Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372102.413 | 1325533.2354 | 46569.1776 | 17534226.3626 | 13047089.6697 | 4487136.6929 |
Total P&L (%) | 1372.1024 | 1325.5332 | 46.5692 | 17534.2264 | 13047.0897 | 4487.1367 |
Avg Daily Profit (%) | 0.7391 | 0.714 | 0.0251 | 0.279 | 0.2631 | 0.2063 |
Buy And Hold Return (%) | 6302.1979 | 6302.1979 | 6302.1979 | 6302.1979 | 6302.1979 | 6302.1979 |
Max Trade Drawdown | -141119 | -104704 | -87288 | -4562131 | -2546081 | -3688817 |
Profit Factor | 3.9709 | 7.5052 | 1.1804 | 2.2743 | 3.8623 | 1.4876 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 3.2902 | 6.6222 | 0.9181 | 1.8844 | 3.4079 | 1.157 |
Largest Winning Trade | 430850 | 430850 | 65498 | 4898502 | 2733000 | 4898502 |
Largest Losing Trade | -44850 | -44850 | -35230 | -3337133 | -1453658 | -3337133 |
Avg Bars in Trades | 168 | 178 | 158 | 168 | 178 | 158 |
Avg Bars in Winners | 234 | 272 | 199 | 234 | 272 | 199 |
Avg Bars in Losers | 89 | 72 | 106 | 89 | 72 | 106 |
Bars Traded | 10794 | 5720 | 5074 | 10794 | 5720 | 5074 |
Profit Streak | 0 | 158.0129 | 0 | 0 | 158.0129 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -288984 | -143481 | -348062 | -133154 | 376379 | -155678 |
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 58, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 178, "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": [ [ 1372102.4129503493, 1325533.2353873625, 46569.1775629867, 17534226.362563413, 13047089.669681877, 4487136.692881539 ], [ 1372.102413, 1325.533235, 46.569178, 17534.226363, 13047.08967, 4487.136693 ], [ 0.73908, 0.713996, 0.025084, 0.279, 0.26314, 0.206291 ], [ 6302.19793, 6302.19793, 6302.19793, 6302.19793, 6302.19793, 6302.19793 ], [ -141119, -104704, -87288, -4562131, -2546081, -3688817 ], [ 3.970943, 7.505176, 1.180448, 2.274269, 3.862298, 1.487628 ], [ 64, 32, 32, 64, 32, 32 ], [ 35, 17, 18, 35, 17, 18 ], [ 29, 15, 14, 29, 15, 14 ], [ 54.6875, 53.125, 56.25, 54.6875, 53.125, 56.25 ], [ 3.29021, 6.622214, 0.918127, 1.884394, 3.40791, 1.157044 ], [ 430850, 430850, 65498, 4898502, 2733000, 4898502 ], [ -44850, -44850, -35230, -3337133, -1453658, -3337133 ], [ 168, 178, 158, 168, 178, 158 ], [ 234, 272, 199, 234, 272, 199 ], [ 89, 72, 106, 89, 72, 106 ], [ 10794, 5720, 5074, 10794, 5720, 5074 ], [ 0, 158.012906, 0, 0, 158.012906, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -288984, -143481, -348062, -133154, 376379, -155678 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11139, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599667200000, "last_datapoint_time": 1757505600000, "evaluation_time": 1757506715076, "expiration_time": 1762317648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 58, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 178, "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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