Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3138392.2487 | 3057645.9324 | 80746.3163 | 72839622.0683 | 78118604.017 | -5278981.9487 |
Total P&L (%) | 3138.3922 | 3057.6459 | 80.7463 | 72839.6221 | 78118.604 | -5278.9819 |
Avg Daily Profit (%) | 1.6846 | 1.6412 | 0.0433 | 0.3545 | 0.3582 | 0 |
Buy And Hold Return (%) | 10866.6544 | 10866.6544 | 10866.6544 | 10866.6544 | 10866.6544 | 10866.6544 |
Max Trade Drawdown | -58824 | -74202 | -36035 | -33007737 | -9505839 | -28678923 |
Profit Factor | 11.0472 | 20.0134 | 1.5328 | 1.7602 | 2.9043 | 0.9037 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 36.25 | 40 | 32.5 | 36.25 | 40 | 32.5 |
Ratio Avg Win / Avg Loss | 19.4278 | 30.0201 | 3.1835 | 3.0955 | 4.3565 | 1.8768 |
Largest Winning Trade | 2344872 | 2344872 | 59954 | 43365597 | 43365597 | 30974620 |
Largest Losing Trade | -38107 | -38107 | -17133 | -8212398 | -6290529 | -8212398 |
Avg Bars in Trades | 41 | 49 | 34 | 41 | 49 | 34 |
Avg Bars in Winners | 93 | 98 | 87 | 93 | 98 | 87 |
Avg Bars in Losers | 12 | 17 | 8 | 12 | 17 | 8 |
Bars Traded | 3356 | 1986 | 1370 | 3356 | 1986 | 1370 |
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 | -172440 | -147214 | -304954 | -16627 | 398696 | -584777 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3726, "evaluation_days": 1863, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1605916800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758066299991, "expiration_time": 1762852896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 3138392.24872999, 3057645.9324352113, 80746.3162947788, 72839622.06830484, 78118604.01704234, -5278981.948737502 ], [ 3138.392249, 3057.645932, 80.746316, 72839.622068, 78118.604017, -5278.981949 ], [ 1.684591, 1.641248, 0.043342, 0.354476, 0.35824, 0 ], [ 10866.654351, 10866.654351, 10866.654351, 10866.654351, 10866.654351, 10866.654351 ], [ -58824, -74202, -36035, -33007737, -9505839, -28678923 ], [ 11.047183, 20.013426, 1.532802, 1.760214, 2.904325, 0.903656 ], [ 80, 40, 40, 80, 40, 40 ], [ 29, 16, 13, 29, 16, 13 ], [ 51, 24, 27, 51, 24, 27 ], [ 36.25, 40, 32.5, 36.25, 40, 32.5 ], [ 19.427805, 30.020139, 3.183512, 3.095549, 4.356487, 1.876824 ], [ 2344872, 2344872, 59954, 43365597, 43365597, 30974620 ], [ -38107, -38107, -17133, -8212398, -6290529, -8212398 ], [ 41, 49, 34, 41, 49, 34 ], [ 93, 98, 87, 93, 98, 87 ], [ 12, 17, 8, 12, 17, 8 ], [ 3356, 1986, 1370, 3356, 1986, 1370 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172440, -147214, -304954, -16627, 398696, -584777 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3726, "evaluation_days": 1863, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1605916800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758066299991, "expiration_time": 1762852896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|