Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1375634.1199 | 137920.3069 | -1513554.4268 | 2271565.2937 | 27200183.3986 | -24928618.1049 |
Total P&L (%) | -1375.6341 | 137.9203 | -1513.5544 | 2271.5653 | 27200.1834 | -24928.6181 |
Avg Daily Profit (%) | -0.7366 | 0.0738 | -0.8104 | 0.1697 | 0.3008 | 0 |
Buy And Hold Return (%) | 8058.7052 | 8058.7052 | 8058.7052 | 8058.7052 | 8058.7052 | 8058.7052 |
Max Trade Drawdown | -1617195 | -89712 | -1636966 | -50601732 | -11423923 | -59840781 |
Profit Factor | 0.4059 | 1.4282 | 0.2407 | 1.0154 | 1.6494 | 0.764 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 136 | 65 | 71 | 80 | 43 | 37 |
Losing Trades | 40 | 23 | 17 | 96 | 45 | 51 |
Profitability (%) | 77.2727 | 73.8636 | 80.6818 | 45.4545 | 48.8636 | 42.0455 |
Ratio Avg Win / Avg Loss | 0.1194 | 0.5054 | 0.0576 | 1.2185 | 1.7261 | 1.053 |
Largest Winning Trade | 70109 | 70109 | 49436 | 23827675 | 19683614 | 23827675 |
Largest Losing Trade | -751911 | -62669 | -751911 | -37110735 | -4851488 | -37110735 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 13 | 12 | 13 | 33 | 33 | 32 |
Avg Bars in Losers | 93 | 76 | 114 | 29 | 26 | 32 |
Bars Traded | 5491 | 2603 | 2888 | 5491 | 2603 | 2888 |
Profit Streak | 51.7679 | 84.7679 | 51.7679 | 51.7679 | 84.7679 | 51.7679 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574720 | -256183 | -575452 | -360830 | 366168 | -581111 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5603, "evaluation_days": 1867.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758450344288, "expiration_time": 1763282592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.48237, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } } }
{ "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": [ [ -1375634.1198828262, 137920.3068849326, -1513554.426767759, 2271565.293657524, 27200183.39858036, -24928618.104922824 ], [ -1375.63412, 137.920307, -1513.554427, 2271.565294, 27200.183399, -24928.618105 ], [ -0.736551, 0.073846, -0.810397, 0.169667, 0.300798, 0 ], [ 8058.705174, 8058.705174, 8058.705174, 8058.705174, 8058.705174, 8058.705174 ], [ -1617195, -89712, -1636966, -50601732, -11423923, -59840781 ], [ 0.4059, 1.428185, 0.240713, 1.015401, 1.649379, 0.76396 ], [ 176, 88, 88, 176, 88, 88 ], [ 136, 65, 71, 80, 43, 37 ], [ 40, 23, 17, 96, 45, 51 ], [ 77.272727, 73.863636, 80.681818, 45.454545, 48.863636, 42.045455 ], [ 0.119382, 0.505358, 0.057635, 1.218481, 1.726095, 1.053026 ], [ 70109, 70109, 49436, 23827675, 19683614, 23827675 ], [ -751911, -62669, -751911, -37110735, -4851488, -37110735 ], [ 31, 29, 32, 31, 29, 32 ], [ 13, 12, 13, 33, 33, 32 ], [ 93, 76, 114, 29, 26, 32 ], [ 5491, 2603, 2888, 5491, 2603, 2888 ], [ 51.767874, 84.767874, 51.767874, 51.767874, 84.767874, 51.767874 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574720, -256183, -575452, -360830, 366168, -581111 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5603, "evaluation_days": 1867.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758450344288, "expiration_time": 1763282592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.48237, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } } }
# | 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) |
---|