Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3002383.5669 | 17332.9981 | -3019716.5649 | -4051309.7596 | -116980107.9929 | 112928798.2332 |
Total P&L (%) | -3002.3836 | 17.333 | -3019.7166 | -4051.3098 | -116980.108 | 112928.7982 |
Avg Daily Profit (%) | -1.6018 | 0.0092 | -1.6111 | 0 | 0 | 0.3758 |
Buy And Hold Return (%) | 4590.0402 | 4590.0402 | 4590.0402 | 4590.0402 | 4590.0402 | 4590.0402 |
Max Trade Drawdown | -3156339 | -114943 | -3099575 | -183577282 | -149798665 | -81211163 |
Profit Factor | 0.2164 | 1.0577 | 0.1448 | 0.9885 | 0.4537 | 1.8092 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 239 | 113 | 126 | 169 | 81 | 88 |
Losing Trades | 55 | 34 | 21 | 125 | 66 | 59 |
Profitability (%) | 81.2925 | 76.8707 | 85.7143 | 57.483 | 55.102 | 59.8639 |
Ratio Avg Win / Avg Loss | 0.0498 | 0.3182 | 0.0241 | 0.7312 | 0.3697 | 1.213 |
Largest Winning Trade | 21336 | 21336 | 20463 | 43123290 | 6288005 | 43123290 |
Largest Losing Trade | -2101064 | -47732 | -2101064 | -76793064 | -76793064 | -49428493 |
Avg Bars in Trades | 75 | 36 | 113 | 75 | 36 | 113 |
Avg Bars in Winners | 26 | 13 | 37 | 66 | 23 | 104 |
Avg Bars in Losers | 288 | 113 | 573 | 87 | 52 | 127 |
Bars Traded | 22126 | 5414 | 16712 | 22126 | 5414 | 16712 |
Profit Streak | 5.8596 | 112.2762 | 5.8596 | 0 | 0 | 0 |
Trades During Streak | 2 | 8 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574054 | -499892 | -575520 | -578270 | -580281 | 467094 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22492, "evaluation_days": 1874.33, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598788800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106266781, "expiration_time": 1764933926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -3002383.5668569054, 17332.9980753916, -3019716.5649322947, -4051309.759634933, -116980107.9928811, 112928798.23324615 ], [ -3002.383567, 17.332998, -3019.716565, -4051.30976, -116980.107993, 112928.798233 ], [ -1.601844, 0.009248, -1.611091, 0, 0, 0.375784 ], [ 4590.040197, 4590.040197, 4590.040197, 4590.040197, 4590.040197, 4590.040197 ], [ -3156339, -114943, -3099575, -183577282, -149798665, -81211163 ], [ 0.216424, 1.057657, 0.144803, 0.988546, 0.45373, 1.809216 ], [ 294, 147, 147, 294, 147, 147 ], [ 239, 113, 126, 169, 81, 88 ], [ 55, 34, 21, 125, 66, 59 ], [ 81.292517, 76.870748, 85.714286, 57.482993, 55.102041, 59.863946 ], [ 0.049805, 0.318233, 0.024134, 0.731173, 0.369706, 1.212997 ], [ 21336, 21336, 20463, 43123290, 6288005, 43123290 ], [ -2101064, -47732, -2101064, -76793064, -76793064, -49428493 ], [ 75, 36, 113, 75, 36, 113 ], [ 26, 13, 37, 66, 23, 104 ], [ 288, 113, 573, 87, 52, 127 ], [ 22126, 5414, 16712, 22126, 5414, 16712 ], [ 5.859569, 112.276236, 5.859569, 0, 0, 0 ], [ 2, 8, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574054, -499892, -575520, -578270, -580281, 467094 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22492, "evaluation_days": 1874.33, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598788800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106266781, "expiration_time": 1764933926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 3 } } }
# | 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) |
---|