Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2093006.9436 | 47309.5521 | -2140316.4956 | 864778.7682 | -23569926.4645 | 24434705.2327 |
Total P&L (%) | -2093.0069 | 47.3096 | -2140.3165 | 864.7788 | -23569.9265 | 24434.7052 |
Avg Daily Profit (%) | -1.1211 | 0.0253 | -1.1464 | 0.1215 | 0 | 0.2952 |
Buy And Hold Return (%) | 7400.3914 | 7400.3914 | 7400.3914 | 7400.3914 | 7400.3914 | 7400.3914 |
Max Trade Drawdown | -2187024 | -143899 | -2184345 | -23990906 | -23983757 | -9849936 |
Profit Factor | 0.2308 | 1.1767 | 0.1275 | 1.0171 | 0.2766 | 2.3585 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 28 | 23 | 49 | 21 | 28 |
Losing Trades | 39 | 17 | 22 | 41 | 24 | 17 |
Profitability (%) | 56.6667 | 62.2222 | 51.1111 | 54.4444 | 46.6667 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.1765 | 0.7144 | 0.122 | 0.851 | 0.3162 | 1.432 |
Largest Winning Trade | 56436 | 44196 | 56436 | 27291735 | 3591255 | 27291735 |
Largest Losing Trade | -1389400 | -48349 | -1389400 | -9800339 | -8684317 | -9800339 |
Avg Bars in Trades | 37 | 23 | 52 | 37 | 23 | 52 |
Avg Bars in Winners | 21 | 14 | 29 | 32 | 11 | 47 |
Avg Bars in Losers | 59 | 36 | 77 | 44 | 32 | 61 |
Bars Traded | 3405 | 1035 | 2371 | 3405 | 1035 | 2371 |
Profit Streak | 88.8639 | 90.3639 | 88.8639 | 88.8639 | 90.3639 | 88.8639 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578225 | -349360 | -579607 | -397307 | -580369 | 431995 |
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{ "first_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 2.12887 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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": [ [ -2093006.9435743666, 47309.5520716337, -2140316.495646001, 864778.768175032, -23569926.464537572, 24434705.232712626 ], [ -2093.006944, 47.309552, -2140.316496, 864.778768, -23569.926465, 24434.705233 ], [ -1.121054, 0.02534, -1.146393, 0.121484, 0, 0.295168 ], [ 7400.391396, 7400.391396, 7400.391396, 7400.391396, 7400.391396, 7400.391396 ], [ -2187024, -143899, -2184345, -23990906, -23983757, -9849936 ], [ 0.230782, 1.176674, 0.127532, 1.017101, 0.276642, 2.358542 ], [ 90, 45, 45, 90, 45, 45 ], [ 51, 28, 23, 49, 21, 28 ], [ 39, 17, 22, 41, 24, 17 ], [ 56.666667, 62.222222, 51.111111, 54.444444, 46.666667, 62.222222 ], [ 0.17648, 0.714409, 0.121987, 0.851043, 0.316162, 1.431972 ], [ 56436, 44196, 56436, 27291735, 3591255, 27291735 ], [ -1389400, -48349, -1389400, -9800339, -8684317, -9800339 ], [ 37, 23, 52, 37, 23, 52 ], [ 21, 14, 29, 32, 11, 47 ], [ 59, 36, 77, 44, 32, 61 ], [ 3405, 1035, 2371, 3405, 1035, 2371 ], [ 88.863879, 90.363879, 88.863879, 88.863879, 90.363879, 88.863879 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578225, -349360, -579607, -397307, -580369, 431995 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3734, "evaluation_days": 1867, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601035200000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758401039154, "expiration_time": 1763208864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 2.12887 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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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