |
Largest Losing Trade | -28798 | -21758 | -28798 | -3665630 | -2559244 | -3665630 |
Avg Bars in Trades | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 22082 | 10464 | 11618 | 22082 | 10464 | 11618 |
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 | -151437 | -151577 | -532327 | -118269 | 318259 | -581513 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22349, "evaluation_days": 1862.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597896000000, "last_datapoint_time": 1758074400000, "evaluation_time": 1758076599048, "expiration_time": 1763867260800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 108, "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": [ [ 813551.7399796292, 790221.9481070722, 23329.7918725569, 12661758.278448626, 30785908.330366135, -18124150.05191751 ], [ 813.55174, 790.221948, 23.329792, 12661.758278, 30785.90833, -18124.150052 ], [ 0.436825, 0.424298, 0.012527, 0.260701, 0.308293, 0 ], [ 7954.931591, 7954.931591, 7954.931591, 7954.931591, 7954.931591, 7954.931591 ], [ -94710, -84317, -130364, -19291429, -7621039, -25099167 ], [ 1.578081, 2.375349, 1.028015, 1.092662, 1.512656, 0.76337 ], [ 512, 256, 256, 512, 256, 256 ], [ 239, 121, 118, 239, 121, 118 ], [ 273, 135, 138, 273, 135, 138 ], [ 46.679688, 47.265625, 46.09375, 46.679688, 47.265625, 46.09375 ], [ 1.802578, 2.650183, 1.202254, 1.248104, 1.687674, 0.892754 ], [ 88697, 88697, 40184, 7792017, 7792017, 6237062 ], [ -28798, -21758, -28798, -3665630, -2559244, -3665630 ], [ 43, 40, 45, 43, 40, 45 ], [ 56, 54, 58, 56, 54, 58 ], [ 31, 28, 34, 31, 28, 34 ], [ 22082, 10464, 11618, 22082, 10464, 11618 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151437, -151577, -532327, -118269, 318259, -581513 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22349, "evaluation_days": 1862.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597896000000, "last_datapoint_time": 1758074400000, "evaluation_time": 1758076599048, "expiration_time": 1763867260800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 108, "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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