Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1388766.9128 | 116413.6877 | -1505180.6005 | 680442.6181 | 22478603.1406 | -21798160.5226 |
Total P&L (%) | -1388.7669 | 116.4137 | -1505.1806 | 680.4426 | 22478.6031 | -21798.1605 |
Avg Daily Profit (%) | -0.7475 | 0.0627 | -0.8101 | 0.1106 | 0.2921 | 0 |
Buy And Hold Return (%) | 7373.1941 | 7373.1941 | 7373.1941 | 7373.1941 | 7373.1941 | 7373.1941 |
Max Trade Drawdown | -1625581 | -124986 | -1623370 | -47641667 | -10417531 | -39629462 |
Profit Factor | 0.3989 | 1.329 | 0.2307 | 1.0078 | 1.9962 | 0.6616 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 186 | 90 | 96 | 120 | 62 | 58 |
Losing Trades | 46 | 26 | 20 | 112 | 54 | 58 |
Profitability (%) | 80.1724 | 77.5862 | 82.7586 | 51.7241 | 53.4483 | 50 |
Ratio Avg Win / Avg Loss | 0.0986 | 0.3839 | 0.0481 | 0.9406 | 1.7387 | 0.6616 |
Largest Winning Trade | 42728 | 42728 | 33743 | 13620914 | 10455490 | 13620914 |
Largest Losing Trade | -717973 | -64326 | -717973 | -36850511 | -4162722 | -36850511 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 5 | 5 | 5 | 15 | 15 | 14 |
Avg Bars in Losers | 56 | 48 | 66 | 16 | 14 | 17 |
Bars Traded | 3602 | 1712 | 1890 | 3602 | 1712 | 1890 |
Profit Streak | 42.4456 | 74.9456 | 42.4456 | 42.4456 | 74.9456 | 42.4456 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573783 | -270995 | -574888 | -420914 | 417519 | -579323 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.92824, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 2 } } }
{ "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": [ [ -1388766.9127586975, 116413.6876980992, -1505180.6004567975, 680442.6180605171, 22478603.140613623, -21798160.52255313 ], [ -1388.766913, 116.413688, -1505.1806, 680.442618, 22478.603141, -21798.160523 ], [ -0.747453, 0.062655, -0.810108, 0.110647, 0.292115, 0 ], [ 7373.194085, 7373.194085, 7373.194085, 7373.194085, 7373.194085, 7373.194085 ], [ -1625581, -124986, -1623370, -47641667, -10417531, -39629462 ], [ 0.398874, 1.329023, 0.230661, 1.007823, 1.996249, 0.661629 ], [ 232, 116, 116, 232, 116, 116 ], [ 186, 90, 96, 120, 62, 58 ], [ 46, 26, 20, 112, 54, 58 ], [ 80.172414, 77.586207, 82.758621, 51.724138, 53.448276, 50 ], [ 0.098646, 0.38394, 0.048054, 0.940634, 1.738668, 0.661629 ], [ 42728, 42728, 33743, 13620914, 10455490, 13620914 ], [ -717973, -64326, -717973, -36850511, -4162722, -36850511 ], [ 15, 14, 16, 15, 14, 16 ], [ 5, 5, 5, 15, 15, 14 ], [ 56, 48, 66, 16, 14, 17 ], [ 3602, 1712, 1890, 3602, 1712, 1890 ], [ 42.445561, 74.945561, 42.445561, 42.445561, 74.945561, 42.445561 ], [ 7, 7, 3, 7, 7, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573783, -270995, -574888, -420914, 417519, -579323 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1858, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757630496513, "expiration_time": 1762407936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.92824, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 2 } } }
# | 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) |
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