Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2324959.769 | 184802.1077 | -2509761.8766 | -1067456.6822 | -30153885.2004 | 29086428.5181 |
Total P&L (%) | -2324.9598 | 184.8021 | -2509.7619 | -1067.4567 | -30153.8852 | 29086.4285 |
Avg Daily Profit (%) | -1.2544 | 0.0997 | -1.3541 | 0 | 0 | 0.3067 |
Buy And Hold Return (%) | 4892.7549 | 4892.7549 | 4892.7549 | 4892.7549 | 4892.7549 | 4892.7549 |
Max Trade Drawdown | -2455294 | -101387 | -2552866 | -60370747 | -42387615 | -41769266 |
Profit Factor | 0.2612 | 1.8159 | 0.1406 | 0.9917 | 0.4808 | 1.4091 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 54 | 27 | 27 | 45 | 17 | 28 |
Losing Trades | 37 | 19 | 18 | 46 | 29 | 17 |
Profitability (%) | 59.3407 | 58.6957 | 60 | 49.4505 | 36.9565 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.179 | 1.2778 | 0.0938 | 1.0138 | 0.8202 | 0.8555 |
Largest Winning Trade | 66168 | 66168 | 54053 | 50302135 | 9089177 | 50302135 |
Largest Losing Trade | -2090686 | -60369 | -2090686 | -32202044 | -20202298 | -32202044 |
Avg Bars in Trades | 79 | 76 | 81 | 79 | 76 | 81 |
Avg Bars in Winners | 43 | 47 | 38 | 72 | 77 | 69 |
Avg Bars in Losers | 131 | 117 | 145 | 85 | 75 | 101 |
Bars Traded | 7197 | 3523 | 3673 | 7197 | 3523 | 3673 |
Profit Streak | 36.3123 | 68.0623 | 0 | 0 | 0 | 158.5623 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578780 | -221552 | -579415 | -579082 | -585776 | 358040 |
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{ "first_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 89, "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": [ [ -2324959.768954725, 184802.1076557398, -2509761.8766104644, -1067456.6822212772, -30153885.200365074, 29086428.51814378 ], [ -2324.959769, 184.802108, -2509.761877, -1067.456682, -30153.8852, 29086.428518 ], [ -1.254362, 0.099704, -1.354066, 0, 0, 0.306716 ], [ 4892.754869, 4892.754869, 4892.754869, 4892.754869, 4892.754869, 4892.754869 ], [ -2455294, -101387, -2552866, -60370747, -42387615, -41769266 ], [ 0.261212, 1.815887, 0.140636, 0.991737, 0.480818, 1.409103 ], [ 91, 46, 45, 91, 46, 45 ], [ 54, 27, 27, 45, 17, 28 ], [ 37, 19, 18, 46, 29, 17 ], [ 59.340659, 58.695652, 60, 49.450549, 36.956522, 62.222222 ], [ 0.178979, 1.277846, 0.093757, 1.013775, 0.820219, 0.855527 ], [ 66168, 66168, 54053, 50302135, 9089177, 50302135 ], [ -2090686, -60369, -2090686, -32202044, -20202298, -32202044 ], [ 79, 76, 81, 79, 76, 81 ], [ 43, 47, 38, 72, 77, 69 ], [ 131, 117, 145, 85, 75, 101 ], [ 7197, 3523, 3673, 7197, 3523, 3673 ], [ 36.312279, 68.062279, 0, 0, 0, 158.562279 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578780, -221552, -579415, -579082, -585776, 358040 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7414, "evaluation_days": 1853.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599026400000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757251780897, "expiration_time": 1762050672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 89, "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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