Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1948072.9526 | 1912816.7893 | 35256.1633 | 28677295.5838 | 46617395.5326 | -17940099.9488 |
Total P&L (%) | 1948.073 | 1912.8168 | 35.2562 | 28677.2956 | 46617.3955 | -17940.0999 |
Avg Daily Profit (%) | 1.0485 | 1.0295 | 0.019 | 0.3052 | 0.3314 | 0 |
Buy And Hold Return (%) | 7538.1094 | 7538.1094 | 7538.1094 | 7538.1094 | 7538.1094 | 7538.1094 |
Max Trade Drawdown | -63198 | -41666 | -69112 | -22422949 | -10388441 | -23462141 |
Profit Factor | 6.5492 | 14.042 | 1.1725 | 1.482 | 2.9955 | 0.5035 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 32.9268 | 36.5854 | 29.2683 | 32.9268 | 36.5854 | 29.2683 |
Ratio Avg Win / Avg Loss | 13.3409 | 24.3394 | 2.8335 | 3.0189 | 5.1922 | 1.2168 |
Largest Winning Trade | 1184025 | 1184025 | 63981 | 28961256 | 28961256 | 8051670 |
Largest Losing Trade | -22182 | -21432 | -22182 | -7971991 | -4416711 | -7971991 |
Avg Bars in Trades | 63 | 67 | 59 | 63 | 67 | 59 |
Avg Bars in Winners | 132 | 144 | 118 | 132 | 144 | 118 |
Avg Bars in Losers | 29 | 23 | 35 | 29 | 23 | 35 |
Bars Traded | 5209 | 2770 | 2438 | 5209 | 2770 | 2438 |
Profit Streak | 0 | 92.2057 | 0 | 0 | 92.2057 | 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 | -159284 | -148506 | -373924 | -6569 | 349771 | -590078 |
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{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 87 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1948072.952609158, 1912816.789301347, 35256.1633078111, 28677295.583792634, 46617395.532628715, -17940099.94883609 ], [ 1948.072953, 1912.816789, 35.256163, 28677.295584, 46617.395533, -17940.099949 ], [ 1.048478, 1.029503, 0.018975, 0.30521, 0.331371, 0 ], [ 7538.109406, 7538.109406, 7538.109406, 7538.109406, 7538.109406, 7538.109406 ], [ -63198, -41666, -69112, -22422949, -10388441, -23462141 ], [ 6.549151, 14.041951, 1.172493, 1.482014, 2.995473, 0.503501 ], [ 82, 41, 41, 82, 41, 41 ], [ 27, 15, 12, 27, 15, 12 ], [ 55, 26, 29, 55, 26, 29 ], [ 32.926829, 36.585366, 29.268293, 32.926829, 36.585366, 29.268293 ], [ 13.340862, 24.339382, 2.833526, 3.018917, 5.192153, 1.216793 ], [ 1184025, 1184025, 63981, 28961256, 28961256, 8051670 ], [ -22182, -21432, -22182, -7971991, -4416711, -7971991 ], [ 63, 67, 59, 63, 67, 59 ], [ 132, 144, 118, 132, 144, 118 ], [ 29, 23, 35, 29, 23, 35 ], [ 5209, 2770, 2438, 5209, 2770, 2438 ], [ 0, 92.205697, 0, 0, 92.205697, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159284, -148506, -373924, -6569, 349771, -590078 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5574, "evaluation_days": 1858, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757624172245, "expiration_time": 1762422336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 87 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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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