Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1974845.3716 | 85863.409 | -2060708.7806 | -10677338.1397 | -31194456.6856 | 20517118.5459 |
Total P&L (%) | -1974.8454 | 85.8634 | -2060.7088 | -10677.3381 | -31194.4567 | 20517.1185 |
Avg Daily Profit (%) | -1.0653 | 0.0463 | -1.1116 | 0 | 0 | 0.2879 |
Buy And Hold Return (%) | 4655.6283 | 4655.6283 | 4655.6283 | 4655.6283 | 4655.6283 | 4655.6283 |
Max Trade Drawdown | -2086233 | -107695 | -2105857 | -52678593 | -38369235 | -31233163 |
Profit Factor | 0.2341 | 1.3708 | 0.122 | 0.8834 | 0.3483 | 1.4692 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 59 | 31 | 28 | 38 | 15 | 23 |
Losing Trades | 26 | 12 | 14 | 47 | 28 | 19 |
Profitability (%) | 69.4118 | 72.093 | 66.6667 | 44.7059 | 34.8837 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.1032 | 0.5306 | 0.061 | 1.0927 | 0.6501 | 1.2137 |
Largest Winning Trade | 54169 | 54169 | 20469 | 20587313 | 4576329 | 20587313 |
Largest Losing Trade | -1325793 | -57749 | -1325793 | -26795131 | -14283803 | -26795131 |
Avg Bars in Trades | 84 | 84 | 85 | 84 | 84 | 85 |
Avg Bars in Winners | 36 | 45 | 27 | 63 | 51 | 71 |
Avg Bars in Losers | 193 | 184 | 200 | 101 | 101 | 101 |
Bars Traded | 7192 | 3620 | 3572 | 7192 | 3620 | 3572 |
Profit Streak | 35.2502 | 141.0002 | 0 | 0 | 0 | 87.0002 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577214 | -293678 | -578574 | -580943 | -586605 | 348019 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7415, "evaluation_days": 1853.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598983200000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757289616566, "expiration_time": 1762072920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 87, "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": [ [ -1974845.3716455346, 85863.4089536152, -2060708.7805991496, -10677338.1396594, -31194456.685587473, 20517118.54592806 ], [ -1974.845372, 85.863409, -2060.708781, -10677.33814, -31194.456686, 20517.118546 ], [ -1.065325, 0.046319, -1.111643, 0, 0, 0.287869 ], [ 4655.628269, 4655.628269, 4655.628269, 4655.628269, 4655.628269, 4655.628269 ], [ -2086233, -107695, -2105857, -52678593, -38369235, -31233163 ], [ 0.234122, 1.37076, 0.121963, 0.883428, 0.348278, 1.469182 ], [ 85, 43, 42, 85, 43, 42 ], [ 59, 31, 28, 38, 15, 23 ], [ 26, 12, 14, 47, 28, 19 ], [ 69.411765, 72.093023, 66.666667, 44.705882, 34.883721, 54.761905 ], [ 0.103172, 0.530617, 0.060982, 1.092661, 0.65012, 1.213672 ], [ 54169, 54169, 20469, 20587313, 4576329, 20587313 ], [ -1325793, -57749, -1325793, -26795131, -14283803, -26795131 ], [ 84, 84, 85, 84, 84, 85 ], [ 36, 45, 27, 63, 51, 71 ], [ 193, 184, 200, 101, 101, 101 ], [ 7192, 3620, 3572, 7192, 3620, 3572 ], [ 35.250192, 141.000192, 0, 0, 0, 87.000192 ], [ 1, 4, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577214, -293678, -578574, -580943, -586605, 348019 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7415, "evaluation_days": 1853.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598983200000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757289616566, "expiration_time": 1762072920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 87, "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) |
---|