Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609532.0467 | 1615605.5046 | -6073.4579 | 11002970.3558 | 19014578.9903 | -8011608.6346 |
Total P&L (%) | 1609.532 | 1615.6055 | -6.0735 | 11002.9704 | 19014.579 | -8011.6086 |
Avg Daily Profit (%) | 0.8607 | 0.864 | -0.0032 | 0.2522 | 0.2813 | 0 |
Buy And Hold Return (%) | 7553.9214 | 7553.9214 | 7553.9214 | 7553.9214 | 7553.9214 | 7553.9214 |
Max Trade Drawdown | -65598 | -57612 | -94568 | -10293193 | -4415507 | -10942521 |
Profit Factor | 3.875 | 7.6775 | 0.9809 | 1.3396 | 2.4509 | 0.5848 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 63.0435 | 67.3913 | 58.6957 | 63.0435 | 67.3913 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.2716 | 3.7149 | 0.6903 | 0.7853 | 1.1859 | 0.4115 |
Largest Winning Trade | 1140592 | 1140592 | 65310 | 6459094 | 6459094 | 2654312 |
Largest Losing Trade | -49832 | -49832 | -38460 | -4415507 | -4415507 | -4090251 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 47 | 47 | 48 | 47 | 47 | 48 |
Bars Traded | 5204 | 2586 | 2618 | 5204 | 2586 | 2618 |
Profit Streak | 41.3564 | 232.023 | 41.3564 | 41.3564 | 232.023 | 41.3564 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142387 | -140344 | -579027 | -13383 | 447658 | -579027 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5610, "evaluation_days": 1870, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600588800000, "last_datapoint_time": 1758643200000, "evaluation_time": 1758673990645, "expiration_time": 1763490240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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": [ [ 1609532.0467313766, 1615605.504600019, -6073.4578686419, 11002970.35576621, 19014578.990319587, -8011608.6345533775 ], [ 1609.532047, 1615.605505, -6.073458, 11002.970356, 19014.57899, -8011.608635 ], [ 0.860712, 0.86396, -0.003248, 0.252178, 0.281306, 0 ], [ 7553.921394, 7553.921394, 7553.921394, 7553.921394, 7553.921394, 7553.921394 ], [ -65598, -57612, -94568, -10293193, -4415507, -10942521 ], [ 3.875039, 7.677461, 0.980894, 1.339594, 2.450865, 0.584776 ], [ 92, 46, 46, 92, 46, 46 ], [ 58, 31, 27, 58, 31, 27 ], [ 34, 15, 19, 34, 15, 19 ], [ 63.043478, 67.391304, 58.695652, 63.043478, 67.391304, 58.695652 ], [ 2.271575, 3.7149, 0.690259, 0.785279, 1.185902, 0.411509 ], [ 1140592, 1140592, 65310, 6459094, 6459094, 2654312 ], [ -49832, -49832, -38460, -4415507, -4415507, -4090251 ], [ 56, 56, 56, 56, 56, 56 ], [ 61, 60, 62, 61, 60, 62 ], [ 47, 47, 48, 47, 47, 48 ], [ 5204, 2586, 2618, 5204, 2586, 2618 ], [ 41.356373, 232.02304, 41.356373, 41.356373, 232.02304, 41.356373 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142387, -140344, -579027, -13383, 447658, -579027 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5610, "evaluation_days": 1870, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600588800000, "last_datapoint_time": 1758643200000, "evaluation_time": 1758673990645, "expiration_time": 1763490240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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) |
---|