Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349633.9069 | 1302910.4837 | 46723.4232 | 23034758.1136 | 22888102.418 | 146655.6955 |
Total P&L (%) | 1349.6339 | 1302.9105 | 46.7234 | 23034.7581 | 22888.1024 | 146.6557 |
Avg Daily Profit (%) | 0.727 | 0.7019 | 0.0252 | 0.2937 | 0.2933 | 0.0486 |
Buy And Hold Return (%) | 8567.9787 | 8567.9787 | 8567.9787 | 8567.9787 | 8567.9787 | 8567.9787 |
Max Trade Drawdown | -158253 | -62475 | -144394 | -5338460 | -3397559 | -5855418 |
Profit Factor | 2.7051 | 5.1029 | 1.0986 | 1.5703 | 2.5968 | 1.0056 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Profitability (%) | 50.3425 | 50.6849 | 50 | 50.3425 | 50.6849 | 50 |
Ratio Avg Win / Avg Loss | 2.6683 | 4.965 | 1.0986 | 1.5489 | 2.5266 | 1.0056 |
Largest Winning Trade | 501058 | 501058 | 68189 | 8053618 | 8053618 | 5486930 |
Largest Losing Trade | -42831 | -42831 | -32783 | -3035223 | -3035223 | -2442522 |
Avg Bars in Trades | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Winners | 51 | 59 | 43 | 51 | 59 | 43 |
Avg Bars in Losers | 22 | 14 | 29 | 22 | 14 | 29 |
Bars Traded | 10825 | 5457 | 5368 | 10825 | 5457 | 5368 |
Profit Streak | 0 | 68.1166 | 0 | 0 | 68.1166 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146502 | -144120 | -437280 | 355280 | 426395 | -508225 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11138, "evaluation_days": 1856.33, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757501270650, "expiration_time": 1762302816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 116 } }, "second_band": { "type": "zlma", "factors": { "length": 219, "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": [ [ 1349633.9069452058, 1302910.4837323863, 46723.4232128188, 23034758.113551546, 22888102.418010805, 146655.6955407476 ], [ 1349.633907, 1302.910484, 46.723423, 23034.758114, 22888.102418, 146.655696 ], [ 0.727044, 0.701874, 0.02517, 0.293693, 0.293349, 0.048647 ], [ 8567.978744, 8567.978744, 8567.978744, 8567.978744, 8567.978744, 8567.978744 ], [ -158253, -62475, -144394, -5338460, -3397559, -5855418 ], [ 2.705102, 5.102871, 1.09858, 1.570295, 2.596814, 1.005628 ], [ 292, 146, 146, 292, 146, 146 ], [ 147, 74, 73, 147, 74, 73 ], [ 145, 72, 73, 145, 72, 73 ], [ 50.342466, 50.684932, 50, 50.342466, 50.684932, 50 ], [ 2.668298, 4.964956, 1.09858, 1.54893, 2.526629, 1.005628 ], [ 501058, 501058, 68189, 8053618, 8053618, 5486930 ], [ -42831, -42831, -32783, -3035223, -3035223, -2442522 ], [ 37, 37, 36, 37, 37, 36 ], [ 51, 59, 43, 51, 59, 43 ], [ 22, 14, 29, 22, 14, 29 ], [ 10825, 5457, 5368, 10825, 5457, 5368 ], [ 0, 68.116558, 0, 0, 68.116558, 0 ], [ 0, 6, 0, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146502, -144120, -437280, 355280, 426395, -508225 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11138, "evaluation_days": 1856.33, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757501270650, "expiration_time": 1762302816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 116 } }, "second_band": { "type": "zlma", "factors": { "length": 219, "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) |
---|