Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390154.3941 | 1302990.9339 | 87163.4602 | 47673464.2165 | 63076272.0785 | -15402807.862 |
Total P&L (%) | 1390.1544 | 1302.9909 | 87.1635 | 47673.4642 | 63076.2721 | -15402.8079 |
Avg Daily Profit (%) | 0.7477 | 0.7008 | 0.0469 | 0.3323 | 0.3474 | 0 |
Buy And Hold Return (%) | 8301.391 | 8301.391 | 8301.391 | 8301.391 | 8301.391 | 8301.391 |
Max Trade Drawdown | -79646 | -79858 | -94001 | -33422610 | -19769125 | -34241135 |
Profit Factor | 3.459 | 6.4603 | 1.2668 | 1.5295 | 2.8357 | 0.7234 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Profitability (%) | 51.4286 | 57.6923 | 45.283 | 51.4286 | 57.6923 | 45.283 |
Ratio Avg Win / Avg Loss | 3.2668 | 4.7376 | 1.5307 | 1.4445 | 2.0795 | 0.8741 |
Largest Winning Trade | 461971 | 461971 | 60967 | 24824488 | 24824488 | 9765148 |
Largest Losing Trade | -43639 | -31121 | -43639 | -11837271 | -11788819 | -11837271 |
Avg Bars in Trades | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Winners | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Losers | 39 | 43 | 35 | 39 | 43 | 35 |
Bars Traded | 5390 | 2753 | 2637 | 5390 | 2753 | 2637 |
Profit Streak | 26.7151 | 0 | 31.0484 | 26.7151 | 0 | 31.0484 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145437 | -323989 | -476436 | 389623 | -164347 | -762127 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "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": [ [ 1390154.3940968763, 1302990.9339085768, 87163.4601882995, 47673464.21646983, 63076272.078500755, -15402807.862030914 ], [ 1390.154394, 1302.990934, 87.16346, 47673.464216, 63076.272079, -15402.807862 ], [ 0.747664, 0.700785, 0.046879, 0.33234, 0.347421, 0 ], [ 8301.390993, 8301.390993, 8301.390993, 8301.390993, 8301.390993, 8301.390993 ], [ -79646, -79858, -94001, -33422610, -19769125, -34241135 ], [ 3.45897, 6.46031, 1.266791, 1.529484, 2.835743, 0.723357 ], [ 105, 52, 53, 105, 52, 53 ], [ 54, 30, 24, 54, 30, 24 ], [ 51, 22, 29, 51, 22, 29 ], [ 51.428571, 57.692308, 45.283019, 51.428571, 57.692308, 45.283019 ], [ 3.266805, 4.737561, 1.530706, 1.444513, 2.079545, 0.874056 ], [ 461971, 461971, 60967, 24824488, 24824488, 9765148 ], [ -43639, -31121, -43639, -11837271, -11788819, -11837271 ], [ 51, 52, 49, 51, 52, 49 ], [ 62, 59, 66, 62, 59, 66 ], [ 39, 43, 35, 39, 43, 35 ], [ 5390, 2753, 2637, 5390, 2753, 2637 ], [ 26.715072, 0, 31.048405, 26.715072, 0, 31.048406 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145437, -323989, -476436, 389623, -164347, -762127 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5578, "evaluation_days": 1859.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600416000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757725782241, "expiration_time": 1762540992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "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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