Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2354770.5705 | -4671.7867 | -2350098.7837 | -1693732.1252 | -26482671.3011 | 24788939.1759 |
Total P&L (%) | -2354.7706 | -4.6718 | -2350.0988 | -1693.7321 | -26482.6713 | 24788.9392 |
Avg Daily Profit (%) | -1.265 | -0.0025 | -1.2625 | 0 | 0 | 0.2968 |
Buy And Hold Return (%) | 9814.0736 | 9814.0736 | 9814.0736 | 9814.0736 | 9814.0736 | 9814.0736 |
Max Trade Drawdown | -2432282 | -137421 | -2393427 | -32138682 | -27288202 | -9324181 |
Profit Factor | 0.1547 | 0.979 | 0.0833 | 0.9659 | 0.2026 | 2.51 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 68 | 33 | 35 | 41 | 18 | 23 |
Losing Trades | 22 | 12 | 10 | 49 | 27 | 22 |
Profitability (%) | 75.5556 | 73.3333 | 77.7778 | 45.5556 | 40 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.05 | 0.356 | 0.0238 | 1.1543 | 0.304 | 2.4009 |
Largest Winning Trade | 26577 | 26577 | 15000 | 30061470 | 2213949 | 30061470 |
Largest Losing Trade | -1636583 | -60178 | -1636583 | -13528564 | -13528564 | -6574911 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 14 | 18 | 10 | 31 | 25 | 36 |
Avg Bars in Losers | 112 | 85 | 143 | 43 | 43 | 43 |
Bars Traded | 3442 | 1634 | 1808 | 3442 | 1634 | 1808 |
Profit Streak | 43.8309 | 150.8309 | 0 | 0 | 0 | 94.8309 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576393 | -576335 | -577111 | -580599 | -584600 | 391910 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757922988477, "expiration_time": 1762719408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 113, "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": [ [ -2354770.5704801544, -4671.7867388928, -2350098.783741261, -1693732.1252362174, -26482671.301099997, 24788939.17586378 ], [ -2354.77057, -4.671787, -2350.098784, -1693.732125, -26482.671301, 24788.939176 ], [ -1.264986, -0.00251, -1.262476, 0, 0, 0.296814 ], [ 9814.07358, 9814.07358, 9814.07358, 9814.07358, 9814.07358, 9814.07358 ], [ -2432282, -137421, -2393427, -32138682, -27288202, -9324181 ], [ 0.15468, 0.978967, 0.083261, 0.965873, 0.202648, 2.509994 ], [ 90, 45, 45, 90, 45, 45 ], [ 68, 33, 35, 41, 18, 23 ], [ 22, 12, 10, 49, 27, 22 ], [ 75.555556, 73.333333, 77.777778, 45.555556, 40, 51.111111 ], [ 0.050043, 0.355988, 0.023789, 1.154336, 0.303972, 2.400864 ], [ 26577, 26577, 15000, 30061470, 2213949, 30061470 ], [ -1636583, -60178, -1636583, -13528564, -13528564, -6574911 ], [ 38, 36, 40, 38, 36, 40 ], [ 14, 18, 10, 31, 25, 36 ], [ 112, 85, 143, 43, 43, 43 ], [ 3442, 1634, 1808, 3442, 1634, 1808 ], [ 43.830885, 150.830885, 0, 0, 0, 94.830885 ], [ 1, 3, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576393, -576335, -577111, -580599, -584600, 391910 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757922988477, "expiration_time": 1762719408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 113, "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) |
---|