Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438022.4552 | 1319417.7341 | 118604.7211 | 101112172.6196 | 96520714.7168 | 4591457.9028 |
Total P&L (%) | 1438.0225 | 1319.4177 | 118.6047 | 101112.1726 | 96520.7147 | 4591.4579 |
Avg Daily Profit (%) | 0.7742 | 0.7104 | 0.0639 | 0.3733 | 0.3708 | 0.2074 |
Buy And Hold Return (%) | 6967.2609 | 6967.2609 | 6967.2609 | 6967.2609 | 6967.2609 | 6967.2609 |
Max Trade Drawdown | -74064 | -65266 | -115740 | -36257508 | -21994425 | -33045382 |
Profit Factor | 3.3535 | 6.4139 | 1.3229 | 1.7669 | 2.7742 | 1.0593 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 55.3719 | 58.3333 | 52.459 | 55.3719 | 58.3333 | 52.459 |
Ratio Avg Win / Avg Loss | 2.7028 | 4.5814 | 1.1989 | 1.424 | 1.9816 | 0.96 |
Largest Winning Trade | 461971 | 461971 | 61863 | 30292639 | 22803736 | 30292639 |
Largest Losing Trade | -38733 | -31121 | -38733 | -17860749 | -17860749 | -14707708 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Losers | 32 | 39 | 27 | 32 | 39 | 27 |
Bars Traded | 5393 | 2760 | 2633 | 5393 | 2760 | 2633 |
Profit Streak | 59.0698 | 97.4031 | 59.0698 | 59.0698 | 97.4031 | 59.0698 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144424 | -312389 | -434017 | 495113 | -152748 | -475459 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5572, "evaluation_days": 1857.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757554830113, "expiration_time": 1762363008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "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": [ [ 1438022.4551741777, 1319417.7340540315, 118604.7211201451, 101112172.61956584, 96520714.71675858, 4591457.902807299 ], [ 1438.022455, 1319.417734, 118.604721, 101112.17262, 96520.714717, 4591.457903 ], [ 0.774242, 0.710384, 0.063858, 0.373262, 0.370753, 0.207412 ], [ 6967.260915, 6967.260915, 6967.260915, 6967.260915, 6967.260915, 6967.260915 ], [ -74064, -65266, -115740, -36257508, -21994425, -33045382 ], [ 3.353523, 6.413895, 1.322911, 1.766875, 2.774246, 1.059284 ], [ 121, 60, 61, 121, 60, 61 ], [ 67, 35, 32, 67, 35, 32 ], [ 54, 25, 29, 54, 25, 29 ], [ 55.371901, 58.333333, 52.459016, 55.371901, 58.333333, 52.459016 ], [ 2.70284, 4.581354, 1.198888, 1.424048, 1.981604, 0.959976 ], [ 461971, 461971, 61863, 30292639, 22803736, 30292639 ], [ -38733, -31121, -38733, -17860749, -17860749, -14707708 ], [ 44, 46, 43, 44, 46, 43 ], [ 53, 50, 57, 53, 50, 57 ], [ 32, 39, 27, 32, 39, 27 ], [ 5393, 2760, 2633, 5393, 2760, 2633 ], [ 59.069793, 97.403126, 59.069793, 59.069793, 97.403126, 59.069793 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144424, -312389, -434017, 495113, -152748, -475459 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5572, "evaluation_days": 1857.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757554830113, "expiration_time": 1762363008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "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) |
---|