Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1995792.3632 | 8136.8583 | -2003929.2215 | -1506723.5684 | -18930207.4084 | 17423483.84 |
Total P&L (%) | -1995.7924 | 8.1369 | -2003.9292 | -1506.7236 | -18930.2074 | 17423.4838 |
Avg Daily Profit (%) | -1.073 | 0.0044 | -1.0774 | 0 | 0 | 0.2781 |
Buy And Hold Return (%) | 7961.1187 | 7961.1187 | 7961.1187 | 7961.1187 | 7961.1187 | 7961.1187 |
Max Trade Drawdown | -2092893 | -145838 | -2035142 | -22798339 | -20134771 | -5251575 |
Profit Factor | 0.1799 | 1.0357 | 0.0914 | 0.9559 | 0.2033 | 2.6771 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 56 | 28 | 28 | 35 | 14 | 21 |
Losing Trades | 20 | 10 | 10 | 41 | 24 | 17 |
Profitability (%) | 73.6842 | 73.6842 | 73.6842 | 46.0526 | 36.8421 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.0643 | 0.3699 | 0.0326 | 1.1197 | 0.3485 | 2.1672 |
Largest Winning Trade | 29680 | 29680 | 19366 | 20514019 | 1944067 | 20514019 |
Largest Losing Trade | -1279506 | -62948 | -1279506 | -9129819 | -9129819 | -3385554 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 18 | 22 | 15 | 38 | 32 | 43 |
Avg Bars in Losers | 119 | 101 | 136 | 50 | 49 | 52 |
Bars Traded | 3444 | 1637 | 1807 | 3444 | 1637 | 1807 |
Profit Streak | 41.4479 | 65.9479 | 0 | 0 | 0 | 93.9479 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630657 | -532077 | -577694 | -634423 | -585881 | 339667 |
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{ "first_band": { "type": "fwma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 1.64981 } } }
{ "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": [ [ -1995792.3632057218, 8136.858311427, -2003929.2215171494, -1506723.568437486, -18930207.408420477, 17423483.83998301 ], [ -1995.792363, 8.136858, -2003.929222, -1506.723568, -18930.207408, 17423.48384 ], [ -1.073007, 0.004375, -1.077381, 0, 0, 0.278135 ], [ 7961.118727, 7961.118727, 7961.118727, 7961.118727, 7961.118727, 7961.118727 ], [ -2092893, -145838, -2035142, -22798339, -20134771, -5251575 ], [ 0.179903, 1.035659, 0.091361, 0.955879, 0.203315, 2.677147 ], [ 76, 38, 38, 76, 38, 38 ], [ 56, 28, 28, 35, 14, 21 ], [ 20, 10, 10, 41, 24, 17 ], [ 73.684211, 73.684211, 73.684211, 46.052632, 36.842105, 55.263158 ], [ 0.064251, 0.369878, 0.032629, 1.119744, 0.348539, 2.167215 ], [ 29680, 29680, 19366, 20514019, 1944067, 20514019 ], [ -1279506, -62948, -1279506, -9129819, -9129819, -3385554 ], [ 45, 43, 47, 45, 43, 47 ], [ 18, 22, 15, 38, 32, 43 ], [ 119, 101, 136, 50, 49, 52 ], [ 3444, 1637, 1807, 3444, 1637, 1807 ], [ 41.447898, 65.947898, 0, 0, 0, 93.947898 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -630657, -532077, -577694, -634423, -585881, 339667 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757803498406, "expiration_time": 1762585920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 1.64981 } } }
# | 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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