Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1870369.2443 | 1798034.9468 | 72334.2974 | 52926301.298 | 50708350.8064 | 2217950.4916 |
Total P&L (%) | 1870.3692 | 1798.0349 | 72.3343 | 52926.3013 | 50708.3508 | 2217.9505 |
Avg Daily Profit (%) | 1.0089 | 0.9699 | 0.039 | 0.339 | 0.3367 | 0.1697 |
Buy And Hold Return (%) | 6886.2967 | 6886.2967 | 6886.2967 | 6886.2967 | 6886.2967 | 6886.2967 |
Max Trade Drawdown | -55007 | -35196 | -52719 | -18898732 | -8760705 | -11506449 |
Profit Factor | 7.4804 | 16.3592 | 1.4216 | 2.6671 | 4.5069 | 1.1283 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 54.6875 | 50 | 59.375 | 54.6875 | 50 | 59.375 |
Ratio Avg Win / Avg Loss | 6.198 | 16.3592 | 0.9727 | 2.2099 | 4.5069 | 0.772 |
Largest Winning Trade | 1029133 | 1029133 | 66238 | 21221011 | 21221011 | 10771349 |
Largest Losing Trade | -42600 | -25047 | -42600 | -8760705 | -8760705 | -6768154 |
Avg Bars in Trades | 162 | 166 | 157 | 162 | 166 | 157 |
Avg Bars in Winners | 229 | 278 | 188 | 229 | 278 | 188 |
Avg Bars in Losers | 80 | 55 | 111 | 80 | 55 | 111 |
Bars Traded | 10383 | 5339 | 5044 | 10383 | 5339 | 5044 |
Profit Streak | 27.8452 | 0 | 28.8452 | 27.8452 | 0 | 28.8452 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -286253 | -143968 | -305675 | -128038 | 597843 | -237338 |
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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": [ [ 1870369.244258412, 1798034.9468411326, 72334.2974172795, 52926301.298011966, 50708350.80642797, 2217950.491584004 ], [ 1870.369244, 1798.034947, 72.334297, 52926.301298, 50708.350806, 2217.950492 ], [ 1.008922, 0.969903, 0.039019, 0.338974, 0.336661, 0.169699 ], [ 6886.296653, 6886.296653, 6886.296653, 6886.296653, 6886.296653, 6886.296653 ], [ -55007, -35196, -52719, -18898732, -8760705, -11506449 ], [ 7.4804, 16.359241, 1.421641, 2.667144, 4.506887, 1.128301 ], [ 64, 32, 32, 64, 32, 32 ], [ 35, 16, 19, 35, 16, 19 ], [ 29, 16, 13, 29, 16, 13 ], [ 54.6875, 50, 59.375, 54.6875, 50, 59.375 ], [ 6.198046, 16.359241, 0.972702, 2.20992, 4.506887, 0.771996 ], [ 1029133, 1029133, 66238, 21221011, 21221011, 10771349 ], [ -42600, -25047, -42600, -8760705, -8760705, -6768154 ], [ 162, 166, 157, 162, 166, 157 ], [ 229, 278, 188, 229, 278, 188 ], [ 80, 55, 111, 80, 55, 111 ], [ 10383, 5339, 5044, 10383, 5339, 5044 ], [ 27.845158, 0, 28.845158, 27.845158, 0, 28.845158 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -286253, -143968, -305675, -128038, 597843, -237338 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11123, "evaluation_days": 1853.83, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1757275200000, "evaluation_time": 1757276221691, "expiration_time": 1762080336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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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