Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442976.3879 | 1429403.332 | 13573.0559 | 20175634.885 | 19916670.1807 | 258964.7043 |
Total P&L (%) | 1442.9764 | 1429.4033 | 13.5731 | 20175.6349 | 19916.6702 | 258.9647 |
Avg Daily Profit (%) | 0.775 | 0.7677 | 0.0073 | 0.2857 | 0.285 | 0.0687 |
Buy And Hold Return (%) | 7479.4543 | 7479.4543 | 7479.4543 | 7479.4543 | 7479.4543 | 7479.4543 |
Max Trade Drawdown | -167818 | -102118 | -81037 | -7002359 | -3951276 | -7002359 |
Profit Factor | 4.0071 | 8.8226 | 1.0457 | 1.8607 | 3.9852 | 1.0154 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 56.9444 | 63.8889 | 50 | 56.9444 | 63.8889 | 50 |
Ratio Avg Win / Avg Loss | 3.0297 | 4.9867 | 1.0457 | 1.4069 | 2.2525 | 1.0154 |
Largest Winning Trade | 635977 | 635977 | 69825 | 5402253 | 5402253 | 4263833 |
Largest Losing Trade | -56783 | -56783 | -40599 | -7002359 | -2273036 | -7002359 |
Avg Bars in Trades | 97 | 98 | 95 | 97 | 98 | 95 |
Avg Bars in Winners | 130 | 125 | 135 | 130 | 125 | 135 |
Avg Bars in Losers | 53 | 49 | 55 | 53 | 49 | 55 |
Bars Traded | 6986 | 3544 | 3442 | 6986 | 3544 | 3442 |
Profit Streak | 0 | 170.7451 | 0 | 0 | 170.7451 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -228358 | -141178 | -519145 | -74789 | 561073 | -470576 |
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 55 } }, "second_band": { "type": "ema", "factors": { "length": 158, "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": [ [ 1442976.3878534946, 1429403.3319665676, 13573.0558869271, 20175634.885005694, 19916670.180673674, 258964.7043320201 ], [ 1442.976388, 1429.403332, 13.573056, 20175.634885, 19916.670181, 258.964704 ], [ 0.77496, 0.767671, 0.00729, 0.285692, 0.285, 0.068662 ], [ 7479.454254, 7479.454254, 7479.454254, 7479.454254, 7479.454254, 7479.454254 ], [ -167818, -102118, -81037, -7002359, -3951276, -7002359 ], [ 4.007081, 8.822558, 1.04568, 1.860697, 3.985208, 1.015443 ], [ 72, 36, 36, 72, 36, 36 ], [ 41, 23, 18, 41, 23, 18 ], [ 31, 13, 18, 31, 13, 18 ], [ 56.944444, 63.888889, 50, 56.944444, 63.888889, 50 ], [ 3.029744, 4.986663, 1.04568, 1.406868, 2.252509, 1.015443 ], [ 635977, 635977, 69825, 5402253, 5402253, 4263833 ], [ -56783, -56783, -40599, -7002359, -2273036, -7002359 ], [ 97, 98, 95, 97, 98, 95 ], [ 130, 125, 135, 130, 125, 135 ], [ 53, 49, 55, 53, 49, 55 ], [ 6986, 3544, 3442, 6986, 3544, 3442 ], [ 0, 170.745123, 0, 0, 170.745123, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -228358, -141178, -519145, -74789, 561073, -470576 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7448, "evaluation_days": 1862, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600516800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758001978605, "expiration_time": 1762807104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 55 } }, "second_band": { "type": "ema", "factors": { "length": 158, "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) |
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