Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1312119.7242 | 100933.1495 | -1413052.8737 | 83110.3008 | 15125449.6352 | -15042339.3344 |
Total P&L (%) | -1312.1197 | 100.9332 | -1413.0529 | 83.1103 | 15125.4496 | -15042.3393 |
Avg Daily Profit (%) | -0.7045 | 0.0542 | -0.7587 | 0.0325 | 0.2702 | 0 |
Buy And Hold Return (%) | 5350.4724 | 5350.4724 | 5350.4724 | 5350.4724 | 5350.4724 | 5350.4724 |
Max Trade Drawdown | -1446091 | -126883 | -1495407 | -26193566 | -4766825 | -24700225 |
Profit Factor | 0.4294 | 1.2328 | 0.2428 | 1.0016 | 2.057 | 0.6158 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 176 | 88 | 88 | 142 | 73 | 69 |
Losing Trades | 99 | 50 | 49 | 133 | 65 | 68 |
Profitability (%) | 64 | 63.7681 | 64.2336 | 51.6364 | 52.8986 | 50.365 |
Ratio Avg Win / Avg Loss | 0.2415 | 0.7005 | 0.1352 | 0.9381 | 1.8316 | 0.6069 |
Largest Winning Trade | 37912 | 37912 | 30697 | 7812907 | 7812907 | 5507419 |
Largest Losing Trade | -805889 | -60546 | -805889 | -20889791 | -3607362 | -20889791 |
Avg Bars in Trades | 78 | 77 | 80 | 78 | 77 | 80 |
Avg Bars in Winners | 35 | 38 | 32 | 78 | 86 | 70 |
Avg Bars in Losers | 156 | 145 | 167 | 79 | 66 | 91 |
Bars Traded | 21712 | 10630 | 11082 | 21712 | 10630 | 11082 |
Profit Streak | 28.7427 | 28.7427 | 29.5761 | 28.7427 | 28.7427 | 29.5761 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576517 | -286180 | -578583 | -533096 | 360383 | -580381 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22349, "evaluation_days": 1862.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598889600000, "last_datapoint_time": 1758074400000, "evaluation_time": 1758080973188, "expiration_time": 1763867260800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 245 } } }
{ "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": [ [ -1312119.7242197772, 100933.1495064542, -1413052.8737262313, 83110.3007934755, 15125449.635219613, -15042339.334426135 ], [ -1312.119724, 100.93315, -1413.052874, 83.110301, 15125.449635, -15042.339334 ], [ -0.704524, 0.054195, -0.758719, 0.032486, 0.270204, 0 ], [ 5350.47241, 5350.47241, 5350.47241, 5350.47241, 5350.47241, 5350.47241 ], [ -1446091, -126883, -1495407, -26193566, -4766825, -24700225 ], [ 0.429405, 1.232829, 0.242759, 1.001554, 2.056999, 0.615844 ], [ 275, 138, 137, 275, 138, 137 ], [ 176, 88, 88, 142, 73, 69 ], [ 99, 50, 49, 133, 65, 68 ], [ 64, 63.768116, 64.233577, 51.636364, 52.898551, 50.364964 ], [ 0.24154, 0.700471, 0.135173, 0.938076, 1.831574, 0.606918 ], [ 37912, 37912, 30697, 7812907, 7812907, 5507419 ], [ -805889, -60546, -805889, -20889791, -3607362, -20889791 ], [ 78, 77, 80, 78, 77, 80 ], [ 35, 38, 32, 78, 86, 70 ], [ 156, 145, 167, 79, 66, 91 ], [ 21712, 10630, 11082, 21712, 10630, 11082 ], [ 28.742745, 28.742745, 29.576078, 28.742745, 28.742745, 29.576079 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576517, -286180, -578583, -533096, 360383, -580381 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22349, "evaluation_days": 1862.42, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598889600000, "last_datapoint_time": 1758074400000, "evaluation_time": 1758080973188, "expiration_time": 1763867260800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 245 } } }
# | 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) |
---|