Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1926376.1573 | 182956.7305 | -2109332.8879 | -147958657.7058 | 43320384.5284 | -191279042.2342 |
Total P&L (%) | -1926.3762 | 182.9567 | -2109.3329 | -147958.6577 | 43320.3845 | -191279.0422 |
Avg Daily Profit (%) | -1.0328 | 0.0981 | -1.1309 | 0 | 0.3262 | 0 |
Buy And Hold Return (%) | 7090.7171 | 7090.7171 | 7090.7171 | 7090.7171 | 7090.7171 | 7090.7171 |
Max Trade Drawdown | -2116398 | -72578 | -2218008 | -477382623 | -57912761 | -465709302 |
Profit Factor | 0.2918 | 2.0701 | 0.1725 | 0.7838 | 1.3704 | 0.6628 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 51 | 24 | 27 | 54 | 29 | 25 |
Losing Trades | 36 | 20 | 16 | 33 | 15 | 18 |
Profitability (%) | 58.6207 | 54.5455 | 62.7907 | 62.069 | 65.9091 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.206 | 1.7251 | 0.1022 | 0.479 | 0.7088 | 0.4772 |
Largest Winning Trade | 77921 | 77921 | 61330 | 199607686 | 39272469 | 199607686 |
Largest Losing Trade | -1141633 | -34441 | -1141633 | -423017710 | -46572901 | -423017710 |
Avg Bars in Trades | 123 | 31 | 218 | 123 | 31 | 218 |
Avg Bars in Winners | 91 | 33 | 142 | 112 | 28 | 210 |
Avg Bars in Losers | 169 | 29 | 345 | 141 | 37 | 228 |
Bars Traded | 10759 | 1383 | 9376 | 10759 | 1383 | 9376 |
Profit Streak | 0 | 0 | 0 | 148.9512 | 148.9512 | 192.6178 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579428 | -223212 | -579069 | -577321 | 376320 | -578312 |
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{ "first_band": { "type": "alma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 65, "offset": 119 } } }
{ "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": [ [ -1926376.1573366185, 182956.7305192419, -2109332.88785586, -147958657.70582423, 43320384.52837528, -191279042.23419943 ], [ -1926.376157, 182.956731, -2109.332888, -147958.657706, 43320.384528, -191279.042234 ], [ -1.032815, 0.098091, -1.130907, 0, 0.326159, 0 ], [ 7090.717101, 7090.717101, 7090.717101, 7090.717101, 7090.717101, 7090.717101 ], [ -2116398, -72578, -2218008, -477382623, -57912761, -465709302 ], [ 0.291774, 2.070108, 0.172496, 0.783775, 1.370424, 0.662846 ], [ 87, 44, 43, 87, 44, 43 ], [ 51, 24, 27, 54, 29, 25 ], [ 36, 20, 16, 33, 15, 18 ], [ 58.62069, 54.545455, 62.790698, 62.068966, 65.909091, 58.139535 ], [ 0.205958, 1.72509, 0.10222, 0.478974, 0.70884, 0.477249 ], [ 77921, 77921, 61330, 199607686, 39272469, 199607686 ], [ -1141633, -34441, -1141633, -423017710, -46572901, -423017710 ], [ 123, 31, 218, 123, 31, 218 ], [ 91, 33, 142, 112, 28, 210 ], [ 169, 29, 345, 141, 37, 228 ], [ 10759, 1383, 9376, 10759, 1383, 9376 ], [ 0, 0, 0, 148.951166, 148.951166, 192.617833 ], [ 0, 0, 0, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579428, -223212, -579069, -577321, 376320, -578312 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11191, "evaluation_days": 1865.17, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599753600000, "last_datapoint_time": 1758254400000, "evaluation_time": 1758264580751, "expiration_time": 1763088912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 65, "offset": 119 } } }
# | 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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