Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2360710.1182 | 16274.1407 | -2376984.2589 | -4928276.8907 | -29550250.6621 | 24621973.7714 |
Total P&L (%) | -2360.7101 | 16.2741 | -2376.9843 | -4928.2769 | -29550.2507 | 24621.9738 |
Avg Daily Profit (%) | -1.2703 | 0.0088 | -1.2791 | 0 | 0 | 0.297 |
Buy And Hold Return (%) | 9641.3865 | 9641.3865 | 9641.3865 | 9641.3865 | 9641.3865 | 9641.3865 |
Max Trade Drawdown | -2510424 | -149438 | -2443340 | -37814391 | -31235590 | -11190798 |
Profit Factor | 0.165 | 1.0725 | 0.0867 | 0.9134 | 0.182 | 2.1837 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 56 | 28 | 28 | 29 | 10 | 19 |
Losing Trades | 20 | 10 | 10 | 47 | 28 | 19 |
Profitability (%) | 73.6842 | 73.6842 | 73.6842 | 38.1579 | 26.3158 | 50 |
Ratio Avg Win / Avg Loss | 0.0589 | 0.383 | 0.031 | 1.4804 | 0.5097 | 2.1837 |
Largest Winning Trade | 32736 | 32736 | 22170 | 30494752 | 2472224 | 30494752 |
Largest Losing Trade | -1655997 | -58537 | -1655997 | -12615609 | -12615609 | -9401297 |
Avg Bars in Trades | 67 | 65 | 70 | 67 | 65 | 70 |
Avg Bars in Winners | 23 | 25 | 20 | 64 | 49 | 72 |
Avg Bars in Losers | 193 | 176 | 209 | 69 | 71 | 67 |
Bars Traded | 5157 | 2493 | 2664 | 5157 | 2493 | 2664 |
Profit Streak | 41.0374 | 145.3707 | 41.0374 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -629782 | -484901 | -577145 | -637494 | -604780 | 342950 |
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{ "first_band": { "type": "linreg", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5575, "evaluation_days": 1858.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757638431829, "expiration_time": 1762452000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "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) |
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