Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1435419.3875 | 179908.6982 | -1615328.0857 | 5660354.0783 | -16932838.0627 | 22593192.1411 |
Total P&L (%) | -1435.4194 | 179.9087 | -1615.3281 | 5660.3541 | -16932.8381 | 22593.1921 |
Avg Daily Profit (%) | -0.7715 | 0.0967 | -0.8682 | 0.2181 | 0 | 0.292 |
Buy And Hold Return (%) | 8059.9578 | 8059.9578 | 8059.9578 | 8059.9578 | 8059.9578 | 8059.9578 |
Max Trade Drawdown | -1682538 | -99372 | -1710014 | -16065981 | -19505896 | -4947647 |
Profit Factor | 0.3384 | 1.6903 | 0.1538 | 1.1368 | 0.4193 | 2.8475 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 61 | 30 | 31 | 53 | 26 | 27 |
Losing Trades | 28 | 15 | 13 | 36 | 19 | 17 |
Profitability (%) | 68.5393 | 66.6667 | 70.4545 | 59.5506 | 57.7778 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.1553 | 0.8452 | 0.0645 | 0.7721 | 0.3064 | 1.7929 |
Largest Winning Trade | 96944 | 96944 | 35988 | 17221194 | 2913797 | 17221194 |
Largest Losing Trade | -938127 | -68522 | -938127 | -9101569 | -9101569 | -4814878 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 20 | 22 | 18 | 26 | 21 | 31 |
Avg Bars in Losers | 80 | 65 | 97 | 58 | 57 | 59 |
Bars Traded | 3504 | 1644 | 1860 | 3504 | 1644 | 1860 |
Profit Streak | 86.4167 | 86.4167 | 94.4167 | 86.4167 | 86.4167 | 94.4167 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576452 | -226039 | -576709 | -226463 | -578743 | 499104 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3721, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757844003429, "expiration_time": 1762630416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 96, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ -1435419.3874755765, 179908.698205231, -1615328.0856808072, 5660354.078305982, -16932838.062746953, 22593192.141052943 ], [ -1435.419387, 179.908698, -1615.328086, 5660.354078, -16932.838063, 22593.192141 ], [ -0.771523, 0.096699, -0.868223, 0.218114, 0, 0.291995 ], [ 8059.957836, 8059.957836, 8059.957836, 8059.957836, 8059.957836, 8059.957836 ], [ -1682538, -99372, -1710014, -16065981, -19505896, -4947647 ], [ 0.338352, 1.690342, 0.15377, 1.136757, 0.419331, 2.847527 ], [ 89, 45, 44, 89, 45, 44 ], [ 61, 30, 31, 53, 26, 27 ], [ 28, 15, 13, 36, 19, 17 ], [ 68.539326, 66.666667, 70.454545, 59.550562, 57.777778, 61.363636 ], [ 0.155309, 0.845171, 0.064484, 0.772137, 0.306434, 1.792887 ], [ 96944, 96944, 35988, 17221194, 2913797, 17221194 ], [ -938127, -68522, -938127, -9101569, -9101569, -4814878 ], [ 39, 36, 42, 39, 36, 42 ], [ 20, 22, 18, 26, 21, 31 ], [ 80, 65, 97, 58, 57, 59 ], [ 3504, 1644, 1860, 3504, 1644, 1860 ], [ 86.416706, 86.416706, 94.416706, 86.416706, 86.416706, 94.416706 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576452, -226039, -576709, -226463, -578743, 499104 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3721, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757844003429, "expiration_time": 1762630416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 96, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|