Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580796.7696 | 557424.371 | 23372.3986 | 2115283.5593 | 1654734.7504 | 460548.8089 |
Total P&L (%) | 580.7968 | 557.4244 | 23.3724 | 2115.2836 | 1654.7348 | 460.5488 |
Avg Daily Profit (%) | 0.5576 | 0.5351 | 0.0224 | 0.2978 | 0.2754 | 0.1656 |
Buy And Hold Return (%) | 629.6537 | 629.6537 | 629.6537 | 629.6537 | 629.6537 | 629.6537 |
Max Trade Drawdown | -63481 | -43668 | -24579 | -696212 | -837694 | -234986 |
Profit Factor | 2.1376 | 2.432 | 1.1927 | 1.5732 | 1.5648 | 1.6057 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 49.2063 | 48.9362 | 49.4737 | 49.2063 | 48.9362 | 49.4737 |
Ratio Avg Win / Avg Loss | 2.2066 | 2.5377 | 1.2181 | 1.624 | 1.6328 | 1.6398 |
Largest Winning Trade | 186442 | 186442 | 9851 | 415684 | 415684 | 126251 |
Largest Losing Trade | -32539 | -32539 | -16332 | -321375 | -321375 | -194553 |
Avg Bars in Trades | 129 | 245 | 13 | 129 | 245 | 13 |
Avg Bars in Winners | 147 | 287 | 11 | 147 | 287 | 11 |
Avg Bars in Losers | 111 | 206 | 16 | 111 | 206 | 16 |
Bars Traded | 24430 | 23113 | 1318 | 24430 | 23113 | 1318 |
Profit Streak | 0 | 17.0961 | 0 | 0 | 17.0961 | 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 | -149937 | -150388 | -337428 | 346607 | 284643 | -155638 |
{ "trading_pair": "SOL_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667268000000, "first_datapoint_time": 1667919600000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757269106736, "expiration_time": 1763748000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 1.93295 } } }
{ "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": [ [ 580796.7695878451, 557424.3709716363, 23372.3986162091, 2115283.559268111, 1654734.7503610742, 460548.8089070364 ], [ 580.79677, 557.424371, 23.372399, 2115.283559, 1654.73475, 460.548809 ], [ 0.557563, 0.535126, 0.022437, 0.297846, 0.275408, 0.165616 ], [ 629.65368, 629.65368, 629.65368, 629.65368, 629.65368, 629.65368 ], [ -63481, -43668, -24579, -696212, -837694, -234986 ], [ 2.137607, 2.431984, 1.192722, 1.573205, 1.564781, 1.605659 ], [ 189, 94, 95, 189, 94, 95 ], [ 93, 46, 47, 93, 46, 47 ], [ 96, 48, 48, 96, 48, 48 ], [ 49.206349, 48.93617, 49.473684, 49.206349, 48.93617, 49.473684 ], [ 2.206562, 2.537723, 1.218099, 1.623953, 1.632815, 1.639822 ], [ 186442, 186442, 9851, 415684, 415684, 126251 ], [ -32539, -32539, -16332, -321375, -321375, -194553 ], [ 129, 245, 13, 129, 245, 13 ], [ 147, 287, 11, 147, 287, 11 ], [ 111, 206, 16, 111, 206, 16 ], [ 24430, 23113, 1318, 24430, 23113, 1318 ], [ 0, 17.096143, 0, 0, 17.096143, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149937, -150388, -337428, 346607, 284643, -155638 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1667268000000, "first_datapoint_time": 1667919600000, "last_datapoint_time": 1757268000000, "evaluation_time": 1757269106736, "expiration_time": 1763748000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 1.93295 } } }
# | 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) |
---|