Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2356943.3995 | 7148.3807 | -2364091.7802 | -2547778.9824 | -26124521.0271 | 23576742.0447 |
Total P&L (%) | -2356.9434 | 7.1484 | -2364.0918 | -2547.779 | -26124.521 | 23576.742 |
Avg Daily Profit (%) | -1.2702 | 0.0039 | -1.2741 | 0 | 0 | 0.2951 |
Buy And Hold Return (%) | 9630.0963 | 9630.0963 | 9630.0963 | 9630.0963 | 9630.0963 | 9630.0963 |
Max Trade Drawdown | -2492336 | -154112 | -2424641 | -34007382 | -29679531 | -7498884 |
Profit Factor | 0.1664 | 1.0294 | 0.0853 | 0.9486 | 0.2461 | 2.585 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 74 | 39 | 35 | 39 | 16 | 23 |
Losing Trades | 24 | 10 | 14 | 59 | 33 | 26 |
Profitability (%) | 75.5102 | 79.5918 | 71.4286 | 39.7959 | 32.6531 | 46.9388 |
Ratio Avg Win / Avg Loss | 0.054 | 0.264 | 0.0341 | 1.435 | 0.5076 | 2.9222 |
Largest Winning Trade | 26577 | 26577 | 19704 | 27000916 | 1988547 | 27000916 |
Largest Losing Trade | -1672025 | -60024 | -1672025 | -13485567 | -13485567 | -5227894 |
Avg Bars in Trades | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Winners | 11 | 12 | 9 | 30 | 21 | 36 |
Avg Bars in Losers | 108 | 117 | 102 | 38 | 40 | 35 |
Bars Traded | 3438 | 1676 | 1762 | 3438 | 1676 | 1762 |
Profit Streak | 38.6837 | 94.6837 | 38.6837 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575501 | -537926 | -577357 | -582818 | -587427 | 316248 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757391873778, "expiration_time": 1762185456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "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": [ [ -2356943.399526491, 7148.3806970873, -2364091.7802235777, -2547778.9824009594, -26124521.027126048, 23576742.04472508 ], [ -2356.9434, 7.148381, -2364.09178, -2547.778982, -26124.521027, 23576.742045 ], [ -1.270247, 0.003853, -1.2741, 0, 0, 0.295076 ], [ 9630.096297, 9630.096297, 9630.096297, 9630.096297, 9630.096297, 9630.096297 ], [ -2492336, -154112, -2424641, -34007382, -29679531, -7498884 ], [ 0.166397, 1.029438, 0.085311, 0.948559, 0.246127, 2.585002 ], [ 98, 49, 49, 98, 49, 49 ], [ 74, 39, 35, 39, 16, 23 ], [ 24, 10, 14, 59, 33, 26 ], [ 75.510204, 79.591837, 71.428571, 39.795918, 32.653061, 46.938776 ], [ 0.053966, 0.263958, 0.034125, 1.435, 0.507636, 2.922176 ], [ 26577, 26577, 19704, 27000916, 1988547, 27000916 ], [ -1672025, -60024, -1672025, -13485567, -13485567, -5227894 ], [ 35, 34, 35, 35, 34, 35 ], [ 11, 12, 9, 30, 21, 36 ], [ 108, 117, 102, 38, 40, 35 ], [ 3438, 1676, 1762, 3438, 1676, 1762 ], [ 38.683724, 94.683724, 38.683724, 0, 0, 0 ], [ 3, 4, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575501, -537926, -577357, -582818, -587427, 316248 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3711, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757391873778, "expiration_time": 1762185456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "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) |
---|