Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3199482.5091 | 23354.8343 | -3222837.3434 | -62381296.924 | 19462403.7687 | -81843700.6927 |
Total P&L (%) | -3199.4825 | 23.3548 | -3222.8373 | -62381.2969 | 19462.4038 | -81843.7007 |
Avg Daily Profit (%) | -1.7055 | 0.0124 | -1.7179 | 0 | 0.2816 | 0 |
Buy And Hold Return (%) | 5376.4164 | 5376.4164 | 5376.4164 | 5376.4164 | 5376.4164 | 5376.4164 |
Max Trade Drawdown | -3235345 | -26368 | -3268325 | -183394299 | -13121524 | -190608555 |
Profit Factor | 0.1479 | 1.2149 | 0.1161 | 0.7691 | 1.7354 | 0.6641 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 21 | 24 | 42 | 20 | 22 |
Losing Trades | 38 | 21 | 17 | 41 | 22 | 19 |
Profitability (%) | 54.2169 | 50 | 58.5366 | 50.6024 | 47.619 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.1249 | 1.2149 | 0.0823 | 0.7508 | 1.909 | 0.5736 |
Largest Winning Trade | 53804 | 18057 | 53804 | 47922559 | 13250008 | 47922559 |
Largest Losing Trade | -2257726 | -21134 | -2257726 | -158257502 | -8000509 | -158257502 |
Avg Bars in Trades | 43 | 4 | 83 | 43 | 4 | 83 |
Avg Bars in Winners | 29 | 3 | 52 | 42 | 3 | 78 |
Avg Bars in Losers | 59 | 4 | 126 | 43 | 5 | 88 |
Bars Traded | 3589 | 186 | 3403 | 3589 | 186 | 3403 |
Profit Streak | 49.4939 | 225.4939 | 0 | 0 | 0 | 166.9939 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580945 | -341126 | -579635 | -581977 | 318970 | -579687 |
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{ "first_band": { "type": "linreg", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 8, "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": [ [ -3199482.509083837, 23354.8342756062, -3222837.343359443, -62381296.92404042, 19462403.76870448, -81843700.69274493 ], [ -3199.482509, 23.354834, -3222.837343, -62381.296924, 19462.403769, -81843.700693 ], [ -1.705481, 0.012449, -1.71793, 0, 0.281643, 0 ], [ 5376.416425, 5376.416425, 5376.416425, 5376.416425, 5376.416425, 5376.416425 ], [ -3235345, -26368, -3268325, -183394299, -13121524, -190608555 ], [ 0.14793, 1.214873, 0.116126, 0.769081, 1.735409, 0.664133 ], [ 83, 42, 41, 83, 42, 41 ], [ 45, 21, 24, 42, 20, 22 ], [ 38, 21, 17, 41, 22, 19 ], [ 54.216867, 50, 58.536585, 50.60241, 47.619048, 53.658537 ], [ 0.124919, 1.214873, 0.082256, 0.750769, 1.90895, 0.573569 ], [ 53804, 18057, 53804, 47922559, 13250008, 47922559 ], [ -2257726, -21134, -2257726, -158257502, -8000509, -158257502 ], [ 43, 4, 83, 43, 4, 83 ], [ 29, 3, 52, 42, 3, 78 ], [ 59, 4, 126, 43, 5, 88 ], [ 3589, 186, 3403, 3589, 186, 3403 ], [ 49.493872, 225.493872, 0, 0, 0, 166.993873 ], [ 1, 2, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -580945, -341126, -579635, -581977, 318970, -579687 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1598659200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759189870590, "expiration_time": 1764009792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 8, "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) |
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