Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1967049.6766 | 19388.6125 | -1986438.2892 | -2036749.3463 | -22322934.4356 | 20286185.0893 |
Total P&L (%) | -1967.0497 | 19.3886 | -1986.4383 | -2036.7493 | -22322.9344 | 20286.1851 |
Avg Daily Profit (%) | -1.061 | 0.0105 | -1.0714 | 0 | 0 | 0.2872 |
Buy And Hold Return (%) | 7977.5335 | 7977.5335 | 7977.5335 | 7977.5335 | 7977.5335 | 7977.5335 |
Max Trade Drawdown | -2053741 | -132568 | -2021637 | -27047160 | -23319066 | -9126165 |
Profit Factor | 0.1849 | 1.0909 | 0.0971 | 0.9536 | 0.215 | 2.311 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 63 | 32 | 31 | 40 | 17 | 23 |
Losing Trades | 21 | 10 | 11 | 44 | 25 | 19 |
Profitability (%) | 75 | 76.1905 | 73.8095 | 47.619 | 40.4762 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.0616 | 0.3409 | 0.0344 | 1.049 | 0.3161 | 1.9091 |
Largest Winning Trade | 26577 | 26577 | 14010 | 24655276 | 1815797 | 24655276 |
Largest Losing Trade | -1279506 | -60930 | -1279506 | -10483969 | -10483969 | -6496117 |
Avg Bars in Trades | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Winners | 17 | 20 | 13 | 35 | 29 | 38 |
Avg Bars in Losers | 112 | 97 | 126 | 46 | 45 | 47 |
Bars Traded | 3442 | 1637 | 1805 | 3442 | 1637 | 1805 |
Profit Streak | 36.0993 | 143.0993 | 0 | 0 | 0 | 87.0993 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576491 | -462074 | -577648 | -579812 | -584438 | 391860 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3708, "evaluation_days": 1854, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757254983694, "expiration_time": 1762051968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 4.23304 } } }
{ "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": [ [ -1967049.676633636, 19388.6125371679, -1986438.2891708033, -2036749.346288922, -22322934.435562182, 20286185.08927327 ], [ -1967.049677, 19.388613, -1986.438289, -2036.749346, -22322.934436, 20286.185089 ], [ -1.060976, 0.010458, -1.071434, 0, 0, 0.287221 ], [ 7977.533529, 7977.533529, 7977.533529, 7977.533529, 7977.533529, 7977.533529 ], [ -2053741, -132568, -2021637, -27047160, -23319066, -9126165 ], [ 0.184931, 1.090882, 0.097079, 0.953616, 0.214972, 2.310955 ], [ 84, 42, 42, 84, 42, 42 ], [ 63, 32, 31, 40, 17, 23 ], [ 21, 10, 11, 44, 25, 19 ], [ 75, 76.190476, 73.809524, 47.619048, 40.47619, 54.761905 ], [ 0.061644, 0.340901, 0.034447, 1.048977, 0.316135, 1.90905 ], [ 26577, 26577, 14010, 24655276, 1815797, 24655276 ], [ -1279506, -60930, -1279506, -10483969, -10483969, -6496117 ], [ 40, 38, 42, 40, 38, 42 ], [ 17, 20, 13, 35, 29, 38 ], [ 112, 97, 126, 46, 45, 47 ], [ 3442, 1637, 1805, 3442, 1637, 1805 ], [ 36.099348, 143.099348, 0, 0, 0, 87.099348 ], [ 1, 3, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576491, -462074, -577648, -579812, -584438, 391860 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3708, "evaluation_days": 1854, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601812800000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757254983694, "expiration_time": 1762051968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 4.23304 } } }
# | 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) |
---|