Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286729.3998 | 1238283.7086 | 48445.6912 | 28316065.4027 | 33772974.3996 | -5456908.9969 |
Total P&L (%) | 1286.7294 | 1238.2837 | 48.4457 | 28316.0654 | 33772.9744 | -5456.909 |
Avg Daily Profit (%) | 0.6933 | 0.6672 | 0.0261 | 0.3049 | 0.3144 | 0 |
Buy And Hold Return (%) | 4781.0841 | 4781.0841 | 4781.0841 | 4781.0841 | 4781.0841 | 4781.0841 |
Max Trade Drawdown | -91655 | -45585 | -74504 | -10279900 | -6090394 | -10981481 |
Profit Factor | 3.5231 | 5.7607 | 1.1939 | 1.5446 | 2.4214 | 0.8067 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Losing Trades | 110 | 49 | 61 | 110 | 49 | 61 |
Profitability (%) | 41.4894 | 47.8723 | 35.1064 | 41.4894 | 47.8723 | 35.1064 |
Ratio Avg Win / Avg Loss | 4.9685 | 6.2727 | 2.2069 | 2.1783 | 2.6366 | 1.4912 |
Largest Winning Trade | 340811 | 340811 | 63697 | 13995517 | 13995517 | 7727008 |
Largest Losing Trade | -31359 | -22272 | -31359 | -3402049 | -2301312 | -3402049 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 54 | 45 | 66 | 54 | 45 | 66 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5396 | 2585 | 2811 | 5396 | 2585 | 2811 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148859 | -146247 | -335744 | 318881 | 459925 | -584928 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 1856, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1598774400000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757457127275, "expiration_time": 1762244352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 58, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 206, "offset": 57, "std": 2.67759 } } }
{ "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": [ [ 1286729.3998047824, 1238283.7086174507, 48445.6911873317, 28316065.40267235, 33772974.399566576, -5456908.9968942255 ], [ 1286.7294, 1238.283709, 48.445691, 28316.065403, 33772.9744, -5456.908997 ], [ 0.693281, 0.667179, 0.026102, 0.304857, 0.314351, 0 ], [ 4781.084133, 4781.084133, 4781.084133, 4781.084133, 4781.084133, 4781.084133 ], [ -91655, -45585, -74504, -10279900, -6090394, -10981481 ], [ 3.523109, 5.760685, 1.193882, 1.544592, 2.421408, 0.806731 ], [ 188, 94, 94, 188, 94, 94 ], [ 78, 45, 33, 78, 45, 33 ], [ 110, 49, 61, 110, 49, 61 ], [ 41.489362, 47.87234, 35.106383, 41.489362, 47.87234, 35.106383 ], [ 4.968487, 6.272746, 2.206873, 2.178271, 2.636644, 1.49123 ], [ 340811, 340811, 63697, 13995517, 13995517, 7727008 ], [ -31359, -22272, -31359, -3402049, -2301312, -3402049 ], [ 28, 27, 29, 28, 27, 29 ], [ 54, 45, 66, 54, 45, 66 ], [ 10, 10, 10, 10, 10, 10 ], [ 5396, 2585, 2811, 5396, 2585, 2811 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148859, -146247, -335744, 318881, 459925, -584928 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 1856, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1598774400000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757457127275, "expiration_time": 1762244352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 58, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 206, "offset": 57, "std": 2.67759 } } }
# | 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) |
---|