Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1581358.3473 | 1511062.0648 | 70296.2825 | 36958130.2292 | 41258441.217 | -4300310.9878 |
Total P&L (%) | 1581.3583 | 1511.0621 | 70.2963 | 36958.1302 | 41258.4412 | -4300.311 |
Avg Daily Profit (%) | 0.8486 | 0.8109 | 0.0377 | 0.3179 | 0.3238 | 0 |
Buy And Hold Return (%) | 5725.3693 | 5725.3693 | 5725.3693 | 5725.3693 | 5725.3693 | 5725.3693 |
Max Trade Drawdown | -65524 | -88735 | -79955 | -18418751 | -8425869 | -13765070 |
Profit Factor | 3.775 | 6.0565 | 1.2594 | 1.6046 | 2.3568 | 0.86 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 44.2748 | 43.0769 | 45.4545 | 44.2748 | 43.0769 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.7513 | 8.0033 | 1.5113 | 2.0196 | 3.1143 | 1.032 |
Largest Winning Trade | 723947 | 723947 | 68949 | 12105037 | 12105037 | 7874657 |
Largest Losing Trade | -21469 | -19865 | -21469 | -4914172 | -4914172 | -4402490 |
Avg Bars in Trades | 165 | 168 | 163 | 165 | 168 | 163 |
Avg Bars in Winners | 267 | 292 | 244 | 267 | 292 | 244 |
Avg Bars in Losers | 84 | 75 | 95 | 84 | 75 | 95 |
Bars Traded | 21739 | 10966 | 10773 | 21739 | 10966 | 10773 |
Profit Streak | 37.4447 | 37.4447 | 80.2781 | 37.4447 | 37.4447 | 80.2781 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146118 | -278179 | -432197 | 405869 | -120520 | -703969 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22362, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598846400000, "last_datapoint_time": 1758168000000, "evaluation_time": 1758170424977, "expiration_time": 1763964230400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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": [ [ 1581358.3473133019, 1511062.0648448416, 70296.2824684597, 36958130.22923835, 41258441.21699035, -4300310.987751997 ], [ 1581.358347, 1511.062065, 70.296282, 36958.130229, 41258.441217, -4300.310988 ], [ 0.848596, 0.810873, 0.037723, 0.317922, 0.323832, 0 ], [ 5725.369347, 5725.369347, 5725.369347, 5725.369347, 5725.369347, 5725.369347 ], [ -65524, -88735, -79955, -18418751, -8425869, -13765070 ], [ 3.775037, 6.056518, 1.25938, 1.604633, 2.356775, 0.859997 ], [ 131, 65, 66, 131, 65, 66 ], [ 58, 28, 30, 58, 28, 30 ], [ 73, 37, 36, 73, 37, 36 ], [ 44.274809, 43.076923, 45.454545, 44.274809, 43.076923, 45.454545 ], [ 4.75134, 8.003256, 1.511256, 2.019624, 3.11431, 1.031996 ], [ 723947, 723947, 68949, 12105037, 12105037, 7874657 ], [ -21469, -19865, -21469, -4914172, -4914172, -4402490 ], [ 165, 168, 163, 165, 168, 163 ], [ 267, 292, 244, 267, 292, 244 ], [ 84, 75, 95, 84, 75, 95 ], [ 21739, 10966, 10773, 21739, 10966, 10773 ], [ 37.444733, 37.444733, 80.278067, 37.444733, 37.444734, 80.278067 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146118, -278179, -432197, 405869, -120520, -703969 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22362, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598846400000, "last_datapoint_time": 1758168000000, "evaluation_time": 1758170424977, "expiration_time": 1763964230400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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) |
---|