Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106213.0538 | 1022383.195 | 83829.8588 | 37937400.3805 | 53603702.5343 | -15666302.1538 |
Total P&L (%) | 1106.2131 | 1022.3832 | 83.8299 | 37937.4004 | 53603.7025 | -15666.3022 |
Avg Daily Profit (%) | 0.5967 | 0.5514 | 0.0452 | 0.321 | 0.3396 | 0 |
Buy And Hold Return (%) | 6766.2343 | 6766.2343 | 6766.2343 | 6766.2343 | 6766.2343 | 6766.2343 |
Max Trade Drawdown | -112985 | -113872 | -93703 | -26406174 | -16570241 | -28550781 |
Profit Factor | 2.1575 | 3.1212 | 1.177 | 1.2273 | 1.6591 | 0.817 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 50.1946 | 50.3876 | 50 | 50.1946 | 50.3876 | 50 |
Ratio Avg Win / Avg Loss | 2.1408 | 3.0732 | 1.177 | 1.2177 | 1.6336 | 0.817 |
Largest Winning Trade | 254870 | 254870 | 55747 | 15735049 | 15735049 | 9058728 |
Largest Losing Trade | -46851 | -46851 | -23529 | -6809267 | -5767828 | -6809267 |
Avg Bars in Trades | 85 | 85 | 86 | 85 | 85 | 86 |
Avg Bars in Winners | 105 | 103 | 107 | 105 | 103 | 107 |
Avg Bars in Losers | 65 | 67 | 64 | 65 | 67 | 64 |
Bars Traded | 22056 | 11030 | 11026 | 22056 | 11030 | 11026 |
Profit Streak | 16.003 | 20.5863 | 0 | 16.003 | 20.5863 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148297 | -148380 | -324362 | 350276 | 459553 | -580992 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22248, "evaluation_days": 1854, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598191200000, "last_datapoint_time": 1757347200000, "evaluation_time": 1757347455123, "expiration_time": 1763113881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 48, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 1106213.053758761, 1022383.1949603255, 83829.8587984353, 37937400.38052248, 53603702.53434984, -15666302.153827356 ], [ 1106.213054, 1022.383195, 83.829859, 37937.400381, 53603.702534, -15666.302154 ], [ 0.596663, 0.551447, 0.045216, 0.320965, 0.33963, 0 ], [ 6766.234306, 6766.234306, 6766.234306, 6766.234306, 6766.234306, 6766.234306 ], [ -112985, -113872, -93703, -26406174, -16570241, -28550781 ], [ 2.157537, 3.12118, 1.176978, 1.227256, 1.659138, 0.81701 ], [ 257, 129, 128, 257, 129, 128 ], [ 129, 65, 64, 129, 65, 64 ], [ 128, 64, 64, 128, 64, 64 ], [ 50.194553, 50.387597, 50, 50.194553, 50.387597, 50 ], [ 2.140812, 3.073162, 1.176978, 1.217743, 1.633612, 0.81701 ], [ 254870, 254870, 55747, 15735049, 15735049, 9058728 ], [ -46851, -46851, -23529, -6809267, -5767828, -6809267 ], [ 85, 85, 86, 85, 85, 86 ], [ 105, 103, 107, 105, 103, 107 ], [ 65, 67, 64, 65, 67, 64 ], [ 22056, 11030, 11026, 22056, 11030, 11026 ], [ 16.002953, 20.586286, 0, 16.002953, 20.586286, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148297, -148380, -324362, 350276, 459553, -580992 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22248, "evaluation_days": 1854, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598191200000, "last_datapoint_time": 1757347200000, "evaluation_time": 1757347455123, "expiration_time": 1763113881600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 48, "offset": 0, "scalar": 5 } } }
# | 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) |
---|