Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1598339.3444 | 1485085.3003 | 113254.0441 | 85401607.9367 | 92189764.2861 | -6788156.3494 |
Total P&L (%) | 1598.3393 | 1485.0853 | 113.254 | 85401.6079 | 92189.7643 | -6788.1563 |
Avg Daily Profit (%) | 0.8576 | 0.7968 | 0.0608 | 0.3629 | 0.367 | 0 |
Buy And Hold Return (%) | 9418.6029 | 9418.6029 | 9418.6029 | 9418.6029 | 9418.6029 | 9418.6029 |
Max Trade Drawdown | -52407 | -30157 | -79598 | -17664961 | -13927262 | -34146919 |
Profit Factor | 5.0146 | 13.237 | 1.4092 | 2.0046 | 4.3007 | 0.8811 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 57.5758 | 57.1429 | 58 | 57.5758 | 57.1429 | 58 |
Ratio Avg Win / Avg Loss | 3.695 | 9.9278 | 1.0205 | 1.4771 | 3.2255 | 0.638 |
Largest Winning Trade | 605027 | 605027 | 61101 | 43632893 | 43632893 | 14894425 |
Largest Losing Trade | -50909 | -24114 | -50909 | -13392900 | -13392900 | -9839424 |
Avg Bars in Trades | 72 | 73 | 72 | 72 | 73 | 72 |
Avg Bars in Winners | 85 | 92 | 78 | 85 | 92 | 78 |
Avg Bars in Losers | 55 | 47 | 63 | 55 | 47 | 63 |
Bars Traded | 7214 | 3588 | 3626 | 7214 | 3588 | 3626 |
Profit Streak | 23.7148 | 0 | 24.2148 | 23.7148 | 0 | 24.2148 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142965 | -143088 | -455284 | 501079 | 639700 | -759251 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7455, "evaluation_days": 1863.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600236000000, "last_datapoint_time": 1758132000000, "evaluation_time": 1758150562624, "expiration_time": 1762962840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 113 } }, "second_band": { "type": "linreg", "factors": { "length": 145, "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": [ [ 1598339.3443843375, 1485085.3003184437, 113254.0440658931, 85401607.93674108, 92189764.2861407, -6788156.349399619 ], [ 1598.339344, 1485.0853, 113.254044, 85401.607937, 92189.764286, -6788.156349 ], [ 0.857593, 0.796826, 0.060767, 0.36289, 0.367004, 0 ], [ 9418.602944, 9418.602944, 9418.602944, 9418.602944, 9418.602944, 9418.602944 ], [ -52407, -30157, -79598, -17664961, -13927262, -34146919 ], [ 5.01463, 13.237031, 1.409201, 2.00457, 4.30073, 0.881083 ], [ 99, 49, 50, 99, 49, 50 ], [ 57, 28, 29, 57, 28, 29 ], [ 42, 21, 21, 42, 21, 21 ], [ 57.575758, 57.142857, 58, 57.575758, 57.142857, 58 ], [ 3.694991, 9.927773, 1.020456, 1.477052, 3.225547, 0.638025 ], [ 605027, 605027, 61101, 43632893, 43632893, 14894425 ], [ -50909, -24114, -50909, -13392900, -13392900, -9839424 ], [ 72, 73, 72, 72, 73, 72 ], [ 85, 92, 78, 85, 92, 78 ], [ 55, 47, 63, 55, 47, 63 ], [ 7214, 3588, 3626, 7214, 3588, 3626 ], [ 23.714845, 0, 24.214845, 23.714845, 0, 24.214845 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142965, -143088, -455284, 501079, 639700, -759251 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7455, "evaluation_days": 1863.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600236000000, "last_datapoint_time": 1758132000000, "evaluation_time": 1758150562624, "expiration_time": 1762962840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 113 } }, "second_band": { "type": "linreg", "factors": { "length": 145, "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) |
---|