Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2808459.4901 | 76135.4603 | -2884594.9504 | 23713921.0925 | -14673432.959 | 38387354.0515 |
Total P&L (%) | -2808.4595 | 76.1355 | -2884.595 | 23713.9211 | -14673.433 | 38387.3541 |
Avg Daily Profit (%) | -1.5109 | 0.041 | -1.5519 | 0.2949 | 0 | 0.3208 |
Buy And Hold Return (%) | 5514.9458 | 5514.9458 | 5514.9458 | 5514.9458 | 5514.9458 | 5514.9458 |
Max Trade Drawdown | -2900286 | -57415 | -2929918 | -102018780 | -30951801 | -89854441 |
Profit Factor | 0.1808 | 1.5501 | 0.1232 | 1.1336 | 0.6752 | 1.29 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 24 | 25 | 53 | 25 | 28 |
Losing Trades | 40 | 21 | 19 | 36 | 20 | 16 |
Profitability (%) | 55.0562 | 53.3333 | 56.8182 | 59.5506 | 55.5556 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.1476 | 1.3564 | 0.0936 | 0.77 | 0.5402 | 0.7372 |
Largest Winning Trade | 58617 | 37470 | 58617 | 33433372 | 5226573 | 33433372 |
Largest Losing Trade | -1967637 | -16480 | -1967637 | -89136498 | -12169888 | -89136498 |
Avg Bars in Trades | 78 | 14 | 143 | 78 | 14 | 143 |
Avg Bars in Winners | 52 | 13 | 88 | 70 | 15 | 119 |
Avg Bars in Losers | 111 | 16 | 216 | 90 | 14 | 186 |
Bars Traded | 6999 | 667 | 6332 | 6999 | 667 | 6332 |
Profit Streak | 35.143 | 206.893 | 0 | 35.143 | 206.893 | 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 | -579342 | -300221 | -579835 | -66349 | -578354 | 332142 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7435, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598853600000, "last_datapoint_time": 1757700000000, "evaluation_time": 1757712355912, "expiration_time": 1762517880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 81, "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": [ [ -2808459.490092155, 76135.4603483983, -2884594.9504405544, 23713921.09252343, -14673432.958951792, 38387354.051475205 ], [ -2808.45949, 76.13546, -2884.59495, 23713.921093, -14673.432959, 38387.354051 ], [ -1.51094, 0.040961, -1.5519, 0.294871, 0, 0.320778 ], [ 5514.945754, 5514.945754, 5514.945754, 5514.945754, 5514.945754, 5514.945754 ], [ -2900286, -57415, -2929918, -102018780, -30951801, -89854441 ], [ 0.180811, 1.550114, 0.123209, 1.133576, 0.675212, 1.290039 ], [ 89, 45, 44, 89, 45, 44 ], [ 49, 24, 25, 53, 25, 28 ], [ 40, 21, 19, 36, 20, 16 ], [ 55.05618, 53.333333, 56.818182, 59.550562, 55.555556, 63.636364 ], [ 0.147601, 1.35635, 0.093638, 0.769976, 0.54017, 0.737165 ], [ 58617, 37470, 58617, 33433372, 5226573, 33433372 ], [ -1967637, -16480, -1967637, -89136498, -12169888, -89136498 ], [ 78, 14, 143, 78, 14, 143 ], [ 52, 13, 88, 70, 15, 119 ], [ 111, 16, 216, 90, 14, 186 ], [ 6999, 667, 6332, 6999, 667, 6332 ], [ 35.143008, 206.893008, 0, 35.143008, 206.893008, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579342, -300221, -579835, -66349, -578354, 332142 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7435, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598853600000, "last_datapoint_time": 1757700000000, "evaluation_time": 1757712355912, "expiration_time": 1762517880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 81, "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) |
---|