Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1630039.3535 | 67768.6741 | -1697808.0277 | -1550364.836 | -22751901.2294 | 21201536.3933 |
Total P&L (%) | -1630.0394 | 67.7687 | -1697.808 | -1550.3648 | -22751.9012 | 21201.5364 |
Avg Daily Profit (%) | -0.8745 | 0.0364 | -0.9108 | 0 | 0 | 0.288 |
Buy And Hold Return (%) | 9264.5285 | 9264.5285 | 9264.5285 | 9264.5285 | 9264.5285 | 9264.5285 |
Max Trade Drawdown | -1732380 | -162365 | -1739107 | -29748336 | -25472510 | -6975289 |
Profit Factor | 0.236 | 1.3152 | 0.115 | 0.9629 | 0.1967 | 2.5734 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 34 | 15 | 19 |
Losing Trades | 29 | 15 | 14 | 30 | 17 | 13 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 53.125 | 46.875 | 59.375 |
Ratio Avg Win / Avg Loss | 0.1955 | 1.1605 | 0.0895 | 0.8496 | 0.2229 | 1.7607 |
Largest Winning Trade | 76125 | 76125 | 27059 | 22956487 | 3716815 | 22956487 |
Largest Losing Trade | -983850 | -57057 | -983850 | -12599747 | -12599747 | -4650774 |
Avg Bars in Trades | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Winners | 24 | 30 | 18 | 39 | 31 | 46 |
Avg Bars in Losers | 89 | 77 | 103 | 70 | 70 | 69 |
Bars Traded | 3461 | 1670 | 1791 | 3461 | 1670 | 1791 |
Profit Streak | 43.5406 | 69.5406 | 0 | 0 | 0 | 227.0406 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723117 | -309000 | -580000 | -723872 | -582025 | 391953 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3728, "evaluation_days": 1864, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758113904820, "expiration_time": 1762941888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 127, "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": [ [ -1630039.353539163, 67768.6741333384, -1697808.0276725017, -1550364.8360397283, -22751901.22935233, 21201536.393312607 ], [ -1630.039354, 67.768674, -1697.808028, -1550.364836, -22751.901229, 21201.536393 ], [ -0.874485, 0.036357, -0.910841, 0, 0, 0.288041 ], [ 9264.528483, 9264.528483, 9264.528483, 9264.528483, 9264.528483, 9264.528483 ], [ -1732380, -162365, -1739107, -29748336, -25472510, -6975289 ], [ 0.235974, 1.315208, 0.115029, 0.962908, 0.196679, 2.573364 ], [ 64, 32, 32, 64, 32, 32 ], [ 35, 17, 18, 34, 15, 19 ], [ 29, 15, 14, 30, 17, 13 ], [ 54.6875, 53.125, 56.25, 53.125, 46.875, 59.375 ], [ 0.195521, 1.160478, 0.089467, 0.849625, 0.222903, 1.760723 ], [ 76125, 76125, 27059, 22956487, 3716815, 22956487 ], [ -983850, -57057, -983850, -12599747, -12599747, -4650774 ], [ 54, 52, 55, 54, 52, 55 ], [ 24, 30, 18, 39, 31, 46 ], [ 89, 77, 103, 70, 70, 69 ], [ 3461, 1670, 1791, 3461, 1670, 1791 ], [ 43.540565, 69.540565, 0, 0, 0, 227.040565 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -723117, -309000, -580000, -723872, -582025, 391953 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3728, "evaluation_days": 1864, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758113904820, "expiration_time": 1762941888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 127, "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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