Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387736.9009 | 1356618.0736 | 31118.8272 | 15066667.1437 | 13945458.4283 | 1121208.7154 |
Total P&L (%) | 1387.7369 | 1356.6181 | 31.1188 | 15066.6671 | 13945.4584 | 1121.2087 |
Avg Daily Profit (%) | 0.7487 | 0.7319 | 0.0168 | 0.2713 | 0.2671 | 0.1351 |
Buy And Hold Return (%) | 4849.6127 | 4849.6127 | 4849.6127 | 4849.6127 | 4849.6127 | 4849.6127 |
Max Trade Drawdown | -166628 | -97623 | -117497 | -4873248 | -2785645 | -4613077 |
Profit Factor | 3.6745 | 6.6299 | 1.112 | 1.9454 | 3.5356 | 1.1074 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 51.8072 | 53.6585 | 50 | 51.8072 | 53.6585 | 50 |
Ratio Avg Win / Avg Loss | 3.4181 | 5.7258 | 1.112 | 1.8097 | 3.0535 | 1.1074 |
Largest Winning Trade | 547479 | 547479 | 68432 | 4847482 | 4019188 | 4847482 |
Largest Losing Trade | -47710 | -47710 | -26472 | -3263309 | -1609939 | -3263309 |
Avg Bars in Trades | 130 | 130 | 129 | 130 | 130 | 129 |
Avg Bars in Winners | 183 | 189 | 176 | 183 | 189 | 176 |
Avg Bars in Losers | 72 | 62 | 82 | 72 | 62 | 82 |
Bars Traded | 10796 | 5357 | 5439 | 10796 | 5357 | 5439 |
Profit Streak | 0 | 156.1306 | 0 | 0 | 156.1306 | 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 | -147270 | -143191 | -433511 | 298171 | 489072 | -280341 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11121, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599120000000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757257687291, "expiration_time": 1762050672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 34, "offset": 106 } }, "second_band": { "type": "ema", "factors": { "length": 98, "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": [ [ 1387736.9008636468, 1356618.0736191273, 31118.8272445193, 15066667.143725991, 13945458.428310698, 1121208.7154152934 ], [ 1387.736901, 1356.618074, 31.118827, 15066.667144, 13945.458428, 1121.208715 ], [ 0.748712, 0.731922, 0.016789, 0.271297, 0.267142, 0.135102 ], [ 4849.612685, 4849.612685, 4849.612685, 4849.612685, 4849.612685, 4849.612685 ], [ -166628, -97623, -117497, -4873248, -2785645, -4613077 ], [ 3.674482, 6.629861, 1.111974, 1.945422, 3.535595, 1.107431 ], [ 83, 41, 42, 83, 41, 42 ], [ 43, 22, 21, 43, 22, 21 ], [ 40, 19, 21, 40, 19, 21 ], [ 51.807229, 53.658537, 50, 51.807229, 53.658537, 50 ], [ 3.418123, 5.725789, 1.111974, 1.809695, 3.053469, 1.107431 ], [ 547479, 547479, 68432, 4847482, 4019188, 4847482 ], [ -47710, -47710, -26472, -3263309, -1609939, -3263309 ], [ 130, 130, 129, 130, 130, 129 ], [ 183, 189, 176, 183, 189, 176 ], [ 72, 62, 82, 72, 62, 82 ], [ 10796, 5357, 5439, 10796, 5357, 5439 ], [ 0, 156.13064, 0, 0, 156.13064, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147270, -143191, -433511, 298171, 489072, -280341 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11121, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599120000000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757257687291, "expiration_time": 1762050672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 34, "offset": 106 } }, "second_band": { "type": "ema", "factors": { "length": 98, "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) |
---|