Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1984608.738 | 18854.828 | -2003463.566 | -2088642.6596 | -27402588.1221 | 25313945.4625 |
Total P&L (%) | -1984.6087 | 18.8548 | -2003.4636 | -2088.6427 | -27402.5881 | 25313.9455 |
Avg Daily Profit (%) | -1.0619 | 0.0101 | -1.0719 | 0 | 0 | 0.2967 |
Buy And Hold Return (%) | 9428.3582 | 9428.3582 | 9428.3582 | 9428.3582 | 9428.3582 | 9428.3582 |
Max Trade Drawdown | -2102521 | -155184 | -2048061 | -32007685 | -28202605 | -7180449 |
Profit Factor | 0.1859 | 1.0848 | 0.0957 | 0.955 | 0.1525 | 2.8045 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 69 | 34 | 35 | 36 | 16 | 20 |
Losing Trades | 21 | 11 | 10 | 54 | 29 | 25 |
Profitability (%) | 76.6667 | 75.5556 | 77.7778 | 40 | 35.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0566 | 0.351 | 0.0273 | 1.4324 | 0.2765 | 3.5056 |
Largest Winning Trade | 26577 | 26577 | 16877 | 30046293 | 1293642 | 30046293 |
Largest Losing Trade | -1279506 | -60178 | -1279506 | -12865757 | -12865757 | -5033252 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 13 | 15 | 12 | 36 | 29 | 42 |
Avg Bars in Losers | 116 | 101 | 132 | 38 | 40 | 35 |
Bars Traded | 3393 | 1643 | 1749 | 3393 | 1643 | 1749 |
Profit Streak | 109.589 | 156.589 | 109.589 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575449 | -469706 | -576548 | -582760 | -586329 | 314338 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758550089904, "expiration_time": 1763386848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 129, "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": [ [ -1984608.7380169462, 18854.8279863816, -2003463.5660033282, -2088642.6596168624, -27402588.122108392, 25313945.46249154 ], [ -1984.608738, 18.854828, -2003.463566, -2088.64266, -27402.588122, 25313.945462 ], [ -1.061856, 0.010088, -1.071944, 0, 0, 0.296741 ], [ 9428.358209, 9428.358209, 9428.358209, 9428.358209, 9428.358209, 9428.358209 ], [ -2102521, -155184, -2048061, -32007685, -28202605, -7180449 ], [ 0.185917, 1.084798, 0.095704, 0.95495, 0.152534, 2.804496 ], [ 90, 45, 45, 90, 45, 45 ], [ 69, 34, 35, 36, 16, 20 ], [ 21, 11, 10, 54, 29, 25 ], [ 76.666667, 75.555556, 77.777778, 40, 35.555556, 44.444444 ], [ 0.056583, 0.350964, 0.027344, 1.432425, 0.276469, 3.50562 ], [ 26577, 26577, 16877, 30046293, 1293642, 30046293 ], [ -1279506, -60178, -1279506, -12865757, -12865757, -5033252 ], [ 37, 36, 38, 37, 36, 38 ], [ 13, 15, 12, 36, 29, 42 ], [ 116, 101, 132, 38, 40, 35 ], [ 3393, 1643, 1749, 3393, 1643, 1749 ], [ 109.589003, 156.589003, 109.589003, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575449, -469706, -576548, -582760, -586329, 314338 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758550089904, "expiration_time": 1763386848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 129, "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) |
---|