Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518459.1502 | 1414034.3987 | 104424.7515 | 118140457.0886 | 124031085.8388 | -5890628.7502 |
Total P&L (%) | 1518.4592 | 1414.0344 | 104.4248 | 118140.4571 | 124031.0858 | -5890.6288 |
Avg Daily Profit (%) | 0.8124 | 0.7566 | 0.0559 | 0.3793 | 0.3819 | 0 |
Buy And Hold Return (%) | 8605.8545 | 8605.8545 | 8605.8545 | 8605.8545 | 8605.8545 | 8605.8545 |
Max Trade Drawdown | -36918 | -23943 | -51057 | -25330872 | -14063478 | -29547001 |
Profit Factor | 6.6476 | 16.1812 | 1.5942 | 2.4078 | 5.1559 | 0.8911 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 23 | 12 | 35 | 23 | 12 |
Losing Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Profitability (%) | 42.6829 | 56.0976 | 29.2683 | 42.6829 | 56.0976 | 29.2683 |
Ratio Avg Win / Avg Loss | 8.9267 | 12.6636 | 3.8528 | 3.2333 | 4.035 | 2.1534 |
Largest Winning Trade | 471698 | 471698 | 61441 | 52213847 | 52213847 | 30628558 |
Largest Losing Trade | -24242 | -19556 | -24242 | -13246887 | -7002485 | -13246887 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 71 | 66 | 82 | 71 | 66 | 82 |
Avg Bars in Losers | 20 | 16 | 23 | 20 | 16 | 23 |
Bars Traded | 3480 | 1813 | 1667 | 3480 | 1813 | 1667 |
Profit Streak | 0 | 159.6574 | 0 | 0 | 159.6574 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155695 | -142663 | -292061 | 91228 | 694548 | -588967 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758556000623, "expiration_time": 1763386848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 1518459.1501619094, 1414034.398651862, 104424.7515100466, 118140457.0886173, 124031085.83884856, -5890628.750231253 ], [ 1518.45915, 1414.034399, 104.424752, 118140.457089, 124031.085839, -5890.62875 ], [ 0.812445, 0.756573, 0.055872, 0.379278, 0.38189, 0 ], [ 8605.854468, 8605.854468, 8605.854468, 8605.854468, 8605.854468, 8605.854468 ], [ -36918, -23943, -51057, -25330872, -14063478, -29547001 ], [ 6.647559, 16.181206, 1.594247, 2.407783, 5.155887, 0.891065 ], [ 82, 41, 41, 82, 41, 41 ], [ 35, 23, 12, 35, 23, 12 ], [ 47, 18, 29, 47, 18, 29 ], [ 42.682927, 56.097561, 29.268293, 42.682927, 56.097561, 29.268293 ], [ 8.926722, 12.663553, 3.852763, 3.233308, 4.035042, 2.153408 ], [ 471698, 471698, 61441, 52213847, 52213847, 30628558 ], [ -24242, -19556, -24242, -13246887, -7002485, -13246887 ], [ 42, 44, 40, 42, 44, 40 ], [ 71, 66, 82, 71, 66, 82 ], [ 20, 16, 23, 20, 16, 23 ], [ 3480, 1813, 1667, 3480, 1813, 1667 ], [ 0, 159.657415, 0, 0, 159.657415, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155695, -142663, -292061, 91228, 694548, -588967 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758556000623, "expiration_time": 1763386848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|