Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400329.123 | 1397104.6108 | 3224.5122 | 12197473.3857 | 15559337.0958 | -3361863.7101 |
Total P&L (%) | 1400.3291 | 1397.1046 | 3.2245 | 12197.4734 | 15559.3371 | -3361.8637 |
Avg Daily Profit (%) | 0.753 | 0.7513 | 0.0017 | 0.2591 | 0.2721 | 0 |
Buy And Hold Return (%) | 6791.6314 | 6791.6314 | 6791.6314 | 6791.6314 | 6791.6314 | 6791.6314 |
Max Trade Drawdown | -145510 | -59124 | -95512 | -4253984 | -2161415 | -5092698 |
Profit Factor | 3.6734 | 6.7662 | 1.0115 | 1.6873 | 3.4806 | 0.707 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 54.6512 | 58.1395 | 51.1628 | 54.6512 | 58.1395 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.0481 | 4.8717 | 0.9655 | 1.4001 | 2.506 | 0.6749 |
Largest Winning Trade | 776206 | 776206 | 63103 | 6490913 | 6490913 | 3254938 |
Largest Losing Trade | -41226 | -41226 | -34534 | -3224498 | -2161415 | -3224498 |
Avg Bars in Trades | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Winners | 73 | 77 | 69 | 73 | 77 | 69 |
Avg Bars in Losers | 44 | 38 | 49 | 44 | 38 | 49 |
Bars Traded | 5193 | 2626 | 2567 | 5193 | 2626 | 2567 |
Profit Streak | 0 | 221.5951 | 0 | 0 | 221.5951 | 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 | -145358 | -142419 | -565665 | 115630 | 447934 | -580576 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5579, "evaluation_days": 1859.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1599753600000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757773018738, "expiration_time": 1762570656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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": [ [ 1400329.1229696532, 1397104.6108055033, 3224.5121641498, 12197473.38574126, 15559337.095801752, -3361863.710060497 ], [ 1400.329123, 1397.104611, 3.224512, 12197.473386, 15559.337096, -3361.86371 ], [ 0.752999, 0.751265, 0.001734, 0.25909, 0.27212, 0 ], [ 6791.631426, 6791.631426, 6791.631426, 6791.631426, 6791.631426, 6791.631426 ], [ -145510, -59124, -95512, -4253984, -2161415, -5092698 ], [ 3.673377, 6.766189, 1.011454, 1.68732, 3.480583, 0.707001 ], [ 86, 43, 43, 86, 43, 43 ], [ 47, 25, 22, 47, 25, 22 ], [ 39, 18, 21, 39, 18, 21 ], [ 54.651163, 58.139535, 51.162791, 54.651163, 58.139535, 51.162791 ], [ 3.048121, 4.871656, 0.965479, 1.400116, 2.50602, 0.674865 ], [ 776206, 776206, 63103, 6490913, 6490913, 3254938 ], [ -41226, -41226, -34534, -3224498, -2161415, -3224498 ], [ 60, 61, 59, 60, 61, 59 ], [ 73, 77, 69, 73, 77, 69 ], [ 44, 38, 49, 44, 38, 49 ], [ 5193, 2626, 2567, 5193, 2626, 2567 ], [ 0, 221.595124, 0, 0, 221.595124, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145358, -142419, -565665, 115630, 447934, -580576 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5579, "evaluation_days": 1859.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1599753600000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757773018738, "expiration_time": 1762570656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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) |
---|