Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1417240.8786 | 79006.0655 | -1496246.9441 | 1061900.3098 | 17195316.6363 | -16133416.3265 |
Total P&L (%) | -1417.2409 | 79.0061 | -1496.2469 | 1061.9003 | 17195.3166 | -16133.4163 |
Avg Daily Profit (%) | -0.7551 | 0.0421 | -0.7971 | 0.1308 | 0.2749 | 0 |
Buy And Hold Return (%) | 6100.1126 | 6100.1126 | 6100.1126 | 6100.1126 | 6100.1126 | 6100.1126 |
Max Trade Drawdown | -1564741 | -125012 | -1585728 | -30198044 | -9031484 | -36100112 |
Profit Factor | 0.3987 | 1.2108 | 0.2451 | 1.0111 | 1.6398 | 0.7658 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 267 | 124 | 143 | 175 | 91 | 84 |
Losing Trades | 91 | 55 | 36 | 183 | 88 | 95 |
Profitability (%) | 74.581 | 69.2737 | 79.8883 | 48.8827 | 50.838 | 46.9274 |
Ratio Avg Win / Avg Loss | 0.1359 | 0.537 | 0.0617 | 1.0573 | 1.5858 | 0.8661 |
Largest Winning Trade | 20083 | 19160 | 20083 | 17586138 | 10840395 | 17586138 |
Largest Losing Trade | -730514 | -59936 | -730514 | -21801116 | -2993956 | -21801116 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 20 | 24 | 16 | 57 | 58 | 56 |
Avg Bars in Losers | 183 | 138 | 253 | 65 | 60 | 71 |
Bars Traded | 22144 | 10617 | 11527 | 22144 | 10617 | 11527 |
Profit Streak | 0 | 87.4678 | 0 | 0 | 87.4678 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575719 | -301150 | -576521 | -390721 | 344155 | -581591 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22524, "evaluation_days": 1877, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599271200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759338819301, "expiration_time": 1765172620800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 145, "offset": 154 } } }
{ "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": [ [ -1417240.8786184902, 79006.065501719, -1496246.9441202083, 1061900.309759078, 17195316.63625812, -16133416.326499062 ], [ -1417.240879, 79.006066, -1496.246944, 1061.90031, 17195.316636, -16133.416326 ], [ -0.755056, 0.042092, -0.797148, 0.130754, 0.274912, 0 ], [ 6100.112581, 6100.112581, 6100.112581, 6100.112581, 6100.112581, 6100.112581 ], [ -1564741, -125012, -1585728, -30198044, -9031484, -36100112 ], [ 0.398656, 1.210777, 0.245065, 1.011088, 1.639811, 0.765824 ], [ 358, 179, 179, 358, 179, 179 ], [ 267, 124, 143, 175, 91, 84 ], [ 91, 55, 36, 183, 88, 95 ], [ 74.581006, 69.273743, 79.888268, 48.882682, 50.837989, 46.927374 ], [ 0.135871, 0.537038, 0.061695, 1.057309, 1.585751, 0.86611 ], [ 20083, 19160, 20083, 17586138, 10840395, 17586138 ], [ -730514, -59936, -730514, -21801116, -2993956, -21801116 ], [ 61, 59, 64, 61, 59, 64 ], [ 20, 24, 16, 57, 58, 56 ], [ 183, 138, 253, 65, 60, 71 ], [ 22144, 10617, 11527, 22144, 10617, 11527 ], [ 0, 87.467816, 0, 0, 87.467816, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575719, -301150, -576521, -390721, 344155, -581591 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22524, "evaluation_days": 1877, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599271200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759338819301, "expiration_time": 1765172620800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 145, "offset": 154 } } }
# | 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) |
---|