Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2349918.8483 | -3408.2693 | -2346510.579 | -1869971.9535 | -28126389.7532 | 26256417.7997 |
Total P&L (%) | -2349.9188 | -3.4083 | -2346.5106 | -1869.972 | -28126.3898 | 26256.4178 |
Avg Daily Profit (%) | -1.2651 | -0.0018 | -1.2633 | 0 | 0 | 0.3005 |
Buy And Hold Return (%) | 8720.1092 | 8720.1092 | 8720.1092 | 8720.1092 | 8720.1092 | 8720.1092 |
Max Trade Drawdown | -2426340 | -135565 | -2390165 | -33079599 | -29030488 | -10008913 |
Profit Factor | 0.1549 | 0.9844 | 0.0842 | 0.9643 | 0.2044 | 2.5401 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 67 | 33 | 34 | 42 | 17 | 25 |
Losing Trades | 21 | 11 | 10 | 46 | 27 | 19 |
Profitability (%) | 76.1364 | 75 | 77.2727 | 47.7273 | 38.6364 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.0486 | 0.3281 | 0.0248 | 1.0562 | 0.3247 | 1.9305 |
Largest Winning Trade | 26577 | 26577 | 15711 | 30946684 | 2279143 | 30946684 |
Largest Losing Trade | -1636583 | -60178 | -1636583 | -13159215 | -13159215 | -6722601 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 15 | 18 | 12 | 32 | 26 | 35 |
Avg Bars in Losers | 114 | 93 | 138 | 45 | 44 | 47 |
Bars Traded | 3442 | 1633 | 1808 | 3442 | 1633 | 1808 |
Profit Streak | 39.6932 | 146.6932 | 0 | 0 | 0 | 90.6932 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576329 | -576127 | -577184 | -579760 | -585138 | 437018 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757565491792, "expiration_time": 1762363440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 111, "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": [ [ -2349918.8483465808, -3408.269340265, -2346510.5790063143, -1869971.953474613, -28126389.753167924, 26256417.79969331 ], [ -2349.918848, -3.408269, -2346.510579, -1869.971953, -28126.389753, 26256.4178 ], [ -1.265098, -0.001835, -1.263263, 0, 0, 0.300547 ], [ 8720.109169, 8720.109169, 8720.109169, 8720.109169, 8720.109169, 8720.109169 ], [ -2426340, -135565, -2390165, -33079599, -29030488, -10008913 ], [ 0.154937, 0.984409, 0.084167, 0.964315, 0.204432, 2.540141 ], [ 88, 44, 44, 88, 44, 44 ], [ 67, 33, 34, 42, 17, 25 ], [ 21, 11, 10, 46, 27, 19 ], [ 76.136364, 75, 77.272727, 47.727273, 38.636364, 56.818182 ], [ 0.048562, 0.328136, 0.024755, 1.056154, 0.324687, 1.930507 ], [ 26577, 26577, 15711, 30946684, 2279143, 30946684 ], [ -1636583, -60178, -1636583, -13159215, -13159215, -6722601 ], [ 39, 37, 41, 39, 37, 41 ], [ 15, 18, 12, 32, 26, 35 ], [ 114, 93, 138, 45, 44, 47 ], [ 3442, 1633, 1808, 3442, 1633, 1808 ], [ 39.693192, 146.693192, 0, 0, 0, 90.693192 ], [ 1, 3, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576329, -576127, -577184, -579760, -585138, 437018 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757565491792, "expiration_time": 1762363440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 111, "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) |
---|