Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217958.6251 | 1155479.1743 | 62479.4508 | 31178388.0282 | 40857435.9172 | -9679047.889 |
Total P&L (%) | 1217.9586 | 1155.4792 | 62.4795 | 31178.388 | 40857.4359 | -9679.0479 |
Avg Daily Profit (%) | 0.6567 | 0.623 | 0.0337 | 0.3103 | 0.3249 | 0 |
Buy And Hold Return (%) | 6461.739 | 6461.739 | 6461.739 | 6461.739 | 6461.739 | 6461.739 |
Max Trade Drawdown | -61925 | -56841 | -115108 | -12201081 | -9607362 | -17174982 |
Profit Factor | 2.3867 | 3.7178 | 1.1379 | 1.3244 | 1.9306 | 0.8146 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Profitability (%) | 44.1406 | 46.0938 | 42.1875 | 44.1406 | 46.0938 | 42.1875 |
Ratio Avg Win / Avg Loss | 3.0203 | 4.348 | 1.5593 | 1.676 | 2.2578 | 1.1163 |
Largest Winning Trade | 478653 | 478653 | 65839 | 10699076 | 10699076 | 6276606 |
Largest Losing Trade | -23031 | -23031 | -22376 | -4647211 | -4367278 | -4647211 |
Avg Bars in Trades | 86 | 86 | 85 | 86 | 86 | 85 |
Avg Bars in Winners | 129 | 122 | 135 | 129 | 122 | 135 |
Avg Bars in Losers | 52 | 56 | 49 | 52 | 56 | 49 |
Bars Traded | 22072 | 11118 | 10954 | 22072 | 11118 | 10954 |
Profit Streak | 0 | 63.6066 | 0 | 0 | 63.6066 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150229 | -147615 | -384673 | 284264 | 431048 | -582364 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 62, "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": [ [ 1217958.6251226736, 1155479.1743183811, 62479.4508042941, 31178388.0282054, 40857435.917205885, -9679047.88900046 ], [ 1217.958625, 1155.479174, 62.479451, 31178.388028, 40857.435917, -9679.047889 ], [ 0.65673, 0.623041, 0.033689, 0.310282, 0.324865, 0 ], [ 6461.738974, 6461.738974, 6461.738974, 6461.738974, 6461.738974, 6461.738974 ], [ -61925, -56841, -115108, -12201081, -9607362, -17174982 ], [ 2.386701, 3.717841, 1.137873, 1.32439, 1.930589, 0.81461 ], [ 256, 128, 128, 256, 128, 128 ], [ 113, 59, 54, 113, 59, 54 ], [ 143, 69, 74, 143, 69, 74 ], [ 44.140625, 46.09375, 42.1875, 44.140625, 46.09375, 42.1875 ], [ 3.020338, 4.347983, 1.559307, 1.675998, 2.257807, 1.116317 ], [ 478653, 478653, 65839, 10699076, 10699076, 6276606 ], [ -23031, -23031, -22376, -4647211, -4367278, -4647211 ], [ 86, 86, 85, 86, 86, 85 ], [ 129, 122, 135, 129, 122, 135 ], [ 52, 56, 49, 52, 56, 49 ], [ 22072, 11118, 10954, 22072, 11118, 10954 ], [ 0, 63.606642, 0, 0, 63.606642, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150229, -147615, -384673, 284264, 431048, -582364 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22255, "evaluation_days": 1854.58, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597946400000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757399613865, "expiration_time": 1763166096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 62, "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) |
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