Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2729783.2604 | -15190.1359 | -2714593.1246 | -41446408.175 | 25119623.7772 | -66566031.9521 |
Total P&L (%) | -2729.7833 | -15.1901 | -2714.5931 | -41446.4082 | 25119.6238 | -66566.032 |
Avg Daily Profit (%) | -1.4617 | -0.0081 | -1.4536 | 0 | 0.2966 | 0 |
Buy And Hold Return (%) | 5312.8958 | 5312.8958 | 5312.8958 | 5312.8958 | 5312.8958 | 5312.8958 |
Max Trade Drawdown | -2801475 | -31588 | -2781867 | -153722913 | -9098635 | -155778722 |
Profit Factor | 0.1589 | 0.8589 | 0.1349 | 0.8125 | 2.3089 | 0.6702 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 19 | 24 | 54 | 24 | 30 |
Losing Trades | 54 | 30 | 24 | 43 | 25 | 18 |
Profitability (%) | 44.3299 | 38.7755 | 50 | 55.6701 | 48.9796 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1996 | 1.3562 | 0.1349 | 0.647 | 2.4051 | 0.4021 |
Largest Winning Trade | 57790 | 20995 | 57790 | 26857393 | 7195498 | 26857393 |
Largest Losing Trade | -1561157 | -8349 | -1561157 | -124336466 | -3282926 | -124336466 |
Avg Bars in Trades | 110 | 8 | 215 | 110 | 8 | 215 |
Avg Bars in Winners | 72 | 10 | 120 | 114 | 7 | 199 |
Avg Bars in Losers | 141 | 7 | 309 | 106 | 8 | 241 |
Bars Traded | 10744 | 410 | 10334 | 10744 | 410 | 10334 |
Profit Streak | 46.0533 | 103.8866 | 0 | 0 | 0 | 188.2199 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -582167 | -582541 | -580689 | -579784 | 419820 | -578095 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11205, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598817600000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758460602005, "expiration_time": 1763296560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "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": [ [ -2729783.26044691, -15190.1358759361, -2714593.124570974, -41446408.17497064, 25119623.77716183, -66566031.95213243 ], [ -2729.78326, -15.190136, -2714.593125, -41446.408175, 25119.623777, -66566.031952 ], [ -1.461731, -0.008134, -1.453597, 0, 0.296568, 0 ], [ 5312.8958, 5312.8958, 5312.8958, 5312.8958, 5312.8958, 5312.8958 ], [ -2801475, -31588, -2781867, -153722913, -9098635, -155778722 ], [ 0.158928, 0.858907, 0.134913, 0.812462, 2.308928, 0.670158 ], [ 97, 49, 48, 97, 49, 48 ], [ 43, 19, 24, 54, 24, 30 ], [ 54, 30, 24, 43, 25, 18 ], [ 44.329897, 38.77551, 50, 55.670103, 48.979592, 62.5 ], [ 0.199584, 1.356169, 0.134913, 0.646961, 2.405133, 0.402095 ], [ 57790, 20995, 57790, 26857393, 7195498, 26857393 ], [ -1561157, -8349, -1561157, -124336466, -3282926, -124336466 ], [ 110, 8, 215, 110, 8, 215 ], [ 72, 10, 120, 114, 7, 199 ], [ 141, 7, 309, 106, 8, 241 ], [ 10744, 410, 10334, 10744, 410, 10334 ], [ 46.053264, 103.886597, 0, 0, 0, 188.219931 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -582167, -582541, -580689, -579784, 419820, -578095 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11205, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598817600000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758460602005, "expiration_time": 1763296560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "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) |
---|