Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2692016.9408 | 2644190.7961 | 47826.1447 | 31561721.464 | 54383981.999 | -22822260.535 |
Total P&L (%) | 2692.0169 | 2644.1908 | 47.8261 | 31561.7215 | 54383.982 | -22822.2605 |
Avg Daily Profit (%) | 1.4434 | 1.4178 | 0.0256 | 0.3092 | 0.3384 | 0 |
Buy And Hold Return (%) | 8074.1316 | 8074.1316 | 8074.1316 | 8074.1316 | 8074.1316 | 8074.1316 |
Max Trade Drawdown | -85861 | -38356 | -86584 | -32268629 | -13077202 | -32452204 |
Profit Factor | 8.6486 | 16.1713 | 1.2692 | 1.4896 | 3.2082 | 0.4271 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 32.0513 | 38.4615 | 25.641 | 32.0513 | 38.4615 | 25.641 |
Ratio Avg Win / Avg Loss | 18.3349 | 25.8741 | 3.6806 | 3.158 | 5.133 | 1.2385 |
Largest Winning Trade | 1950678 | 1950678 | 63916 | 37928512 | 37928512 | 8057986 |
Largest Losing Trade | -19407 | -16037 | -19407 | -8286206 | -4895684 | -8286206 |
Avg Bars in Trades | 44 | 44 | 43 | 44 | 44 | 43 |
Avg Bars in Winners | 102 | 94 | 113 | 102 | 94 | 113 |
Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
Bars Traded | 3449 | 1753 | 1696 | 3449 | 1753 | 1696 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189282 | -148013 | -350354 | -36735 | 385543 | -606080 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3730, "evaluation_days": 1865, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758220756011, "expiration_time": 1763030880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 3, "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": [ [ 2692016.9407834476, 2644190.7961309333, 47826.1446525146, 31561721.46399068, 54383981.99896762, -22822260.53497695 ], [ 2692.016941, 2644.190796, 47.826145, 31561.721464, 54383.981999, -22822.260535 ], [ 1.443441, 1.417797, 0.025644, 0.309201, 0.338399, 0 ], [ 8074.131627, 8074.131627, 8074.131627, 8074.131627, 8074.131627, 8074.131627 ], [ -85861, -38356, -86584, -32268629, -13077202, -32452204 ], [ 8.648557, 16.171288, 1.269178, 1.489616, 3.20815, 0.427057 ], [ 78, 39, 39, 78, 39, 39 ], [ 25, 15, 10, 25, 15, 10 ], [ 53, 24, 29, 53, 24, 29 ], [ 32.051282, 38.461538, 25.641026, 32.051282, 38.461538, 25.641026 ], [ 18.33494, 25.874061, 3.680616, 3.157987, 5.13304, 1.238465 ], [ 1950678, 1950678, 63916, 37928512, 37928512, 8057986 ], [ -19407, -16037, -19407, -8286206, -4895684, -8286206 ], [ 44, 44, 43, 44, 44, 43 ], [ 102, 94, 113, 102, 94, 113 ], [ 16, 13, 19, 16, 13, 19 ], [ 3449, 1753, 1696, 3449, 1753, 1696 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -189282, -148013, -350354, -36735, 385543, -606080 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3730, "evaluation_days": 1865, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758220756011, "expiration_time": 1763030880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 3, "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) |
---|