Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420726.9406 | 1394279.1594 | 26447.7812 | 24030448.6821 | 27634760.1638 | -3604311.4817 |
Total P&L (%) | 1420.7269 | 1394.2792 | 26.4478 | 24030.4487 | 27634.7602 | -3604.3115 |
Avg Daily Profit (%) | 0.7641 | 0.7499 | 0.0142 | 0.2955 | 0.303 | 0 |
Buy And Hold Return (%) | 7526.2642 | 7526.2642 | 7526.2642 | 7526.2642 | 7526.2642 | 7526.2642 |
Max Trade Drawdown | -50464 | -44342 | -65289 | -10424391 | -6127320 | -7663080 |
Profit Factor | 4.4401 | 11.0348 | 1.0965 | 1.639 | 3.0298 | 0.8498 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.9783 | 10.4218 | 1.462 | 1.8376 | 2.8615 | 1.1331 |
Largest Winning Trade | 471437 | 471437 | 60647 | 12200344 | 12200344 | 6044374 |
Largest Losing Trade | -36160 | -25096 | -36160 | -3375234 | -2431853 | -3375234 |
Avg Bars in Trades | 74 | 79 | 69 | 74 | 79 | 69 |
Avg Bars in Winners | 117 | 128 | 103 | 117 | 128 | 103 |
Avg Bars in Losers | 36 | 27 | 44 | 36 | 27 | 44 |
Bars Traded | 5216 | 2776 | 2440 | 5216 | 2776 | 2440 |
Profit Streak | 0 | 167.7102 | 0 | 0 | 167.7102 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -245422 | -142982 | -456775 | -90871 | 493972 | -581898 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5578, "evaluation_days": 1859.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757725363085, "expiration_time": 1762540992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 58, "offset": 80 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "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": [ [ 1420726.9406023726, 1394279.159415174, 26447.7811871994, 24030448.68208902, 27634760.16381003, -3604311.4817210026 ], [ 1420.726941, 1394.279159, 26.447781, 24030.448682, 27634.760164, -3604.311482 ], [ 0.764107, 0.749883, 0.014224, 0.295491, 0.303001, 0 ], [ 7526.264208, 7526.264208, 7526.264208, 7526.264208, 7526.264208, 7526.264208 ], [ -50464, -44342, -65289, -10424391, -6127320, -7663080 ], [ 4.440063, 11.034829, 1.096507, 1.63895, 3.029842, 0.849789 ], [ 70, 35, 35, 70, 35, 35 ], [ 33, 18, 15, 33, 18, 15 ], [ 37, 17, 20, 37, 17, 20 ], [ 47.142857, 51.428571, 42.857143, 47.142857, 51.428571, 42.857143 ], [ 4.978252, 10.421783, 1.462009, 1.837611, 2.861518, 1.133052 ], [ 471437, 471437, 60647, 12200344, 12200344, 6044374 ], [ -36160, -25096, -36160, -3375234, -2431853, -3375234 ], [ 74, 79, 69, 74, 79, 69 ], [ 117, 128, 103, 117, 128, 103 ], [ 36, 27, 44, 36, 27, 44 ], [ 5216, 2776, 2440, 5216, 2776, 2440 ], [ 0, 167.710221, 0, 0, 167.710221, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -245422, -142982, -456775, -90871, 493972, -581898 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5578, "evaluation_days": 1859.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757725363085, "expiration_time": 1762540992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 58, "offset": 80 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "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) |
---|