Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958877.3668 | 874946.869 | 83930.4978 | 42687013.1471 | 99440591.1733 | -56753578.0262 |
Total P&L (%) | 958.8774 | 874.9469 | 83.9305 | 42687.0131 | 99440.5912 | -56753.578 |
Avg Daily Profit (%) | 0.5157 | 0.4705 | 0.0451 | 0.3264 | 0.3719 | 0 |
Buy And Hold Return (%) | 7352.938 | 7352.938 | 7352.938 | 7352.938 | 7352.938 | 7352.938 |
Max Trade Drawdown | -70476 | -50736 | -116667 | -53613234 | -25030376 | -75117401 |
Profit Factor | 1.8149 | 2.6699 | 1.1286 | 1.113 | 1.5726 | 0.7218 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 177 | 91 | 86 | 177 | 91 | 86 |
Losing Trades | 199 | 97 | 102 | 199 | 97 | 102 |
Profitability (%) | 47.0745 | 48.4043 | 45.7447 | 47.0745 | 48.4043 | 45.7447 |
Ratio Avg Win / Avg Loss | 2.0405 | 2.8459 | 1.3386 | 1.2514 | 1.6763 | 0.8561 |
Largest Winning Trade | 103449 | 103449 | 43974 | 30700925 | 30700925 | 12673469 |
Largest Losing Trade | -27540 | -22522 | -27540 | -12038497 | -8798198 | -12038497 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 76 | 74 | 79 | 76 | 74 | 79 |
Avg Bars in Losers | 42 | 46 | 39 | 42 | 46 | 39 |
Bars Traded | 22086 | 11235 | 10851 | 22086 | 11235 | 10851 |
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 | -150770 | -150526 | -378702 | -87054 | 438350 | -582003 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22313, "evaluation_days": 1859.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597932000000, "last_datapoint_time": 1757815200000, "evaluation_time": 1757820086314, "expiration_time": 1763598729600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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": [ [ 958877.3668487836, 874946.8690384701, 83930.497810313, 42687013.14714811, 99440591.17331475, -56753578.026166625 ], [ 958.877367, 874.946869, 83.930498, 42687.013147, 99440.591173, -56753.578026 ], [ 0.515686, 0.470548, 0.045138, 0.326376, 0.371943, 0 ], [ 7352.937992, 7352.937992, 7352.937992, 7352.937992, 7352.937992, 7352.937992 ], [ -70476, -50736, -116667, -53613234, -25030376, -75117401 ], [ 1.814929, 2.669911, 1.128592, 1.113021, 1.572582, 0.721823 ], [ 376, 188, 188, 376, 188, 188 ], [ 177, 91, 86, 177, 91, 86 ], [ 199, 97, 102, 199, 97, 102 ], [ 47.074468, 48.404255, 45.744681, 47.074468, 48.404255, 45.744681 ], [ 2.040514, 2.845949, 1.338562, 1.251363, 1.676268, 0.856116 ], [ 103449, 103449, 43974, 30700925, 30700925, 12673469 ], [ -27540, -22522, -27540, -12038497, -8798198, -12038497 ], [ 58, 59, 57, 58, 59, 57 ], [ 76, 74, 79, 76, 74, 79 ], [ 42, 46, 39, 42, 46, 39 ], [ 22086, 11235, 10851, 22086, 11235, 10851 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150770, -150526, -378702, -87054, 438350, -582003 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22313, "evaluation_days": 1859.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597932000000, "last_datapoint_time": 1757815200000, "evaluation_time": 1757820086314, "expiration_time": 1763598729600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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) |
---|