Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1682584.1801 | 95066.0002 | -1777650.1803 | -2952892.1225 | -21911573.8276 | 18958681.7051 |
Total P&L (%) | -1682.5842 | 95.066 | -1777.6502 | -2952.8921 | -21911.5738 | 18958.6817 |
Avg Daily Profit (%) | -0.9045 | 0.0511 | -0.9556 | 0 | 0 | 0.2826 |
Buy And Hold Return (%) | 7768.1192 | 7768.1192 | 7768.1192 | 7768.1192 | 7768.1192 | 7768.1192 |
Max Trade Drawdown | -1774436 | -114017 | -1822587 | -28226525 | -23058249 | -10006703 |
Profit Factor | 0.2866 | 1.3182 | 0.137 | 0.9427 | 0.2991 | 1.9365 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 54 | 31 | 23 | 45 | 20 | 25 |
Losing Trades | 39 | 16 | 23 | 48 | 27 | 21 |
Profitability (%) | 58.0645 | 65.9574 | 50 | 48.3871 | 42.5532 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.207 | 0.6804 | 0.137 | 1.0055 | 0.4038 | 1.6267 |
Largest Winning Trade | 52815 | 52815 | 33179 | 24227081 | 2129572 | 24227081 |
Largest Losing Trade | -1168339 | -68179 | -1168339 | -9385975 | -9385975 | -8321800 |
Avg Bars in Trades | 116 | 109 | 124 | 116 | 109 | 124 |
Avg Bars in Winners | 58 | 64 | 50 | 97 | 85 | 106 |
Avg Bars in Losers | 197 | 195 | 198 | 135 | 126 | 146 |
Bars Traded | 10874 | 5139 | 5735 | 10874 | 5139 | 5735 |
Profit Streak | 35.6498 | 68.8164 | 0 | 0 | 0 | 220.8164 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578941 | -289211 | -580704 | -579490 | -583592 | 362927 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11162, "evaluation_days": 1860.33, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757849740772, "expiration_time": 1762658784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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": [ [ -1682584.1801301767, 95066.0002052245, -1777650.1803354013, -2952892.1224834207, -21911573.82756825, 18958681.705084827 ], [ -1682.58418, 95.066, -1777.65018, -2952.892122, -21911.573828, 18958.681705 ], [ -0.904455, 0.051102, -0.955556, 0, 0, 0.282612 ], [ 7768.119229, 7768.119229, 7768.119229, 7768.119229, 7768.119229, 7768.119229 ], [ -1774436, -114017, -1822587, -28226525, -23058249, -10006703 ], [ 0.286617, 1.318217, 0.137001, 0.942669, 0.299121, 1.936546 ], [ 93, 47, 46, 93, 47, 46 ], [ 54, 31, 23, 45, 20, 25 ], [ 39, 16, 23, 48, 27, 21 ], [ 58.064516, 65.957447, 50, 48.387097, 42.553191, 54.347826 ], [ 0.207001, 0.68037, 0.137001, 1.005514, 0.403814, 1.626699 ], [ 52815, 52815, 33179, 24227081, 2129572, 24227081 ], [ -1168339, -68179, -1168339, -9385975, -9385975, -8321800 ], [ 116, 109, 124, 116, 109, 124 ], [ 58, 64, 50, 97, 85, 106 ], [ 197, 195, 198, 135, 126, 146 ], [ 10874, 5139, 5735, 10874, 5139, 5735 ], [ 35.649777, 68.816444, 0, 0, 0, 220.816444 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578941, -289211, -580704, -579490, -583592, 362927 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11162, "evaluation_days": 1860.33, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757849740772, "expiration_time": 1762658784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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) |
---|