Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918242.8 | 939545.111 | -21302.311 | 6405047.3395 | 17238887.6728 | -10833840.3333 |
Total P&L (%) | 918.2428 | 939.5451 | -21.3023 | 6405.0473 | 17238.8877 | -10833.8403 |
Avg Daily Profit (%) | 0.4926 | 0.504 | -0.0114 | 0.2242 | 0.277 | 0 |
Buy And Hold Return (%) | 7640.624 | 7640.624 | 7640.624 | 7640.624 | 7640.624 | 7640.624 |
Max Trade Drawdown | -104229 | -62934 | -119066 | -11448146 | -2106684 | -13029539 |
Profit Factor | 2.7439 | 7.5859 | 0.9445 | 1.222 | 3.3752 | 0.4982 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 47.0588 | 50 | 44.186 | 47.0588 | 50 | 44.186 |
Ratio Avg Win / Avg Loss | 3.0869 | 7.5859 | 1.1931 | 1.3748 | 3.3752 | 0.6294 |
Largest Winning Trade | 320037 | 320037 | 62422 | 6540724 | 6540724 | 2136774 |
Largest Losing Trade | -42830 | -19660 | -42830 | -3839768 | -1056981 | -3839768 |
Avg Bars in Trades | 84 | 57 | 111 | 84 | 57 | 111 |
Avg Bars in Winners | 143 | 95 | 196 | 143 | 95 | 196 |
Avg Bars in Losers | 32 | 19 | 43 | 32 | 19 | 43 |
Bars Traded | 7205 | 2432 | 4773 | 7205 | 2432 | 4773 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150919 | -146569 | -581321 | -158842 | 360443 | -582988 |
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{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 19, "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": [ [ 918242.8000149241, 939545.111000096, -21302.3109851723, 6405047.3394818045, 17238887.672789555, -10833840.33330775 ], [ 918.2428, 939.545111, -21.302311, 6405.047339, 17238.887673, -10833.840333 ], [ 0.49262, 0.504048, -0.011428, 0.224241, 0.276967, 0 ], [ 7640.624015, 7640.624015, 7640.624015, 7640.624015, 7640.624015, 7640.624015 ], [ -104229, -62934, -119066, -11448146, -2106684, -13029539 ], [ 2.743915, 7.585865, 0.944508, 1.222017, 3.375242, 0.49824 ], [ 85, 42, 43, 85, 42, 43 ], [ 40, 21, 19, 40, 21, 19 ], [ 45, 21, 24, 45, 21, 24 ], [ 47.058824, 50, 44.186047, 47.058824, 50, 44.186047 ], [ 3.086904, 7.585865, 1.193063, 1.374769, 3.375242, 0.629356 ], [ 320037, 320037, 62422, 6540724, 6540724, 2136774 ], [ -42830, -19660, -42830, -3839768, -1056981, -3839768 ], [ 84, 57, 111, 84, 57, 111 ], [ 143, 95, 196, 143, 95, 196 ], [ 32, 19, 43, 32, 19, 43 ], [ 7205, 2432, 4773, 7205, 2432, 4773 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150919, -146569, -581321, -158842, 360443, -582988 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7456, "evaluation_days": 1864, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1597514400000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758154677889, "expiration_time": 1762985088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 19, "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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