Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1614511.4791 | 1530775.2007 | 83736.2784 | 56013307.3239 | 61063807.8741 | -5050500.5502 |
Total P&L (%) | 1614.5115 | 1530.7752 | 83.7363 | 56013.3073 | 61063.8079 | -5050.5006 |
Avg Daily Profit (%) | 0.8685 | 0.8234 | 0.045 | 0.3411 | 0.3457 | 0 |
Buy And Hold Return (%) | 7593.246 | 7593.246 | 7593.246 | 7593.246 | 7593.246 | 7593.246 |
Max Trade Drawdown | -42949 | -59668 | -61299 | -11909888 | -11659702 | -13595503 |
Profit Factor | 4.7572 | 8.5489 | 1.369 | 1.7795 | 3.0123 | 0.8783 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 37.1134 | 35.4167 | 38.7755 | 37.1134 | 35.4167 | 38.7755 |
Ratio Avg Win / Avg Loss | 8.0608 | 15.5892 | 2.1616 | 3.0152 | 5.493 | 1.3869 |
Largest Winning Trade | 641677 | 641677 | 58376 | 29076125 | 29076125 | 11921327 |
Largest Losing Trade | -24876 | -24876 | -22457 | -6838385 | -4795385 | -6838385 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 3604 | 1791 | 1813 | 3604 | 1791 | 1813 |
Profit Streak | 0 | 73.5459 | 0 | 0 | 73.5459 | 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 | -149688 | -149087 | -301177 | 283146 | 360445 | -583380 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757682362373, "expiration_time": 1762496928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 7, "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": [ [ 1614511.4790854205, 1530775.200666686, 83736.2784187345, 56013307.323889524, 61063807.874105796, -5050500.550216272 ], [ 1614.511479, 1530.775201, 83.736278, 56013.307324, 61063.807874, -5050.50055 ], [ 0.868484, 0.82344, 0.045044, 0.341084, 0.345736, 0 ], [ 7593.24602, 7593.24602, 7593.24602, 7593.24602, 7593.24602, 7593.24602 ], [ -42949, -59668, -61299, -11909888, -11659702, -13595503 ], [ 4.757183, 8.548901, 1.368993, 1.779455, 3.012265, 0.878349 ], [ 97, 48, 49, 97, 48, 49 ], [ 36, 17, 19, 36, 17, 19 ], [ 61, 31, 30, 61, 31, 30 ], [ 37.113402, 35.416667, 38.77551, 37.113402, 35.416667, 38.77551 ], [ 8.060782, 15.589172, 2.161567, 3.015188, 5.492954, 1.386867 ], [ 641677, 641677, 58376, 29076125, 29076125, 11921327 ], [ -24876, -24876, -22457, -6838385, -4795385, -6838385 ], [ 37, 37, 37, 37, 37, 37 ], [ 82, 89, 75, 82, 89, 75 ], [ 10, 8, 12, 10, 8, 12 ], [ 3604, 1791, 1813, 3604, 1791, 1813 ], [ 0, 73.545861, 0, 0, 73.545861, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149688, -149087, -301177, 283146, 360445, -583380 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757682362373, "expiration_time": 1762496928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 7, "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) |
---|