Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2892041.769 | 2798750.0231 | 93291.7459 | 83143232.6688 | 78002240.5385 | 5140992.1303 |
Total P&L (%) | 2892.0418 | 2798.75 | 93.2917 | 83143.2327 | 78002.2405 | 5140.9921 |
Avg Daily Profit (%) | 1.5481 | 1.4982 | 0.0499 | 0.3606 | 0.3572 | 0.2122 |
Buy And Hold Return (%) | 5567.8663 | 5567.8663 | 5567.8663 | 5567.8663 | 5567.8663 | 5567.8663 |
Max Trade Drawdown | -71353 | -35945 | -74773 | -20966335 | -10573781 | -16540699 |
Profit Factor | 8.5631 | 18.7929 | 1.4145 | 2.2216 | 4.2601 | 1.1165 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 45.1613 | 53.125 | 49.2063 | 45.1613 | 53.125 |
Ratio Avg Win / Avg Loss | 8.8393 | 22.8199 | 1.2481 | 2.2933 | 5.173 | 0.9851 |
Largest Winning Trade | 2003134 | 2003134 | 68465 | 22879885 | 22206164 | 22879885 |
Largest Losing Trade | -36207 | -26373 | -36207 | -11904752 | -10031535 | -11904752 |
Avg Bars in Trades | 342 | 350 | 335 | 342 | 350 | 335 |
Avg Bars in Winners | 531 | 624 | 455 | 531 | 624 | 455 |
Avg Bars in Losers | 159 | 124 | 199 | 159 | 124 | 199 |
Bars Traded | 21583 | 10859 | 10724 | 21583 | 10859 | 10724 |
Profit Streak | 0 | 173.3964 | 0 | 0 | 173.3964 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294742 | -144430 | -290841 | -137670 | 564505 | -251321 |
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{ "first_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.36665 } }, "second_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22417, "evaluation_days": 1868.08, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598673600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758612649687, "expiration_time": 1764374486400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.36665 } }, "second_band": { "type": "dcm", "factors": { "length": 134, "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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