Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2631344.3444 | -22932.7004 | -2608411.6439 | -3998472.801 | -27366326.7413 | 23367853.9403 |
Total P&L (%) | -2631.3443 | -22.9327 | -2608.4116 | -3998.4728 | -27366.3267 | 23367.8539 |
Avg Daily Profit (%) | -1.4079 | -0.0123 | -1.3956 | 0 | 0 | 0.2925 |
Buy And Hold Return (%) | 7232.0418 | 7232.0418 | 7232.0418 | 7232.0418 | 7232.0418 | 7232.0418 |
Max Trade Drawdown | -2711504 | -139555 | -2655047 | -44806783 | -34426763 | -16430960 |
Profit Factor | 0.1651 | 0.9185 | 0.0913 | 0.9452 | 0.3797 | 1.8082 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 131 | 67 | 64 | 100 | 49 | 51 |
Losing Trades | 39 | 18 | 21 | 70 | 36 | 34 |
Profitability (%) | 77.0588 | 78.8235 | 75.2941 | 58.8235 | 57.6471 | 60 |
Ratio Avg Win / Avg Loss | 0.0492 | 0.2468 | 0.0299 | 0.6617 | 0.2789 | 1.2055 |
Largest Winning Trade | 23253 | 23253 | 14832 | 25658457 | 2692482 | 25658457 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -16176714 | -16176714 | -13413636 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 6 | 6 | 5 | 15 | 12 | 18 |
Avg Bars in Losers | 68 | 67 | 69 | 26 | 29 | 24 |
Bars Traded | 3467 | 1684 | 1784 | 3467 | 1684 | 1784 |
Profit Streak | 52.5461 | 85.5461 | 52.5461 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574692 | -575360 | -576707 | -578465 | -579835 | 351595 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758546387021, "expiration_time": 1763386848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 79, "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": [ [ -2631344.344350757, -22932.700421929, -2608411.643928829, -3998472.8009639117, -27366326.74126073, 23367853.94029683 ], [ -2631.344344, -22.9327, -2608.411644, -3998.472801, -27366.326741, 23367.85394 ], [ -1.407889, -0.01227, -1.395619, 0, 0, 0.292466 ], [ 7232.041768, 7232.041768, 7232.041768, 7232.041768, 7232.041768, 7232.041768 ], [ -2711504, -139555, -2655047, -44806783, -34426763, -16430960 ], [ 0.165133, 0.918526, 0.091253, 0.945248, 0.37967, 1.80821 ], [ 170, 85, 85, 170, 85, 85 ], [ 131, 67, 64, 100, 49, 51 ], [ 39, 18, 21, 70, 36, 34 ], [ 77.058824, 78.823529, 75.294118, 58.823529, 57.647059, 60 ], [ 0.049162, 0.246768, 0.029942, 0.661674, 0.278941, 1.205474 ], [ 23253, 23253, 14832, 25658457, 2692482, 25658457 ], [ -1801299, -61180, -1801299, -16176714, -16176714, -13413636 ], [ 20, 19, 20, 20, 19, 20 ], [ 6, 6, 5, 15, 12, 18 ], [ 68, 67, 69, 26, 29, 24 ], [ 3467, 1684, 1784, 3467, 1684, 1784 ], [ 52.546146, 85.546146, 52.546146, 0, 0, 0 ], [ 3, 5, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574692, -575360, -576707, -578465, -579835, 351595 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758546387021, "expiration_time": 1763386848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 79, "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) |
---|