Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2792208.036 | -92482.777 | -2699725.259 | -339462.2758 | -18541043.0223 | 18201580.7465 |
Total P&L (%) | -2792.208 | -92.4828 | -2699.7253 | -339.4623 | -18541.043 | 18201.5807 |
Avg Daily Profit (%) | -1.5028 | -0.0498 | -1.453 | 0 | 0 | 0.2808 |
Buy And Hold Return (%) | 7337.9076 | 7337.9076 | 7337.9076 | 7337.9076 | 7337.9076 | 7337.9076 |
Max Trade Drawdown | -2866690 | -186434 | -2744713 | -23293435 | -20746575 | -5558268 |
Profit Factor | 0.1022 | 0.6484 | 0.0517 | 0.9899 | 0.201 | 2.7691 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 31 | 28 | 36 | 16 | 20 |
Losing Trades | 27 | 12 | 15 | 50 | 27 | 23 |
Profitability (%) | 68.6047 | 72.093 | 65.1163 | 41.8605 | 37.2093 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.0468 | 0.251 | 0.0277 | 1.3748 | 0.3391 | 3.1845 |
Largest Winning Trade | 20636 | 20636 | 16533 | 26894174 | 2478171 | 26894174 |
Largest Losing Trade | -1909707 | -65803 | -1909707 | -10193636 | -10193636 | -3415667 |
Avg Bars in Trades | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Winners | 14 | 15 | 13 | 33 | 24 | 41 |
Avg Bars in Losers | 96 | 96 | 97 | 44 | 46 | 43 |
Bars Traded | 3467 | 1635 | 1831 | 3467 | 1635 | 1831 |
Profit Streak | 40.5577 | 64.0577 | 40.5577 | 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 | -576432 | -576890 | -578218 | -582046 | -585701 | 324768 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1858, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757596983436, "expiration_time": 1762407936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 1.16262 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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": [ [ -2792208.0359736294, -92482.7769553847, -2699725.259018245, -339462.2758216285, -18541043.022319425, 18201580.74649779 ], [ -2792.208036, -92.482777, -2699.725259, -339.462276, -18541.043022, 18201.580746 ], [ -1.502803, -0.049775, -1.453028, 0, 0, 0.280779 ], [ 7337.907636, 7337.907636, 7337.907636, 7337.907636, 7337.907636, 7337.907636 ], [ -2866690, -186434, -2744713, -23293435, -20746575, -5558268 ], [ 0.102175, 0.648425, 0.051702, 0.989865, 0.200965, 2.769132 ], [ 86, 43, 43, 86, 43, 43 ], [ 59, 31, 28, 36, 16, 20 ], [ 27, 12, 15, 50, 27, 23 ], [ 68.604651, 72.093023, 65.116279, 41.860465, 37.209302, 46.511628 ], [ 0.046758, 0.251003, 0.027698, 1.374812, 0.339128, 3.184502 ], [ 20636, 20636, 16533, 26894174, 2478171, 26894174 ], [ -1909707, -65803, -1909707, -10193636, -10193636, -3415667 ], [ 40, 38, 42, 40, 38, 42 ], [ 14, 15, 13, 33, 24, 41 ], [ 96, 96, 97, 44, 46, 43 ], [ 3467, 1635, 1831, 3467, 1635, 1831 ], [ 40.557679, 64.057679, 40.557679, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576432, -576890, -578218, -582046, -585701, 324768 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1858, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757596983436, "expiration_time": 1762407936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 1.16262 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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) |
---|