Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547473.0155 | 1484474.7172 | 62998.2984 | 48932106.0726 | 58778377.7561 | -9846271.6835 |
Total P&L (%) | 1547.473 | 1484.4747 | 62.9983 | 48932.1061 | 58778.3778 | -9846.2717 |
Avg Daily Profit (%) | 0.8304 | 0.7966 | 0.0338 | 0.333 | 0.3428 | 0 |
Buy And Hold Return (%) | 9241.8242 | 9241.8242 | 9241.8242 | 9241.8242 | 9241.8242 | 9241.8242 |
Max Trade Drawdown | -76217 | -39506 | -66581 | -26702307 | -12445523 | -18448519 |
Profit Factor | 4.9934 | 9.523 | 1.2953 | 1.6628 | 2.8462 | 0.7655 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 37.1795 | 38.4615 | 35.8974 | 37.1795 | 38.4615 | 35.8974 |
Ratio Avg Win / Avg Loss | 8.4372 | 15.2369 | 2.313 | 2.8095 | 4.554 | 1.367 |
Largest Winning Trade | 498369 | 498369 | 61612 | 33183713 | 33183713 | 11799821 |
Largest Losing Trade | -24739 | -20262 | -24739 | -11689872 | -11689872 | -11485828 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 93 | 103 | 82 | 93 | 103 | 82 |
Avg Bars in Losers | 15 | 10 | 20 | 15 | 10 | 20 |
Bars Traded | 3481 | 1804 | 1677 | 3481 | 1804 | 1677 |
Profit Streak | 0 | 75.5088 | 0 | 0 | 75.5088 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188558 | -148021 | -317806 | -32576 | 372837 | -584575 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758067963202, "expiration_time": 1762897392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 2, "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": [ [ 1547473.0155491263, 1484474.7171932037, 62998.2983559226, 48932106.07258594, 58778377.75612584, -9846271.6835399 ], [ 1547.473016, 1484.474717, 62.998298, 48932.106073, 58778.377756, -9846.271684 ], [ 0.830412, 0.796606, 0.033806, 0.332995, 0.342849, 0 ], [ 9241.824223, 9241.824223, 9241.824223, 9241.824223, 9241.824223, 9241.824223 ], [ -76217, -39506, -66581, -26702307, -12445523, -18448519 ], [ 4.993433, 9.523042, 1.295306, 1.66275, 2.84623, 0.765537 ], [ 78, 39, 39, 78, 39, 39 ], [ 29, 15, 14, 29, 15, 14 ], [ 49, 24, 25, 49, 24, 25 ], [ 37.179487, 38.461538, 35.897436, 37.179487, 38.461538, 35.897436 ], [ 8.43718, 15.236868, 2.313046, 2.809475, 4.553967, 1.36703 ], [ 498369, 498369, 61612, 33183713, 33183713, 11799821 ], [ -24739, -20262, -24739, -11689872, -11689872, -11485828 ], [ 44, 46, 43, 44, 46, 43 ], [ 93, 103, 82, 93, 103, 82 ], [ 15, 10, 20, 15, 10, 20 ], [ 3481, 1804, 1677, 3481, 1804, 1677 ], [ 0, 75.508833, 0, 0, 75.508833, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -188558, -148021, -317806, -32576, 372837, -584575 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758067963202, "expiration_time": 1762897392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 2, "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) |
---|