Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1443141.1646 | 1407993.6436 | 35147.521 | 15266559.1821 | 15305273.4569 | -38714.2748 |
Total P&L (%) | 1443.1412 | 1407.9936 | 35.1475 | 15266.5592 | 15305.2735 | -38.7143 |
Avg Daily Profit (%) | 0.7756 | 0.7567 | 0.0189 | 0.2709 | 0.2711 | -0.0263 |
Buy And Hold Return (%) | 5306.9652 | 5306.9652 | 5306.9652 | 5306.9652 | 5306.9652 | 5306.9652 |
Max Trade Drawdown | -140029 | -130058 | -88209 | -11237686 | -7048730 | -8083179 |
Profit Factor | 3.5087 | 6.0072 | 1.1195 | 1.4181 | 1.9096 | 0.998 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 48.4848 | 46.9388 | 50 | 48.4848 | 46.9388 | 50 |
Ratio Avg Win / Avg Loss | 3.728 | 6.7907 | 1.1195 | 1.5068 | 2.1587 | 0.998 |
Largest Winning Trade | 605803 | 605803 | 65574 | 6207454 | 6207454 | 5581101 |
Largest Losing Trade | -48984 | -48984 | -32300 | -6265199 | -2743568 | -6265199 |
Avg Bars in Trades | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Winners | 104 | 110 | 98 | 104 | 110 | 98 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 7196 | 3657 | 3539 | 7196 | 3657 | 3539 |
Profit Streak | 0 | 161.0601 | 0 | 0 | 161.0601 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146444 | -144582 | -602507 | 252531 | 321415 | -760833 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7443, "evaluation_days": 1860.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598940000000, "last_datapoint_time": 1757872800000, "evaluation_time": 1757877989574, "expiration_time": 1762695864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 61, "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": [ [ 1443141.164589882, 1407993.6436332378, 35147.5209566437, 15266559.18211278, 15305273.456921054, -38714.2748082769 ], [ 1443.141165, 1407.993644, 35.147521, 15266.559182, 15305.273457, -38.714275 ], [ 0.77557, 0.756681, 0.018889, 0.270944, 0.27108, -0.02631 ], [ 5306.965174, 5306.965174, 5306.965174, 5306.965174, 5306.965174, 5306.965174 ], [ -140029, -130058, -88209, -11237686, -7048730, -8083179 ], [ 3.508673, 6.0072, 1.119522, 1.418141, 1.909635, 0.998033 ], [ 99, 49, 50, 99, 49, 50 ], [ 48, 23, 25, 48, 23, 25 ], [ 51, 26, 25, 51, 26, 25 ], [ 48.484848, 46.938776, 50, 48.484848, 46.938776, 50 ], [ 3.727965, 6.790748, 1.119522, 1.506774, 2.158718, 0.998033 ], [ 605803, 605803, 65574, 6207454, 6207454, 5581101 ], [ -48984, -48984, -32300, -6265199, -2743568, -6265199 ], [ 72, 74, 70, 72, 74, 70 ], [ 104, 110, 98, 104, 110, 98 ], [ 42, 42, 43, 42, 42, 43 ], [ 7196, 3657, 3539, 7196, 3657, 3539 ], [ 0, 161.060064, 0, 0, 161.060065, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146444, -144582, -602507, 252531, 321415, -760833 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7443, "evaluation_days": 1860.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598940000000, "last_datapoint_time": 1757872800000, "evaluation_time": 1757877989574, "expiration_time": 1762695864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 61, "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) |
---|