Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1844441.0653 | 1780993.8336 | 63447.2317 | 41951354.4895 | 41997023.3156 | -45668.8261 |
Total P&L (%) | 1844.4411 | 1780.9938 | 63.4472 | 41951.3545 | 41997.0233 | -45.6688 |
Avg Daily Profit (%) | 0.9941 | 0.9599 | 0.0342 | 0.3262 | 0.3262 | -0.0329 |
Buy And Hold Return (%) | 8276.0028 | 8276.0028 | 8276.0028 | 8276.0028 | 8276.0028 | 8276.0028 |
Max Trade Drawdown | -54640 | -41176 | -83313 | -8800134 | -6019095 | -7488457 |
Profit Factor | 6.957 | 14.8153 | 1.3511 | 2.4347 | 3.9609 | 0.997 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.0588 | 44.1176 | 50 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 7.8267 | 18.7661 | 1.3511 | 2.739 | 5.0172 | 0.997 |
Largest Winning Trade | 1029133 | 1029133 | 64821 | 15862964 | 15862964 | 9015469 |
Largest Losing Trade | -38437 | -25727 | -38437 | -7488457 | -6019095 | -7488457 |
Avg Bars in Trades | 152 | 157 | 147 | 152 | 157 | 147 |
Avg Bars in Winners | 244 | 292 | 202 | 244 | 292 | 202 |
Avg Bars in Losers | 70 | 51 | 92 | 70 | 51 | 92 |
Bars Traded | 10388 | 5370 | 5018 | 10388 | 5370 | 5018 |
Profit Streak | 0 | 218.4444 | 0 | 0 | 218.4444 | 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 | -258836 | -145275 | -312609 | -102453 | 487281 | -580795 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11132, "evaluation_days": 1855.33, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600344000000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757414392769, "expiration_time": 1762213824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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": [ [ 1844441.065284924, 1780993.8335673558, 63447.2317175684, 41951354.48949214, 41997023.31563826, -45668.8261461221 ], [ 1844.441065, 1780.993834, 63.447232, 41951.354489, 41997.023316, -45.668826 ], [ 0.994131, 0.959934, 0.034197, 0.326159, 0.326218, -0.032877 ], [ 8276.002764, 8276.002764, 8276.002764, 8276.002764, 8276.002764, 8276.002764 ], [ -54640, -41176, -83313, -8800134, -6019095, -7488457 ], [ 6.957047, 14.815337, 1.351101, 2.434659, 3.96093, 0.996967 ], [ 68, 34, 34, 68, 34, 34 ], [ 32, 15, 17, 32, 15, 17 ], [ 36, 19, 17, 36, 19, 17 ], [ 47.058824, 44.117647, 50, 47.058824, 44.117647, 50 ], [ 7.826678, 18.766094, 1.351101, 2.738992, 5.017178, 0.996967 ], [ 1029133, 1029133, 64821, 15862964, 15862964, 9015469 ], [ -38437, -25727, -38437, -7488457, -6019095, -7488457 ], [ 152, 157, 147, 152, 157, 147 ], [ 244, 292, 202, 244, 292, 202 ], [ 70, 51, 92, 70, 51, 92 ], [ 10388, 5370, 5018, 10388, 5370, 5018 ], [ 0, 218.444361, 0, 0, 218.444361, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -258836, -145275, -312609, -102453, 487281, -580795 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11132, "evaluation_days": 1855.33, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600344000000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757414392769, "expiration_time": 1762213824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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) |
---|