Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2584374.1482 | 19629.7352 | -2604003.8834 | -7639991.2625 | -67989044.1206 | 60349052.8581 |
Total P&L (%) | -2584.3741 | 19.6297 | -2604.0039 | -7639.9913 | -67989.0441 | 60349.0529 |
Avg Daily Profit (%) | -1.3887 | 0.0105 | -1.3993 | 0 | 0 | 0.3447 |
Buy And Hold Return (%) | 10977.957 | 10977.957 | 10977.957 | 10977.957 | 10977.957 | 10977.957 |
Max Trade Drawdown | -2735141 | -128934 | -2678233 | -95844132 | -77887333 | -37630440 |
Profit Factor | 0.1833 | 1.0739 | 0.1017 | 0.9538 | 0.354 | 2.0061 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 150 | 74 | 76 | 101 | 45 | 56 |
Losing Trades | 30 | 16 | 14 | 79 | 45 | 34 |
Profitability (%) | 83.3333 | 82.2222 | 84.4444 | 56.1111 | 50 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.0367 | 0.2322 | 0.0187 | 0.746 | 0.354 | 1.218 |
Largest Winning Trade | 18852 | 18852 | 14467 | 64925704 | 4414580 | 64925704 |
Largest Losing Trade | -1801299 | -62141 | -1801299 | -38393922 | -38393922 | -30257209 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 9 | 11 | 7 | 20 | 15 | 24 |
Avg Bars in Losers | 127 | 103 | 155 | 39 | 39 | 39 |
Bars Traded | 5200 | 2478 | 2722 | 5200 | 2478 | 2722 |
Profit Streak | 44.0672 | 155.0672 | 44.0672 | 0 | 0 | 0 |
Trades During Streak | 3 | 10 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573645 | -479508 | -575938 | -578765 | -580813 | 450803 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5583, "evaluation_days": 1861, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603008000000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757871406326, "expiration_time": 1762689312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.91251, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 206, "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": [ [ -2584374.1482329476, 19629.7351585778, -2604003.8833915247, -7639991.262461243, -67989044.120607, 60349052.858145714 ], [ -2584.374148, 19.629735, -2604.003883, -7639.991262, -67989.044121, 60349.052858 ], [ -1.388702, 0.010548, -1.39925, 0, 0, 0.34473 ], [ 10977.956989, 10977.956989, 10977.956989, 10977.956989, 10977.956989, 10977.956989 ], [ -2735141, -128934, -2678233, -95844132, -77887333, -37630440 ], [ 0.183265, 1.073907, 0.101657, 0.953761, 0.354001, 2.006114 ], [ 180, 90, 90, 180, 90, 90 ], [ 150, 74, 76, 101, 45, 56 ], [ 30, 16, 14, 79, 45, 34 ], [ 83.333333, 82.222222, 84.444444, 56.111111, 50, 62.222222 ], [ 0.036653, 0.232196, 0.018726, 0.746011, 0.354001, 1.217998 ], [ 18852, 18852, 14467, 64925704, 4414580, 64925704 ], [ -1801299, -62141, -1801299, -38393922, -38393922, -30257209 ], [ 28, 27, 30, 28, 27, 30 ], [ 9, 11, 7, 20, 15, 24 ], [ 127, 103, 155, 39, 39, 39 ], [ 5200, 2478, 2722, 5200, 2478, 2722 ], [ 44.067203, 155.067203, 44.067203, 0, 0, 0 ], [ 3, 10, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573645, -479508, -575938, -578765, -580813, 450803 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5583, "evaluation_days": 1861, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603008000000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757871406326, "expiration_time": 1762689312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.91251, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 206, "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) |
---|