Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047980.4215 | 1084514.3329 | -36533.9114 | 6212640.4522 | 16271657.0045 | -10059016.5523 |
Total P&L (%) | 1047.9804 | 1084.5143 | -36.5339 | 6212.6405 | 16271.657 | -10059.0166 |
Avg Daily Profit (%) | 0.5604 | 0.58 | -0.0195 | 0.2219 | 0.273 | 0 |
Buy And Hold Return (%) | 5769.5897 | 5769.5897 | 5769.5897 | 5769.5897 | 5769.5897 | 5769.5897 |
Max Trade Drawdown | -82688 | -32626 | -119600 | -11008904 | -1845565 | -12756856 |
Profit Factor | 3.2416 | 8.137 | 0.8842 | 1.237 | 3.0938 | 0.4545 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 42.1053 | 47.9167 | 36.1702 | 42.1053 | 47.9167 | 36.1702 |
Ratio Avg Win / Avg Loss | 4.4572 | 8.8445 | 1.5604 | 1.7009 | 3.3628 | 0.8021 |
Largest Winning Trade | 344307 | 344307 | 57961 | 12994437 | 12994437 | 2722126 |
Largest Losing Trade | -35073 | -19802 | -35073 | -3198683 | -812165 | -3198683 |
Avg Bars in Trades | 72 | 45 | 100 | 72 | 45 | 100 |
Avg Bars in Winners | 127 | 71 | 202 | 127 | 71 | 202 |
Avg Bars in Losers | 32 | 21 | 42 | 32 | 21 | 42 |
Bars Traded | 6898 | 2182 | 4716 | 6898 | 2182 | 4716 |
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 | -151280 | -146685 | -583297 | -135669 | 380892 | -586075 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7480, "evaluation_days": 1870, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599717600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758686719404, "expiration_time": 1763519040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 20, "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": [ [ 1047980.4215003604, 1084514.3329499245, -36533.9114495637, 6212640.452198082, 16271657.004451236, -10059016.55225315 ], [ 1047.980422, 1084.514333, -36.533911, 6212.640452, 16271.657004, -10059.016552 ], [ 0.560417, 0.579954, -0.019537, 0.221911, 0.273, 0 ], [ 5769.58972, 5769.58972, 5769.58972, 5769.58972, 5769.58972, 5769.58972 ], [ -82688, -32626, -119600, -11008904, -1845565, -12756856 ], [ 3.241597, 8.136973, 0.884224, 1.237019, 3.093788, 0.454504 ], [ 95, 48, 47, 95, 48, 47 ], [ 40, 23, 17, 40, 23, 17 ], [ 55, 25, 30, 55, 25, 30 ], [ 42.105263, 47.916667, 36.170213, 42.105263, 47.916667, 36.170213 ], [ 4.457197, 8.844536, 1.560396, 1.700902, 3.362813, 0.802066 ], [ 344307, 344307, 57961, 12994437, 12994437, 2722126 ], [ -35073, -19802, -35073, -3198683, -812165, -3198683 ], [ 72, 45, 100, 72, 45, 100 ], [ 127, 71, 202, 127, 71, 202 ], [ 32, 21, 42, 32, 21, 42 ], [ 6898, 2182, 4716, 6898, 2182, 4716 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151280, -146685, -583297, -135669, 380892, -586075 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7480, "evaluation_days": 1870, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599717600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758686719404, "expiration_time": 1763519040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 20, "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) |
---|