Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903490.4831 | 937053.955 | -33563.4719 | 4513591.6488 | 13355849.6587 | -8842258.0099 |
Total P&L (%) | 903.4905 | 937.054 | -33.5635 | 4513.5916 | 13355.8497 | -8842.258 |
Avg Daily Profit (%) | 0.4868 | 0.5049 | -0.0181 | 0.2067 | 0.2645 | 0 |
Buy And Hold Return (%) | 6958.2863 | 6958.2863 | 6958.2863 | 6958.2863 | 6958.2863 | 6958.2863 |
Max Trade Drawdown | -103859 | -67606 | -128175 | -10302336 | -2566345 | -11477628 |
Profit Factor | 2.7446 | 5.6066 | 0.8933 | 1.2149 | 3.1409 | 0.4009 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 57.8947 | 63.1579 | 52.6316 | 57.8947 | 63.1579 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.9961 | 3.2705 | 0.8039 | 0.8836 | 1.8322 | 0.3608 |
Largest Winning Trade | 418394 | 418394 | 61938 | 4381738 | 4381738 | 1193586 |
Largest Losing Trade | -42895 | -42895 | -42268 | -4390815 | -1532683 | -4390815 |
Avg Bars in Trades | 66 | 65 | 68 | 66 | 65 | 68 |
Avg Bars in Winners | 75 | 70 | 81 | 75 | 70 | 81 |
Avg Bars in Losers | 55 | 56 | 54 | 55 | 56 | 54 |
Bars Traded | 5091 | 2485 | 2606 | 5091 | 2485 | 2606 |
Profit Streak | 0 | 219.458 | 0 | 0 | 219.458 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202528 | -144584 | -580423 | -212262 | 341084 | -580423 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 1856, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757444372094, "expiration_time": 1762244352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 26, "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": [ [ 903490.4831468266, 937053.9550070929, -33563.4718602665, 4513591.648789317, 13355849.658662725, -8842258.009873413 ], [ 903.490483, 937.053955, -33.563472, 4513.591649, 13355.849659, -8842.25801 ], [ 0.486794, 0.504878, -0.018084, 0.206657, 0.264465, 0 ], [ 6958.286311, 6958.286311, 6958.286311, 6958.286311, 6958.286311, 6958.286311 ], [ -103859, -67606, -128175, -10302336, -2566345, -11477628 ], [ 2.744574, 5.606624, 0.89327, 1.214948, 3.140872, 0.400931 ], [ 76, 38, 38, 76, 38, 38 ], [ 44, 24, 20, 44, 24, 20 ], [ 32, 14, 18, 32, 14, 18 ], [ 57.894737, 63.157895, 52.631579, 57.894737, 63.157895, 52.631579 ], [ 1.996054, 3.270531, 0.803943, 0.883599, 1.832176, 0.360838 ], [ 418394, 418394, 61938, 4381738, 4381738, 1193586 ], [ -42895, -42895, -42268, -4390815, -1532683, -4390815 ], [ 66, 65, 68, 66, 65, 68 ], [ 75, 70, 81, 75, 70, 81 ], [ 55, 56, 54, 55, 56, 54 ], [ 5091, 2485, 2606, 5091, 2485, 2606 ], [ 0, 219.45801, 0, 0, 219.45801, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -202528, -144584, -580423, -212262, 341084, -580423 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 1856, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757444372094, "expiration_time": 1762244352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 26, "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) |
---|