Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435659.6981 | 1394318.7305 | 41340.9675 | 30909219.4067 | 36707762.4308 | -5798543.024 |
Total P&L (%) | 1435.6597 | 1394.3187 | 41.341 | 30909.2194 | 36707.7624 | -5798.543 |
Avg Daily Profit (%) | 0.7699 | 0.7477 | 0.0222 | 0.3081 | 0.3173 | 0 |
Buy And Hold Return (%) | 9262.4161 | 9262.4161 | 9262.4161 | 9262.4161 | 9262.4161 | 9262.4161 |
Max Trade Drawdown | -65221 | -40937 | -75753 | -17290241 | -8480933 | -12483026 |
Profit Factor | 4.7716 | 10.1445 | 1.1812 | 1.6588 | 3.054 | 0.8004 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 43.9394 | 51.5152 | 36.3636 | 43.9394 | 51.5152 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.0879 | 9.5477 | 2.0671 | 2.1164 | 2.8744 | 1.4006 |
Largest Winning Trade | 477380 | 477380 | 61413 | 19281352 | 19281352 | 7400054 |
Largest Losing Trade | -31790 | -31790 | -28104 | -7748745 | -7748745 | -7731705 |
Avg Bars in Trades | 105 | 110 | 100 | 105 | 110 | 100 |
Avg Bars in Winners | 178 | 186 | 168 | 178 | 186 | 168 |
Avg Bars in Losers | 47 | 29 | 61 | 47 | 29 | 61 |
Bars Traded | 6962 | 3643 | 3319 | 6962 | 3643 | 3319 |
Profit Streak | 0 | 76.0858 | 0 | 0 | 76.0858 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -276376 | -143800 | -354470 | -121842 | 480576 | -584439 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7459, "evaluation_days": 1864.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1601920800000, "last_datapoint_time": 1758218400000, "evaluation_time": 1758225809821, "expiration_time": 1763051832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 21, "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": [ [ 1435659.6980579912, 1394318.7305089778, 41340.9675490133, 30909219.40673784, 36707762.430767186, -5798543.024029351 ], [ 1435.659698, 1394.318731, 41.340968, 30909.219407, 36707.762431, -5798.543024 ], [ 0.769894, 0.747724, 0.02217, 0.308122, 0.317344, 0 ], [ 9262.416107, 9262.416107, 9262.416107, 9262.416107, 9262.416107, 9262.416107 ], [ -65221, -40937, -75753, -17290241, -8480933, -12483026 ], [ 4.771575, 10.144477, 1.18118, 1.658799, 3.053997, 0.800368 ], [ 66, 33, 33, 66, 33, 33 ], [ 29, 17, 12, 29, 17, 12 ], [ 37, 16, 21, 37, 16, 21 ], [ 43.939394, 51.515152, 36.363636, 43.939394, 51.515152, 36.363636 ], [ 6.087871, 9.547743, 2.067065, 2.116399, 2.87435, 1.400644 ], [ 477380, 477380, 61413, 19281352, 19281352, 7400054 ], [ -31790, -31790, -28104, -7748745, -7748745, -7731705 ], [ 105, 110, 100, 105, 110, 100 ], [ 178, 186, 168, 178, 186, 168 ], [ 47, 29, 61, 47, 29, 61 ], [ 6962, 3643, 3319, 6962, 3643, 3319 ], [ 0, 76.085762, 0, 0, 76.085762, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -276376, -143800, -354470, -121842, 480576, -584439 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7459, "evaluation_days": 1864.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1601920800000, "last_datapoint_time": 1758218400000, "evaluation_time": 1758225809821, "expiration_time": 1763051832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 21, "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) |
---|