Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2891758.4834 | -99096.5778 | -2792661.9056 | -1170559.6822 | -16515577.1487 | 15345017.4665 |
Total P&L (%) | -2891.7585 | -99.0966 | -2792.6619 | -1170.5597 | -16515.5771 | 15345.0175 |
Avg Daily Profit (%) | -1.5511 | -0.0532 | -1.4979 | 0 | 0 | 0.2707 |
Buy And Hold Return (%) | 5508.131 | 5508.131 | 5508.131 | 5508.131 | 5508.131 | 5508.131 |
Max Trade Drawdown | -2925392 | -140183 | -2830806 | -26882761 | -20052474 | -9344741 |
Profit Factor | 0.148 | 0.7103 | 0.085 | 0.9715 | 0.3538 | 1.9881 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 173 | 83 | 90 | 130 | 64 | 66 |
Losing Trades | 46 | 27 | 19 | 89 | 46 | 43 |
Profitability (%) | 78.9954 | 75.4545 | 82.5688 | 59.3607 | 58.1818 | 60.5505 |
Ratio Avg Win / Avg Loss | 0.0394 | 0.2311 | 0.0179 | 0.6651 | 0.2543 | 1.2953 |
Largest Winning Trade | 18852 | 18852 | 8758 | 16795249 | 1144122 | 16795249 |
Largest Losing Trade | -1929183 | -62277 | -1929183 | -10630565 | -10630565 | -7418167 |
Avg Bars in Trades | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Winners | 22 | 22 | 21 | 76 | 67 | 85 |
Avg Bars in Losers | 385 | 328 | 467 | 130 | 139 | 119 |
Bars Traded | 21572 | 10766 | 10806 | 21572 | 10766 | 10806 |
Profit Streak | 0 | 0 | 0 | 72.5283 | 72.5283 | 73.2783 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575873 | -577462 | -576625 | -577451 | -579420 | 348054 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22372, "evaluation_days": 1864.33, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598796000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758242447625, "expiration_time": 1764038822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "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": [ [ -2891758.483410313, -99096.5777625619, -2792661.905647751, -1170559.6821818347, -16515577.148677934, 15345017.466496108 ], [ -2891.758483, -99.096578, -2792.661906, -1170.559682, -16515.577149, 15345.017466 ], [ -1.551098, -0.053154, -1.497944, 0, 0, 0.270697 ], [ 5508.130999, 5508.130999, 5508.130999, 5508.130999, 5508.130999, 5508.130999 ], [ -2925392, -140183, -2830806, -26882761, -20052474, -9344741 ], [ 0.148011, 0.710291, 0.084995, 0.971511, 0.35381, 1.988084 ], [ 219, 110, 109, 219, 110, 109 ], [ 173, 83, 90, 130, 64, 66 ], [ 46, 27, 19, 89, 46, 43 ], [ 78.995434, 75.454545, 82.568807, 59.360731, 58.181818, 60.550459 ], [ 0.039356, 0.231059, 0.017943, 0.665112, 0.254301, 1.295267 ], [ 18852, 18852, 8758, 16795249, 1144122, 16795249 ], [ -1929183, -62277, -1929183, -10630565, -10630565, -7418167 ], [ 98, 97, 99, 98, 97, 99 ], [ 22, 22, 21, 76, 67, 85 ], [ 385, 328, 467, 130, 139, 119 ], [ 21572, 10766, 10806, 21572, 10766, 10806 ], [ 0, 0, 0, 72.528329, 72.528329, 73.278329 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575873, -577462, -576625, -577451, -579420, 348054 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22372, "evaluation_days": 1864.33, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598796000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758242447625, "expiration_time": 1764038822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "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) |
---|