Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075573.1714 | 960531.0282 | 115042.1431 | 47796607.6668 | 39336258.8393 | 8460348.8275 |
Total P&L (%) | 1075.5732 | 960.531 | 115.0421 | 47796.6077 | 39336.2588 | 8460.3488 |
Avg Daily Profit (%) | 0.58 | 0.5179 | 0.062 | 0.3333 | 0.3228 | 0.2402 |
Buy And Hold Return (%) | 7082.692 | 7082.692 | 7082.692 | 7082.692 | 7082.692 | 7082.692 |
Max Trade Drawdown | -104612 | -126474 | -64594 | -26097696 | -24997539 | -11349711 |
Profit Factor | 1.8637 | 2.1261 | 1.2932 | 1.2597 | 1.2954 | 1.1663 |
Total Trades | 437 | 218 | 219 | 437 | 218 | 219 |
Winning Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Losing Trades | 220 | 109 | 111 | 220 | 109 | 111 |
Profitability (%) | 49.6568 | 50 | 49.3151 | 49.6568 | 50 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.8894 | 2.1261 | 1.3291 | 1.2771 | 1.2954 | 1.1987 |
Largest Winning Trade | 144754 | 144754 | 28025 | 13130876 | 13130876 | 5392320 |
Largest Losing Trade | -48291 | -48291 | -18688 | -16769598 | -16769598 | -2847404 |
Avg Bars in Trades | 50 | 86 | 13 | 50 | 86 | 13 |
Avg Bars in Winners | 54 | 93 | 16 | 54 | 93 | 16 |
Avg Bars in Losers | 45 | 80 | 11 | 45 | 80 | 11 |
Bars Traded | 21886 | 18919 | 2967 | 21886 | 18919 | 2967 |
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 | -148804 | -150393 | -275231 | 395924 | 315531 | -133869 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22255, "evaluation_days": 1854.58, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598032800000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757404650434, "expiration_time": 1763166096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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": [ [ 1075573.1713613886, 960531.0282141615, 115042.1431472288, 47796607.666793026, 39336258.83931789, 8460348.827475142 ], [ 1075.573171, 960.531028, 115.042143, 47796.607667, 39336.258839, 8460.348827 ], [ 0.579955, 0.517924, 0.062031, 0.333332, 0.322818, 0.24022 ], [ 7082.691992, 7082.691992, 7082.691992, 7082.691992, 7082.691992, 7082.691992 ], [ -104612, -126474, -64594, -26097696, -24997539, -11349711 ], [ 1.863673, 2.126132, 1.293176, 1.259732, 1.295426, 1.166307 ], [ 437, 218, 219, 437, 218, 219 ], [ 217, 109, 108, 217, 109, 108 ], [ 220, 109, 111, 220, 109, 111 ], [ 49.656751, 50, 49.315068, 49.656751, 50, 49.315068 ], [ 1.889438, 2.126132, 1.329097, 1.277147, 1.295426, 1.198704 ], [ 144754, 144754, 28025, 13130876, 13130876, 5392320 ], [ -48291, -48291, -18688, -16769598, -16769598, -2847404 ], [ 50, 86, 13, 50, 86, 13 ], [ 54, 93, 16, 54, 93, 16 ], [ 45, 80, 11, 45, 80, 11 ], [ 21886, 18919, 2967, 21886, 18919, 2967 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148804, -150393, -275231, 395924, 315531, -133869 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22255, "evaluation_days": 1854.58, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598032800000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757404650434, "expiration_time": 1763166096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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) |
---|