Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9960412.3231 | 9999210.8798 | -38798.5567 | 4217126.2626 | 7267133.3483 | -3050007.0858 |
Total P&L (%) | 9960.4123 | 9999.2109 | -38.7986 | 4217.1263 | 7267.1333 | -3050.0071 |
Avg Daily Profit (%) | 5.3328 | 5.3536 | -0.0208 | 0.2018 | 0.2305 | 0 |
Buy And Hold Return (%) | 5435.2132 | 5435.2132 | 5435.2132 | 5435.2132 | 5435.2132 | 5435.2132 |
Max Trade Drawdown | -226319 | -203838 | -63221 | -10783852 | -9087749 | -3221304 |
Profit Factor | 22.8614 | 30.6933 | 0.6736 | 1.24 | 1.5619 | 0.3422 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 46.6667 | 41.9355 | 44.2623 | 46.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 28.7884 | 35.0781 | 0.9327 | 1.5615 | 1.785 | 0.4739 |
Largest Winning Trade | 9509430 | 9509430 | 12958 | 11020355 | 11020355 | 515199 |
Largest Losing Trade | -58507 | -58507 | -20095 | -3510585 | -3510585 | -1102509 |
Avg Bars in Trades | 114 | 223 | 9 | 114 | 223 | 9 |
Avg Bars in Winners | 180 | 341 | 7 | 180 | 341 | 7 |
Avg Bars in Losers | 62 | 120 | 10 | 62 | 120 | 10 |
Bars Traded | 6991 | 6712 | 279 | 6991 | 6712 | 279 |
Profit Streak | 0 | 108.8978 | 0 | 0 | 108.8978 | 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 | -151764 | 566378 | -583676 | -325127 | -50607 | -583676 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7471, "evaluation_days": 1867.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598853600000, "last_datapoint_time": 1758477600000, "evaluation_time": 1758490369181, "expiration_time": 1763318808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 59, "offset": 22 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 4.23048 } } }
{ "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": [ [ 9960412.32309369, 9999210.879780883, -38798.5566871892, 4217126.262550093, 7267133.3483481705, -3050007.0857980805 ], [ 9960.412323, 9999.21088, -38.798557, 4217.126263, 7267.133348, -3050.007086 ], [ 5.33284, 5.353613, -0.020773, 0.201792, 0.230468, 0 ], [ 5435.213244, 5435.213244, 5435.213244, 5435.213244, 5435.213244, 5435.213244 ], [ -226319, -203838, -63221, -10783852, -9087749, -3221304 ], [ 22.861405, 30.693312, 0.673596, 1.240018, 1.5619, 0.342227 ], [ 61, 30, 31, 61, 30, 31 ], [ 27, 14, 13, 27, 14, 13 ], [ 34, 16, 18, 34, 16, 18 ], [ 44.262295, 46.666667, 41.935484, 44.262295, 46.666667, 41.935484 ], [ 28.788436, 35.078071, 0.932671, 1.561505, 1.785029, 0.473853 ], [ 9509430, 9509430, 12958, 11020355, 11020355, 515199 ], [ -58507, -58507, -20095, -3510585, -3510585, -1102509 ], [ 114, 223, 9, 114, 223, 9 ], [ 180, 341, 7, 180, 341, 7 ], [ 62, 120, 10, 62, 120, 10 ], [ 6991, 6712, 279, 6991, 6712, 279 ], [ 0, 108.897791, 0, 0, 108.897791, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151764, 566378, -583676, -325127, -50607, -583676 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7471, "evaluation_days": 1867.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598853600000, "last_datapoint_time": 1758477600000, "evaluation_time": 1758490369181, "expiration_time": 1763318808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 59, "offset": 22 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 4.23048 } } }
# | 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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