Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3346281.0801 | 4378.7237 | -3350659.8038 | -5462161.4921 | -175311363.339 | 169849201.8468 |
Total P&L (%) | -3346.2811 | 4.3787 | -3350.6598 | -5462.1615 | -175311.3633 | 169849.2018 |
Avg Daily Profit (%) | -1.8042 | 0.0024 | -1.8066 | 0 | 0 | 0.4019 |
Buy And Hold Return (%) | 6088.7172 | 6088.7172 | 6088.7172 | 6088.7172 | 6088.7172 | 6088.7172 |
Max Trade Drawdown | -3446641 | -103504 | -3436174 | -302139532 | -196698008 | -115674100 |
Profit Factor | 0.1945 | 1.0151 | 0.1327 | 0.9892 | 0.4629 | 1.9397 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 247 | 111 | 136 | 178 | 80 | 98 |
Losing Trades | 82 | 54 | 28 | 151 | 85 | 66 |
Profitability (%) | 75.076 | 67.2727 | 82.9268 | 54.1033 | 48.4848 | 59.7561 |
Ratio Avg Win / Avg Loss | 0.0646 | 0.4938 | 0.0273 | 0.8392 | 0.4918 | 1.3064 |
Largest Winning Trade | 19682 | 18852 | 19682 | 67003100 | 29889597 | 67003100 |
Largest Losing Trade | -2485130 | -59365 | -2485130 | -169545174 | -169545174 | -83229622 |
Avg Bars in Trades | 15 | 4 | 26 | 15 | 4 | 26 |
Avg Bars in Winners | 5 | 2 | 8 | 13 | 3 | 20 |
Avg Bars in Losers | 46 | 10 | 117 | 19 | 6 | 35 |
Bars Traded | 5235 | 816 | 4419 | 5235 | 816 | 4419 |
Profit Streak | 85.0606 | 85.0606 | 87.7272 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573889 | -556785 | -574295 | -578247 | -580780 | 510547 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600070400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757323633175, "expiration_time": 1762125696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.95299, "nb": 0.70772, "nc": 0.1 } }, "second_band": { "type": "bbl", "factors": { "length": 174, "offset": 104, "std": 1.49727 } } }
{ "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": [ [ -3346281.0801404477, 4378.7236638162, -3350659.803804266, -5462161.492140792, -175311363.33896223, 169849201.84682155 ], [ -3346.28108, 4.378724, -3350.659804, -5462.161492, -175311.363339, 169849.201847 ], [ -1.804246, 0.002361, -1.806607, 0, 0, 0.401852 ], [ 6088.717161, 6088.717161, 6088.717161, 6088.717161, 6088.717161, 6088.717161 ], [ -3446641, -103504, -3436174, -302139532, -196698008, -115674100 ], [ 0.19445, 1.01506, 0.132691, 0.989229, 0.462881, 1.939742 ], [ 329, 165, 164, 329, 165, 164 ], [ 247, 111, 136, 178, 80, 98 ], [ 82, 54, 28, 151, 85, 66 ], [ 75.075988, 67.272727, 82.926829, 54.103343, 48.484848, 59.756098 ], [ 0.064554, 0.493813, 0.027319, 0.839178, 0.491811, 1.306357 ], [ 19682, 18852, 19682, 67003100, 29889597, 67003100 ], [ -2485130, -59365, -2485130, -169545174, -169545174, -83229622 ], [ 15, 4, 26, 15, 4, 26 ], [ 5, 2, 8, 13, 3, 20 ], [ 46, 10, 117, 19, 6, 35 ], [ 5235, 816, 4419, 5235, 816, 4419 ], [ 85.060569, 85.060569, 87.727236, 0, 0, 0 ], [ 10, 5, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573889, -556785, -574295, -578247, -580780, 510547 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600070400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757323633175, "expiration_time": 1762125696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.95299, "nb": 0.70772, "nc": 0.1 } }, "second_band": { "type": "bbl", "factors": { "length": 174, "offset": 104, "std": 1.49727 } } }
# | 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) |
---|