Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126756.7395 | 97635.5917 | 29121.1478 | 117687.5403 | 131220.6871 | -13533.1468 |
Total P&L (%) | 126.7567 | 97.6356 | 29.1211 | 117.6875 | 131.2207 | -13.5331 |
Avg Daily Profit (%) | 0.2434 | 0.1875 | 0.0559 | 0.1495 | 0.1611 | -0.0279 |
Buy And Hold Return (%) | 19.234 | 19.234 | 19.234 | 19.234 | 19.234 | 19.234 |
Max Trade Drawdown | -72987 | -53803 | -67101 | -93299 | -62487 | -78209 |
Profit Factor | 1.1458 | 1.2298 | 1.0655 | 1.0902 | 1.2101 | 0.9801 |
Total Trades | 605 | 303 | 302 | 605 | 303 | 302 |
Winning Trades | 298 | 155 | 143 | 298 | 155 | 143 |
Losing Trades | 307 | 148 | 159 | 307 | 148 | 159 |
Profitability (%) | 49.2562 | 51.1551 | 47.351 | 49.2562 | 51.1551 | 47.351 |
Ratio Avg Win / Avg Loss | 1.1804 | 1.1743 | 1.1847 | 1.1231 | 1.1555 | 1.0898 |
Largest Winning Trade | 20792 | 20792 | 18344 | 25256 | 23699 | 25256 |
Largest Losing Trade | -14207 | -14207 | -11190 | -18231 | -15242 | -18231 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 24882 | 12457 | 12425 | 24882 | 12457 | 12425 |
Profit Streak | 1.3008 | 5.5924 | 0 | 1.3008 | 5.5924 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52842 | 291299 | -277459 | -115819 | 320757 | -579686 |
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712437200000, "first_datapoint_time": 1712561400000, "last_datapoint_time": 1757435400000, "evaluation_time": 1757436186897, "expiration_time": 1763915400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04055, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 126756.7395327532, 97635.5916961239, 29121.1478366294, 117687.540278835, 131220.6870640751, -13533.1467852401 ], [ 126.75674, 97.635592, 29.121148, 117.68754, 131.220687, -13.533147 ], [ 0.243374, 0.187462, 0.055913, 0.149468, 0.161065, -0.027915 ], [ 19.233972, 19.233972, 19.233972, 19.233972, 19.233972, 19.233972 ], [ -72987, -53803, -67101, -93299, -62487, -78209 ], [ 1.145766, 1.229812, 1.065479, 1.09017, 1.210145, 0.98012 ], [ 605, 303, 302, 605, 303, 302 ], [ 298, 155, 143, 298, 155, 143 ], [ 307, 148, 159, 307, 148, 159 ], [ 49.256198, 51.155116, 47.350993, 49.256198, 51.155116, 47.350993 ], [ 1.18037, 1.174272, 1.184694, 1.123095, 1.155493, 1.089784 ], [ 20792, 20792, 18344, 25256, 23699, 25256 ], [ -14207, -14207, -11190, -18231, -15242, -18231 ], [ 41, 41, 41, 41, 41, 41 ], [ 41, 41, 41, 41, 41, 41 ], [ 41, 41, 41, 41, 41, 41 ], [ 24882, 12457, 12425, 24882, 12457, 12425 ], [ 1.300774, 5.592441, 0, 1.300774, 5.592441, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52842, 291299, -277459, -115819, 320757, -579686 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712437200000, "first_datapoint_time": 1712561400000, "last_datapoint_time": 1757435400000, "evaluation_time": 1757436186897, "expiration_time": 1763915400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04055, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|