Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1628181.4324 | 1564261.9376 | 63919.4949 | 38339774.5474 | 49242201.5856 | -10902427.0382 |
Total P&L (%) | 1628.1814 | 1564.2619 | 63.9195 | 38339.7745 | 49242.2016 | -10902.427 |
Avg Daily Profit (%) | 0.8761 | 0.8417 | 0.0344 | 0.3208 | 0.3342 | 0 |
Buy And Hold Return (%) | 7473.6321 | 7473.6321 | 7473.6321 | 7473.6321 | 7473.6321 | 7473.6321 |
Max Trade Drawdown | -80698 | -68997 | -92331 | -17842328 | -15747940 | -17943205 |
Profit Factor | 3.9657 | 7.1584 | 1.2167 | 1.476 | 2.3063 | 0.7456 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 46.1538 | 51.1111 | 41.3043 | 46.1538 | 51.1111 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.6267 | 6.8471 | 1.729 | 1.7219 | 2.206 | 1.0595 |
Largest Winning Trade | 733108 | 733108 | 66973 | 15469726 | 15469726 | 9525117 |
Largest Losing Trade | -27874 | -27874 | -25193 | -11132890 | -11132890 | -6783410 |
Avg Bars in Trades | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Winners | 60 | 56 | 65 | 60 | 56 | 65 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 3628 | 1714 | 1914 | 3628 | 1714 | 1914 |
Profit Streak | 0 | 91.2204 | 0 | 0 | 91.2204 | 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 | -146762 | -142877 | -315349 | 318257 | 520984 | -582419 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3717, "evaluation_days": 1858.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597881600000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757654244557, "expiration_time": 1762452432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.56518 } }, "second_band": { "type": "vwap", "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": [ [ 1628181.4324491834, 1564261.937555763, 63919.4948934202, 38339774.54739673, 49242201.5856411, -10902427.038244372 ], [ 1628.181432, 1564.261938, 63.919495, 38339.774547, 49242.201586, -10902.427038 ], [ 0.876073, 0.84168, 0.034393, 0.320754, 0.334233, 0 ], [ 7473.632093, 7473.632093, 7473.632093, 7473.632093, 7473.632093, 7473.632093 ], [ -80698, -68997, -92331, -17842328, -15747940, -17943205 ], [ 3.965718, 7.158368, 1.21668, 1.475956, 2.306263, 0.745604 ], [ 91, 45, 46, 91, 45, 46 ], [ 42, 23, 19, 42, 23, 19 ], [ 49, 22, 27, 49, 22, 27 ], [ 46.153846, 51.111111, 41.304348, 46.153846, 51.111111, 41.304348 ], [ 4.626671, 6.847135, 1.728966, 1.721949, 2.205991, 1.059542 ], [ 733108, 733108, 66973, 15469726, 15469726, 9525117 ], [ -27874, -27874, -25193, -11132890, -11132890, -6783410 ], [ 39, 38, 41, 39, 38, 41 ], [ 60, 56, 65, 60, 56, 65 ], [ 22, 19, 24, 22, 19, 24 ], [ 3628, 1714, 1914, 3628, 1714, 1914 ], [ 0, 91.220423, 0, 0, 91.220423, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146762, -142877, -315349, 318257, 520984, -582419 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3717, "evaluation_days": 1858.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597881600000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757654244557, "expiration_time": 1762452432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.56518 } }, "second_band": { "type": "vwap", "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) |
---|