Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545601.6524 | 1516879.0007 | 28722.6517 | 15677002.3374 | 18406841.0864 | -2729838.749 |
Total P&L (%) | 1545.6017 | 1516.879 | 28.7227 | 15677.0023 | 18406.8411 | -2729.8387 |
Avg Daily Profit (%) | 0.8332 | 0.8177 | 0.0155 | 0.2732 | 0.2818 | 0 |
Buy And Hold Return (%) | 7301.1844 | 7301.1844 | 7301.1844 | 7301.1844 | 7301.1844 | 7301.1844 |
Max Trade Drawdown | -165982 | -99968 | -73358 | -10730647 | -8819965 | -6861937 |
Profit Factor | 4.117 | 7.6466 | 1.1073 | 1.3942 | 2.0653 | 0.8786 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 55.9524 | 61.9048 | 50 | 55.9524 | 61.9048 | 50 |
Ratio Avg Win / Avg Loss | 3.241 | 4.7056 | 1.1073 | 1.0975 | 1.2709 | 0.8786 |
Largest Winning Trade | 747996 | 747996 | 67460 | 6578463 | 6578463 | 5018002 |
Largest Losing Trade | -58440 | -58440 | -30700 | -6582667 | -4940118 | -6582667 |
Avg Bars in Trades | 64 | 65 | 62 | 64 | 65 | 62 |
Avg Bars in Winners | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Losers | 38 | 33 | 42 | 38 | 33 | 42 |
Bars Traded | 5376 | 2759 | 2616 | 5376 | 2759 | 2616 |
Profit Streak | 0 | 156.6321 | 0 | 0 | 156.6321 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144439 | -141517 | -440374 | 158807 | 380390 | -580734 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5565, "evaluation_days": 1855, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600416000000, "last_datapoint_time": 1757347200000, "evaluation_time": 1757373016585, "expiration_time": 1762155360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1545601.6524303989, 1516879.0007180022, 28722.6517123971, 15677002.337415315, 18406841.0864461, -2729838.7490307847 ], [ 1545.601652, 1516.879001, 28.722652, 15677.002337, 18406.841086, -2729.838749 ], [ 0.833208, 0.817725, 0.015484, 0.27321, 0.281837, 0 ], [ 7301.18441, 7301.18441, 7301.18441, 7301.18441, 7301.18441, 7301.18441 ], [ -165982, -99968, -73358, -10730647, -8819965, -6861937 ], [ 4.117003, 7.646615, 1.107317, 1.394172, 2.065258, 0.878635 ], [ 84, 42, 42, 84, 42, 42 ], [ 47, 26, 21, 47, 26, 21 ], [ 37, 16, 21, 37, 16, 21 ], [ 55.952381, 61.904762, 50, 55.952381, 61.904762, 50 ], [ 3.241045, 4.705609, 1.107317, 1.09754, 1.270928, 0.878635 ], [ 747996, 747996, 67460, 6578463, 6578463, 5018002 ], [ -58440, -58440, -30700, -6582667, -4940118, -6582667 ], [ 64, 65, 62, 64, 65, 62 ], [ 83, 85, 81, 83, 85, 81 ], [ 38, 33, 42, 38, 33, 42 ], [ 5376, 2759, 2616, 5376, 2759, 2616 ], [ 0, 156.632136, 0, 0, 156.632136, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144439, -141517, -440374, 158807, 380390, -580734 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5565, "evaluation_days": 1855, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600416000000, "last_datapoint_time": 1757347200000, "evaluation_time": 1757373016585, "expiration_time": 1762155360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 3 } } }
# | 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) |
---|