Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2234089.2127 | 44138.3047 | -2278227.5174 | -9183546.0207 | -38896799.92 | 29713253.8993 |
Total P&L (%) | -2234.0892 | 44.1383 | -2278.2275 | -9183.546 | -38896.7999 | 29713.2539 |
Avg Daily Profit (%) | -1.2018 | 0.0237 | -1.2255 | 0 | 0 | 0.307 |
Buy And Hold Return (%) | 7091.1246 | 7091.1246 | 7091.1246 | 7091.1246 | 7091.1246 | 7091.1246 |
Max Trade Drawdown | -2334208 | -123485 | -2325842 | -64756092 | -46664078 | -32100701 |
Profit Factor | 0.1918 | 1.214 | 0.1093 | 0.912 | 0.3111 | 1.6198 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 65 | 30 | 35 | 46 | 19 | 27 |
Losing Trades | 29 | 17 | 12 | 48 | 28 | 20 |
Profitability (%) | 69.1489 | 63.8298 | 74.4681 | 48.9362 | 40.4255 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.0856 | 0.6879 | 0.0375 | 0.9517 | 0.4585 | 1.1999 |
Largest Winning Trade | 32629 | 32194 | 32629 | 30331199 | 6072904 | 30331199 |
Largest Losing Trade | -1512128 | -62216 | -1512128 | -26155291 | -18535484 | -26155291 |
Avg Bars in Trades | 110 | 107 | 114 | 110 | 107 | 114 |
Avg Bars in Winners | 46 | 54 | 40 | 96 | 94 | 97 |
Avg Bars in Losers | 254 | 201 | 329 | 124 | 116 | 135 |
Bars Traded | 10402 | 5044 | 5358 | 10402 | 5044 | 5358 |
Profit Streak | 41.4367 | 150.9367 | 0 | 0 | 0 | 69.27 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577217 | -325748 | -577525 | -580941 | -584420 | 376519 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11154, "evaluation_days": 1859, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600056000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757730530121, "expiration_time": 1762540128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "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": [ [ -2234089.2126981155, 44138.3047114455, -2278227.517409561, -9183546.020655202, -38896799.91999471, 29713253.89933946 ], [ -2234.089213, 44.138305, -2278.227517, -9183.546021, -38896.79992, 29713.253899 ], [ -1.201769, 0.023743, -1.225512, 0, 0, 0.306954 ], [ 7091.124559, 7091.124559, 7091.124559, 7091.124559, 7091.124559, 7091.124559 ], [ -2334208, -123485, -2325842, -64756092, -46664078, -32100701 ], [ 0.19175, 1.213996, 0.109319, 0.912039, 0.311126, 1.619798 ], [ 94, 47, 47, 94, 47, 47 ], [ 65, 30, 35, 46, 19, 27 ], [ 29, 17, 12, 48, 28, 20 ], [ 69.148936, 63.829787, 74.468085, 48.93617, 40.425532, 57.446809 ], [ 0.08555, 0.687931, 0.037481, 0.951693, 0.458501, 1.199851 ], [ 32629, 32194, 32629, 30331199, 6072904, 30331199 ], [ -1512128, -62216, -1512128, -26155291, -18535484, -26155291 ], [ 110, 107, 114, 110, 107, 114 ], [ 46, 54, 40, 96, 94, 97 ], [ 254, 201, 329, 124, 116, 135 ], [ 10402, 5044, 5358, 10402, 5044, 5358 ], [ 41.436691, 150.936691, 0, 0, 0, 69.270025 ], [ 1, 5, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577217, -325748, -577525, -580941, -584420, 376519 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11154, "evaluation_days": 1859, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600056000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757730530121, "expiration_time": 1762540128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "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) |
---|