Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2609926.2175 | 59832.4699 | -2669758.6874 | -13840556.5035 | -83568199.7121 | 69727643.2087 |
Total P&L (%) | -2609.9262 | 59.8325 | -2669.7587 | -13840.5565 | -83568.1997 | 69727.6432 |
Avg Daily Profit (%) | -1.4019 | 0.0321 | -1.434 | 0 | 0 | 0.3524 |
Buy And Hold Return (%) | 6711.9765 | 6711.9765 | 6711.9765 | 6711.9765 | 6711.9765 | 6711.9765 |
Max Trade Drawdown | -2805920 | -97465 | -2788748 | -133130469 | -99569290 | -116841017 |
Profit Factor | 0.2549 | 1.2178 | 0.1729 | 0.9588 | 0.487 | 1.4031 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 181 | 83 | 98 | 132 | 60 | 72 |
Losing Trades | 74 | 45 | 29 | 123 | 68 | 55 |
Profitability (%) | 70.9804 | 64.8438 | 77.1654 | 51.7647 | 46.875 | 56.6929 |
Ratio Avg Win / Avg Loss | 0.1042 | 0.6603 | 0.0512 | 0.8934 | 0.552 | 1.0718 |
Largest Winning Trade | 26683 | 26683 | 24177 | 40871454 | 12225439 | 40871454 |
Largest Losing Trade | -1840719 | -35745 | -1840719 | -75845654 | -35090188 | -75845654 |
Avg Bars in Trades | 84 | 25 | 144 | 84 | 25 | 144 |
Avg Bars in Winners | 31 | 11 | 49 | 74 | 16 | 121 |
Avg Bars in Losers | 213 | 50 | 465 | 95 | 32 | 173 |
Bars Traded | 21517 | 3201 | 18316 | 21517 | 3201 | 18316 |
Profit Streak | 45.1771 | 84.6771 | 0 | 0 | 0 | 87.2604 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576168 | -315272 | -577195 | -579215 | -581930 | 405448 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22341, "evaluation_days": 1861.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598565600000, "last_datapoint_time": 1758016800000, "evaluation_time": 1758017700075, "expiration_time": 1763807587200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "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": [ [ -2609926.2175180954, 59832.4698603948, -2669758.6873784913, -13840556.503453398, -83568199.71211529, 69727643.20866203 ], [ -2609.926218, 59.83247, -2669.758687, -13840.556503, -83568.199712, 69727.643209 ], [ -1.401867, 0.032138, -1.434005, 0, 0, 0.352364 ], [ 6711.976464, 6711.976464, 6711.976464, 6711.976464, 6711.976464, 6711.976464 ], [ -2805920, -97465, -2788748, -133130469, -99569290, -116841017 ], [ 0.254882, 1.217798, 0.172934, 0.958797, 0.487049, 1.403054 ], [ 255, 128, 127, 255, 128, 127 ], [ 181, 83, 98, 132, 60, 72 ], [ 74, 45, 29, 123, 68, 55 ], [ 70.980392, 64.84375, 77.165354, 51.764706, 46.875, 56.692913 ], [ 0.104206, 0.660252, 0.051174, 0.893425, 0.551989, 1.071778 ], [ 26683, 26683, 24177, 40871454, 12225439, 40871454 ], [ -1840719, -35745, -1840719, -75845654, -35090188, -75845654 ], [ 84, 25, 144, 84, 25, 144 ], [ 31, 11, 49, 74, 16, 121 ], [ 213, 50, 465, 95, 32, 173 ], [ 21517, 3201, 18316, 21517, 3201, 18316 ], [ 45.177084, 84.677084, 0, 0, 0, 87.260418 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576168, -315272, -577195, -579215, -581930, 405448 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22341, "evaluation_days": 1861.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598565600000, "last_datapoint_time": 1758016800000, "evaluation_time": 1758017700075, "expiration_time": 1763807587200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "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) |
---|