Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477396.2224 | 1460668.9398 | 16727.2825 | 447298.3651 | 29312556.9126 | -28865258.5475 |
Total P&L (%) | 1477.3962 | 1460.6689 | 16.7273 | 447.2984 | 29312.5569 | -28865.2585 |
Avg Daily Profit (%) | 0.7925 | 0.7835 | 0.009 | 0.0912 | 0.3053 | 0 |
Buy And Hold Return (%) | 6989.3627 | 6989.3627 | 6989.3627 | 6989.3627 | 6989.3627 | 6989.3627 |
Max Trade Drawdown | -129119 | -101634 | -119791 | -33790112 | -6863117 | -31766894 |
Profit Factor | 3.9769 | 6.6801 | 1.07 | 1.0089 | 3.3137 | 0.229 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 43.75 | 42.5 | 45 | 43.75 | 42.5 | 45 |
Ratio Avg Win / Avg Loss | 5.1131 | 9.0377 | 1.3077 | 1.2972 | 4.4833 | 0.2799 |
Largest Winning Trade | 770875 | 770875 | 59319 | 12681580 | 12681580 | 2293207 |
Largest Losing Trade | -98383 | -48067 | -98383 | -27568110 | -3787345 | -27568110 |
Avg Bars in Trades | 272 | 331 | 214 | 272 | 331 | 214 |
Avg Bars in Winners | 419 | 473 | 368 | 419 | 473 | 368 |
Avg Bars in Losers | 158 | 226 | 88 | 158 | 226 | 88 |
Bars Traded | 21835 | 13240 | 8595 | 21835 | 13240 | 8595 |
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 | -171839 | -147113 | -492119 | -473876 | 372067 | -582694 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22372, "evaluation_days": 1864.33, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598493600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758243883466, "expiration_time": 1764038822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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": [ [ 1477396.2223878892, 1460668.9398445075, 16727.2825433816, 447298.3651084802, 29312556.91259283, -28865258.547484368 ], [ 1477.396222, 1460.66894, 16.727283, 447.298365, 29312.556913, -28865.258547 ], [ 0.792454, 0.783482, 0.008972, 0.091218, 0.305347, 0 ], [ 6989.362674, 6989.362674, 6989.362674, 6989.362674, 6989.362674, 6989.362674 ], [ -129119, -101634, -119791, -33790112, -6863117, -31766894 ], [ 3.976891, 6.680053, 1.06995, 1.008926, 3.313708, 0.229046 ], [ 80, 40, 40, 80, 40, 40 ], [ 35, 17, 18, 35, 17, 18 ], [ 45, 23, 22, 45, 23, 22 ], [ 43.75, 42.5, 45, 43.75, 42.5, 45 ], [ 5.113145, 9.037719, 1.307717, 1.297191, 4.483252, 0.279946 ], [ 770875, 770875, 59319, 12681580, 12681580, 2293207 ], [ -98383, -48067, -98383, -27568110, -3787345, -27568110 ], [ 272, 331, 214, 272, 331, 214 ], [ 419, 473, 368, 419, 473, 368 ], [ 158, 226, 88, 158, 226, 88 ], [ 21835, 13240, 8595, 21835, 13240, 8595 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171839, -147113, -492119, -473876, 372067, -582694 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22372, "evaluation_days": 1864.33, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598493600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758243883466, "expiration_time": 1764038822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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) |
---|