Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695610.859 | 1709079.8189 | -13468.9599 | 6728153.4463 | 15440316.0248 | -8712162.5785 |
Total P&L (%) | 1695.6109 | 1709.0798 | -13.469 | 6728.1534 | 15440.316 | -8712.1626 |
Avg Daily Profit (%) | 0.9074 | 0.9146 | -0.0072 | 0.2263 | 0.2704 | 0 |
Buy And Hold Return (%) | 6963.6399 | 6963.6399 | 6963.6399 | 6963.6399 | 6963.6399 | 6963.6399 |
Max Trade Drawdown | -80108 | -52291 | -109825 | -9802668 | -2437586 | -12115530 |
Profit Factor | 5.2133 | 11.7727 | 0.9448 | 1.2845 | 2.9247 | 0.4424 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Losing Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Profitability (%) | 45.7627 | 58.6207 | 33.3333 | 45.7627 | 58.6207 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.1788 | 8.3102 | 1.8895 | 1.5224 | 2.0645 | 0.8849 |
Largest Winning Trade | 1096325 | 1096325 | 63284 | 10210513 | 10210513 | 2062535 |
Largest Losing Trade | -36580 | -36580 | -35483 | -4530758 | -2244524 | -4530758 |
Avg Bars in Trades | 122 | 121 | 122 | 122 | 121 | 122 |
Avg Bars in Winners | 171 | 162 | 186 | 171 | 162 | 186 |
Avg Bars in Losers | 80 | 62 | 90 | 80 | 62 | 90 |
Bars Traded | 7198 | 3520 | 3678 | 7198 | 3520 | 3678 |
Profit Streak | 0 | 227.3011 | 0 | 0 | 227.3011 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -325714 | -141565 | -584529 | -337562 | 403276 | -587306 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7475, "evaluation_days": 1868.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600452000000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758590016870, "expiration_time": 1763407800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1695610.859022878, 1709079.8189268666, -13468.959903988, 6728153.4462825665, 15440316.024775928, -8712162.578493364 ], [ 1695.610859, 1709.079819, -13.46896, 6728.153446, 15440.316025, -8712.162578 ], [ 0.90735, 0.914558, -0.007207, 0.22627, 0.270386, 0 ], [ 6963.639866, 6963.639866, 6963.639866, 6963.639866, 6963.639866, 6963.639866 ], [ -80108, -52291, -109825, -9802668, -2437586, -12115530 ], [ 5.213332, 11.772744, 0.944752, 1.284515, 2.924658, 0.442438 ], [ 59, 29, 30, 59, 29, 30 ], [ 27, 17, 10, 27, 17, 10 ], [ 32, 12, 20, 32, 12, 20 ], [ 45.762712, 58.62069, 33.333333, 45.762712, 58.62069, 33.333333 ], [ 6.178764, 8.310172, 1.889504, 1.522388, 2.064465, 0.884877 ], [ 1096325, 1096325, 63284, 10210513, 10210513, 2062535 ], [ -36580, -36580, -35483, -4530758, -2244524, -4530758 ], [ 122, 121, 122, 122, 121, 122 ], [ 171, 162, 186, 171, 162, 186 ], [ 80, 62, 90, 80, 62, 90 ], [ 7198, 3520, 3678, 7198, 3520, 3678 ], [ 0, 227.301121, 0, 0, 227.301121, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -325714, -141565, -584529, -337562, 403276, -587306 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7475, "evaluation_days": 1868.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600452000000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758590016870, "expiration_time": 1763407800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|