Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2080995.4205 | 38836.6895 | -2119832.1101 | -3174223.7292 | -34684335.9287 | 31510112.1995 |
Total P&L (%) | -2080.9954 | 38.8367 | -2119.8321 | -3174.2237 | -34684.3359 | 31510.1122 |
Avg Daily Profit (%) | -1.1226 | 0.021 | -1.1436 | 0 | 0 | 0.311 |
Buy And Hold Return (%) | 6530.5339 | 6530.5339 | 6530.5339 | 6530.5339 | 6530.5339 | 6530.5339 |
Max Trade Drawdown | -2181996 | -156397 | -2163272 | -42565671 | -36885162 | -9715591 |
Profit Factor | 0.19 | 1.1818 | 0.1001 | 0.9479 | 0.1861 | 2.7242 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 54 | 27 | 27 | 29 | 11 | 18 |
Losing Trades | 16 | 8 | 8 | 41 | 24 | 17 |
Profitability (%) | 77.1429 | 77.1429 | 77.1429 | 41.4286 | 31.4286 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.0563 | 0.3502 | 0.0296 | 1.3401 | 0.4059 | 2.5729 |
Largest Winning Trade | 36930 | 36930 | 22014 | 35693705 | 3424234 | 35693705 |
Largest Losing Trade | -1407005 | -62372 | -1407005 | -16811363 | -16811363 | -6267905 |
Avg Bars in Trades | 72 | 70 | 75 | 72 | 70 | 75 |
Avg Bars in Winners | 32 | 39 | 25 | 62 | 48 | 70 |
Avg Bars in Losers | 208 | 173 | 243 | 80 | 80 | 80 |
Bars Traded | 5091 | 2456 | 2635 | 5091 | 2456 | 2635 |
Profit Streak | 98.28 | 143.28 | 98.28 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674402 | -348386 | -576709 | -681222 | -588009 | 463356 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5561, "evaluation_days": 1853.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601280000000, "last_datapoint_time": 1757232000000, "evaluation_time": 1757256189465, "expiration_time": 1762036704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "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": [ [ -2080995.4205409933, 38836.6895472955, -2119832.110088289, -3174223.7292456357, -34684335.92873712, 31510112.19949147 ], [ -2080.995421, 38.83669, -2119.83211, -3174.223729, -34684.335929, 31510.112199 ], [ -1.122635, 0.020951, -1.143587, 0, 0, 0.311005 ], [ 6530.533854, 6530.533854, 6530.533854, 6530.533854, 6530.533854, 6530.533854 ], [ -2181996, -156397, -2163272, -42565671, -36885162, -9715591 ], [ 0.189997, 1.181806, 0.100052, 0.947868, 0.186058, 2.724223 ], [ 70, 35, 35, 70, 35, 35 ], [ 54, 27, 27, 29, 11, 18 ], [ 16, 8, 8, 41, 24, 17 ], [ 77.142857, 77.142857, 77.142857, 41.428571, 31.428571, 51.428571 ], [ 0.056295, 0.350165, 0.029645, 1.340089, 0.405944, 2.572878 ], [ 36930, 36930, 22014, 35693705, 3424234, 35693705 ], [ -1407005, -62372, -1407005, -16811363, -16811363, -6267905 ], [ 72, 70, 75, 72, 70, 75 ], [ 32, 39, 25, 62, 48, 70 ], [ 208, 173, 243, 80, 80, 80 ], [ 5091, 2456, 2635, 5091, 2456, 2635 ], [ 98.279971, 143.279971, 98.279971, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -674402, -348386, -576709, -681222, -588009, 463356 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5561, "evaluation_days": 1853.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601280000000, "last_datapoint_time": 1757232000000, "evaluation_time": 1757256189465, "expiration_time": 1762036704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "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) |
---|