Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547230.3158 | 1515149.5775 | 32080.7383 | 23676900.8377 | 27378828.3098 | -3701927.4721 |
Total P&L (%) | 1547.2303 | 1515.1496 | 32.0807 | 23676.9008 | 27378.8283 | -3701.9275 |
Avg Daily Profit (%) | 0.8272 | 0.81 | 0.0172 | 0.2929 | 0.3007 | 0 |
Buy And Hold Return (%) | 6223.7835 | 6223.7835 | 6223.7835 | 6223.7835 | 6223.7835 | 6223.7835 |
Max Trade Drawdown | -77188 | -43985 | -106029 | -6420846 | -4004404 | -5935087 |
Profit Factor | 4.6307 | 9.8792 | 1.1256 | 1.8899 | 3.6633 | 0.7733 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 36.7347 | 40.8163 | 32.6531 | 36.7347 | 40.8163 | 32.6531 |
Ratio Avg Win / Avg Loss | 7.9751 | 14.3248 | 2.3215 | 3.2548 | 5.3119 | 1.5948 |
Largest Winning Trade | 728638 | 728638 | 59000 | 10829521 | 10829521 | 6347515 |
Largest Losing Trade | -27638 | -27638 | -25734 | -2284463 | -1785156 | -2284463 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 73 | 63 | 86 | 73 | 63 | 86 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3565 | 1700 | 1866 | 3565 | 1700 | 1866 |
Profit Streak | 0 | 49.8493 | 0 | 0 | 49.8493 | 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 | -149961 | -146559 | -423671 | 184531 | 408998 | -584649 |
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{ "first_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "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": [ [ 1547230.3158353332, 1515149.5774902534, 32080.7383450798, 23676900.837745495, 27378828.30980393, -3701927.4720584285 ], [ 1547.230316, 1515.149577, 32.080738, 23676.900838, 27378.82831, -3701.927472 ], [ 0.827175, 0.810024, 0.017151, 0.292933, 0.300692, 0 ], [ 6223.783538, 6223.783538, 6223.783538, 6223.783538, 6223.783538, 6223.783538 ], [ -77188, -43985, -106029, -6420846, -4004404, -5935087 ], [ 4.630692, 9.879183, 1.125555, 1.889893, 3.663347, 0.773258 ], [ 98, 49, 49, 98, 49, 49 ], [ 36, 20, 16, 36, 20, 16 ], [ 62, 29, 33, 62, 29, 33 ], [ 36.734694, 40.816327, 32.653061, 36.734694, 40.816327, 32.653061 ], [ 7.975081, 14.324815, 2.321456, 3.254816, 5.311853, 1.594844 ], [ 728638, 728638, 59000, 10829521, 10829521, 6347515 ], [ -27638, -27638, -25734, -2284463, -1785156, -2284463 ], [ 36, 34, 38, 36, 34, 38 ], [ 73, 63, 86, 73, 63, 86 ], [ 14, 14, 14, 14, 14, 14 ], [ 3565, 1700, 1866, 3565, 1700, 1866 ], [ 0, 49.849321, 0, 0, 49.849321, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149961, -146559, -423671, 184531, 408998, -584649 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3741, "evaluation_days": 1870.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597147200000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758702181346, "expiration_time": 1763520336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "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) |
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