Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1340539.1304 | 1367113.2816 | -26574.1511 | 9522020.2158 | 12563990.5427 | -3041970.327 |
Total P&L (%) | 1340.5391 | 1367.1133 | -26.5742 | 9522.0202 | 12563.9905 | -3041.9703 |
Avg Daily Profit (%) | 0.7229 | 0.7372 | -0.0143 | 0.2466 | 0.2614 | 0 |
Buy And Hold Return (%) | 7203.9249 | 7203.9249 | 7203.9249 | 7203.9249 | 7203.9249 | 7203.9249 |
Max Trade Drawdown | -54343 | -47270 | -96110 | -3236065 | -1919478 | -5338387 |
Profit Factor | 4.187 | 11.0951 | 0.9068 | 1.6462 | 3.9376 | 0.7092 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 39.7059 | 50 | 29.4118 | 39.7059 | 50 | 29.4118 |
Ratio Avg Win / Avg Loss | 6.358 | 11.0951 | 2.1764 | 2.4997 | 3.9376 | 1.702 |
Largest Winning Trade | 642370 | 642370 | 65519 | 5349451 | 5349451 | 2148631 |
Largest Losing Trade | -33345 | -20763 | -33345 | -1703661 | -1559352 | -1703661 |
Avg Bars in Trades | 102 | 108 | 96 | 102 | 108 | 96 |
Avg Bars in Winners | 166 | 172 | 158 | 166 | 172 | 158 |
Avg Bars in Losers | 59 | 44 | 70 | 59 | 44 | 70 |
Bars Traded | 6952 | 3680 | 3272 | 6952 | 3680 | 3272 |
Profit Streak | 0 | 204.5843 | 0 | 0 | 204.5843 | 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 | -263853 | -143251 | -588387 | -171895 | 300657 | -588387 |
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{ "first_band": { "type": "jma", "factors": { "length": 40, "offset": 120 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "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": [ [ 1340539.1304440075, 1367113.28158594, -26574.1511419329, 9522020.215783209, 12563990.542740783, -3041970.3269575774 ], [ 1340.53913, 1367.113282, -26.574151, 9522.020216, 12563.990543, -3041.970327 ], [ 0.722857, 0.737187, -0.01433, 0.24655, 0.261401, 0 ], [ 7203.924926, 7203.924926, 7203.924926, 7203.924926, 7203.924926, 7203.924926 ], [ -54343, -47270, -96110, -3236065, -1919478, -5338387 ], [ 4.187003, 11.095125, 0.906824, 1.646167, 3.937582, 0.709158 ], [ 68, 34, 34, 68, 34, 34 ], [ 27, 17, 10, 27, 17, 10 ], [ 41, 17, 24, 41, 17, 24 ], [ 39.705882, 50, 29.411765, 39.705882, 50, 29.411765 ], [ 6.358042, 11.095125, 2.176378, 2.499735, 3.937582, 1.701979 ], [ 642370, 642370, 65519, 5349451, 5349451, 2148631 ], [ -33345, -20763, -33345, -1703661, -1559352, -1703661 ], [ 102, 108, 96, 102, 108, 96 ], [ 166, 172, 158, 166, 172, 158 ], [ 59, 44, 70, 59, 44, 70 ], [ 6952, 3680, 3272, 6952, 3680, 3272 ], [ 0, 204.584317, 0, 0, 204.584317, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -263853, -143251, -588387, -171895, 300657, -588387 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7418, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757340084965, "expiration_time": 1762139664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 40, "offset": 120 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "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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