Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2836715.0525 | 2770224.5786 | 66490.4739 | 28676075.4546 | 56651585.4293 | -27975509.9747 |
Total P&L (%) | 2836.7151 | 2770.2246 | 66.4905 | 28676.0755 | 56651.5854 | -27975.51 |
Avg Daily Profit (%) | 1.5272 | 1.4914 | 0.0358 | 0.3053 | 0.342 | 0 |
Buy And Hold Return (%) | 7231.8687 | 7231.8687 | 7231.8687 | 7231.8687 | 7231.8687 | 7231.8687 |
Max Trade Drawdown | -110034 | -55238 | -101928 | -42477009 | -20381615 | -39945912 |
Profit Factor | 8.3388 | 15.243 | 1.3462 | 1.3471 | 2.6167 | 0.4119 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 29.7297 | 35.1351 | 24.3243 | 29.7297 | 35.1351 | 24.3243 |
Ratio Avg Win / Avg Loss | 19.71 | 28.1409 | 4.1883 | 3.1841 | 4.8308 | 1.2814 |
Largest Winning Trade | 2048939 | 2048939 | 62309 | 43449651 | 43449651 | 7905667 |
Largest Losing Trade | -43471 | -43471 | -35396 | -6800150 | -6063101 | -6800150 |
Avg Bars in Trades | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Winners | 116 | 114 | 118 | 116 | 114 | 118 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 3578 | 1901 | 1677 | 3578 | 1901 | 1677 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221198 | -149258 | -342165 | -69579 | 304781 | -611898 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757565878918, "expiration_time": 1762363440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "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": [ [ 2836715.052514851, 2770224.578595866, 66490.4739189854, 28676075.454553526, 56651585.4292655, -27975509.97471198 ], [ 2836.715053, 2770.224579, 66.490474, 28676.075455, 56651.585429, -27975.509975 ], [ 1.527168, 1.491373, 0.035796, 0.30529, 0.341971, 0 ], [ 7231.868708, 7231.868708, 7231.868708, 7231.868708, 7231.868708, 7231.868708 ], [ -110034, -55238, -101928, -42477009, -20381615, -39945912 ], [ 8.338842, 15.242968, 1.346238, 1.347128, 2.616676, 0.411877 ], [ 74, 37, 37, 74, 37, 37 ], [ 22, 13, 9, 22, 13, 9 ], [ 52, 24, 28, 52, 24, 28 ], [ 29.72973, 35.135135, 24.324324, 29.72973, 35.135135, 24.324324 ], [ 19.70999, 28.140865, 4.188297, 3.184121, 4.830787, 1.281396 ], [ 2048939, 2048939, 62309, 43449651, 43449651, 7905667 ], [ -43471, -43471, -35396, -6800150, -6063101, -6800150 ], [ 48, 51, 45, 48, 51, 45 ], [ 116, 114, 118, 116, 114, 118 ], [ 19, 17, 21, 19, 17, 21 ], [ 3578, 1901, 1677, 3578, 1901, 1677 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -221198, -149258, -342165, -69579, 304781, -611898 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757565878918, "expiration_time": 1762363440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "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) |
---|