Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1651447.9173 | 28780.0547 | -1680227.9721 | 261347.6145 | 24770426.9729 | -24509079.3584 |
Total P&L (%) | -1651.4479 | 28.7801 | -1680.228 | 261.3476 | 24770.427 | -24509.0794 |
Avg Daily Profit (%) | -0.8904 | 0.0155 | -0.9059 | 0.0693 | 0.2979 | 0 |
Buy And Hold Return (%) | 5411.9557 | 5411.9557 | 5411.9557 | 5411.9557 | 5411.9557 | 5411.9557 |
Max Trade Drawdown | -1809587 | -134809 | -1764744 | -38018559 | -8666402 | -38004726 |
Profit Factor | 0.3846 | 1.0726 | 0.2654 | 1.003 | 2.1267 | 0.6199 |
Total Trades | 515 | 258 | 257 | 515 | 258 | 257 |
Winning Trades | 386 | 176 | 210 | 262 | 127 | 135 |
Losing Trades | 129 | 82 | 47 | 253 | 131 | 122 |
Profitability (%) | 74.9515 | 68.2171 | 81.7121 | 50.8738 | 49.2248 | 52.5292 |
Ratio Avg Win / Avg Loss | 0.1285 | 0.4998 | 0.0594 | 0.9686 | 2.1937 | 0.5602 |
Largest Winning Trade | 25307 | 24963 | 25307 | 13520705 | 13520705 | 12279611 |
Largest Losing Trade | -798278 | -52660 | -798278 | -27739736 | -1034417 | -27739736 |
Avg Bars in Trades | 41 | 21 | 62 | 41 | 21 | 62 |
Avg Bars in Winners | 13 | 8 | 18 | 41 | 22 | 59 |
Avg Bars in Losers | 125 | 49 | 257 | 42 | 19 | 66 |
Bars Traded | 21548 | 5479 | 16069 | 21548 | 5479 | 16069 |
Profit Streak | 35.8273 | 35.8273 | 39.1606 | 35.8273 | 35.8273 | 39.1606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573861 | -476199 | -575386 | -481270 | 450837 | -579114 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22256, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598745600000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757411476431, "expiration_time": 1763173555200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 226, "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": [ [ -1651447.9173374262, 28780.0547130527, -1680227.972050479, 261347.6145297136, 24770426.9728902, -24509079.35836048 ], [ -1651.447917, 28.780055, -1680.227972, 261.347615, 24770.426973, -24509.079358 ], [ -0.890427, 0.015518, -0.905944, 0.069291, 0.297868, 0 ], [ 5411.955701, 5411.955701, 5411.955701, 5411.955701, 5411.955701, 5411.955701 ], [ -1809587, -134809, -1764744, -38018559, -8666402, -38004726 ], [ 0.384558, 1.072647, 0.265373, 1.003022, 2.126741, 0.619945 ], [ 515, 258, 257, 515, 258, 257 ], [ 386, 176, 210, 262, 127, 135 ], [ 129, 82, 47, 253, 131, 122 ], [ 74.951456, 68.217054, 81.712062, 50.873786, 49.224806, 52.529183 ], [ 0.128518, 0.499756, 0.059393, 0.968567, 2.193725, 0.560247 ], [ 25307, 24963, 25307, 13520705, 13520705, 12279611 ], [ -798278, -52660, -798278, -27739736, -1034417, -27739736 ], [ 41, 21, 62, 41, 21, 62 ], [ 13, 8, 18, 41, 22, 59 ], [ 125, 49, 257, 42, 19, 66 ], [ 21548, 5479, 16069, 21548, 5479, 16069 ], [ 35.827273, 35.827273, 39.160607, 35.827273, 35.827273, 39.160607 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573861, -476199, -575386, -481270, 450837, -579114 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22256, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598745600000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757411476431, "expiration_time": 1763173555200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 226, "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) |
---|