Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571186.7704 | 1545218.1999 | 25968.5704 | 23440904.9988 | 25941235.3035 | -2500330.3047 |
Total P&L (%) | 1571.1868 | 1545.2182 | 25.9686 | 23440.905 | 25941.2353 | -2500.3303 |
Avg Daily Profit (%) | 0.8465 | 0.8326 | 0.014 | 0.2947 | 0.3001 | 0 |
Buy And Hold Return (%) | 6648.3399 | 6648.3399 | 6648.3399 | 6648.3399 | 6648.3399 | 6648.3399 |
Max Trade Drawdown | -85682 | -73701 | -68408 | -8340210 | -4134610 | -6601449 |
Profit Factor | 5.2653 | 11.6854 | 1.1161 | 1.8885 | 3.5065 | 0.8441 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 51.5152 | 57.5758 | 45.4545 | 51.5152 | 57.5758 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.9556 | 8.6103 | 1.3393 | 1.7774 | 2.5837 | 1.0129 |
Largest Winning Trade | 701710 | 701710 | 62508 | 9926990 | 9926990 | 5690258 |
Largest Losing Trade | -57994 | -57994 | -37918 | -6601449 | -4134610 | -6601449 |
Avg Bars in Trades | 157 | 160 | 154 | 157 | 160 | 154 |
Avg Bars in Winners | 213 | 226 | 198 | 213 | 226 | 198 |
Avg Bars in Losers | 98 | 71 | 118 | 98 | 71 | 118 |
Bars Traded | 10409 | 5301 | 5108 | 10409 | 5301 | 5108 |
Profit Streak | 0 | 217.9464 | 0 | 0 | 217.9464 | 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 | -272885 | -142123 | -434581 | -118515 | 547767 | -580903 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11136, "evaluation_days": 1856, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757472165154, "expiration_time": 1762273152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 1.25825 } } }
{ "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": [ [ 1571186.7703662226, 1545218.1999235332, 25968.5704426889, 23440904.998844028, 25941235.30352191, -2500330.304677886 ], [ 1571.18677, 1545.2182, 25.96857, 23440.904999, 25941.235304, -2500.330305 ], [ 0.846545, 0.832553, 0.013992, 0.294686, 0.300141, 0 ], [ 6648.339892, 6648.339892, 6648.339892, 6648.339892, 6648.339892, 6648.339892 ], [ -85682, -73701, -68408, -8340210, -4134610, -6601449 ], [ 5.265325, 11.685353, 1.11606, 1.88848, 3.506479, 0.844056 ], [ 66, 33, 33, 66, 33, 33 ], [ 34, 19, 15, 34, 19, 15 ], [ 32, 14, 18, 32, 14, 18 ], [ 51.515152, 57.575758, 45.454545, 51.515152, 57.575758, 45.454545 ], [ 4.9556, 8.61026, 1.339272, 1.777393, 2.583721, 1.012867 ], [ 701710, 701710, 62508, 9926990, 9926990, 5690258 ], [ -57994, -57994, -37918, -6601449, -4134610, -6601449 ], [ 157, 160, 154, 157, 160, 154 ], [ 213, 226, 198, 213, 226, 198 ], [ 98, 71, 118, 98, 71, 118 ], [ 10409, 5301, 5108, 10409, 5301, 5108 ], [ 0, 217.946356, 0, 0, 217.946356, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -272885, -142123, -434581, -118515, 547767, -580903 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11136, "evaluation_days": 1856, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757472165154, "expiration_time": 1762273152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 1.25825 } } }
# | 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) |
---|