Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2787235.3479 | -14754.244 | -2772481.1039 | 8761227.9717 | -23796912.715 | 32558140.6867 |
Total P&L (%) | -2787.2353 | -14.7542 | -2772.4811 | 8761.228 | -23796.9127 | 32558.1407 |
Avg Daily Profit (%) | -1.493 | -0.0079 | -1.4851 | 0.2405 | 0 | 0.3106 |
Buy And Hold Return (%) | 8055.4224 | 8055.4224 | 8055.4224 | 8055.4224 | 8055.4224 | 8055.4224 |
Max Trade Drawdown | -2900145 | -88127 | -2848945 | -43120728 | -25754901 | -39587502 |
Profit Factor | 0.1548 | 0.8788 | 0.127 | 1.0911 | 0.2421 | 1.5028 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 60 | 27 | 33 | 56 | 24 | 32 |
Losing Trades | 33 | 20 | 13 | 37 | 23 | 14 |
Profitability (%) | 64.5161 | 57.4468 | 71.7391 | 60.2151 | 51.0638 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.0851 | 0.651 | 0.05 | 0.7209 | 0.232 | 0.6575 |
Largest Winning Trade | 43497 | 26622 | 43497 | 28108458 | 3145710 | 28108458 |
Largest Losing Trade | -1650945 | -25809 | -1650945 | -38941714 | -10292183 | -38941714 |
Avg Bars in Trades | 227 | 17 | 441 | 227 | 17 | 441 |
Avg Bars in Winners | 120 | 10 | 210 | 223 | 13 | 380 |
Avg Bars in Losers | 421 | 27 | 1027 | 232 | 22 | 579 |
Bars Traded | 21131 | 832 | 20299 | 21131 | 832 | 20299 |
Profit Streak | 49.3741 | 112.6241 | 0 | 49.3741 | 112.6241 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577806 | -578495 | -577886 | -249962 | -579323 | 326305 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22402, "evaluation_days": 1866.83, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598040000000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758459525607, "expiration_time": 1764262598400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "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": [ [ -2787235.3479262074, -14754.2439902574, -2772481.1039359504, 8761227.971688373, -23796912.71502098, 32558140.686709367 ], [ -2787.235348, -14.754244, -2772.481104, 8761.227972, -23796.912715, 32558.140687 ], [ -1.493031, -0.007903, -1.485128, 0.240496, 0, 0.310562 ], [ 8055.422425, 8055.422425, 8055.422425, 8055.422425, 8055.422425, 8055.422425 ], [ -2900145, -88127, -2848945, -43120728, -25754901, -39587502 ], [ 0.15477, 0.878808, 0.127015, 1.091119, 0.242116, 1.502814 ], [ 93, 47, 46, 93, 47, 46 ], [ 60, 27, 33, 56, 24, 32 ], [ 33, 20, 13, 37, 23, 14 ], [ 64.516129, 57.446809, 71.73913, 60.215054, 51.06383, 69.565217 ], [ 0.085124, 0.650969, 0.050036, 0.720918, 0.232028, 0.657481 ], [ 43497, 26622, 43497, 28108458, 3145710, 28108458 ], [ -1650945, -25809, -1650945, -38941714, -10292183, -38941714 ], [ 227, 17, 441, 227, 17, 441 ], [ 120, 10, 210, 223, 13, 380 ], [ 421, 27, 1027, 232, 22, 579 ], [ 21131, 832, 20299, 21131, 832, 20299 ], [ 49.374139, 112.624139, 0, 49.374139, 112.624139, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577806, -578495, -577886, -249962, -579323, 326305 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22402, "evaluation_days": 1866.83, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598040000000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758459525607, "expiration_time": 1764262598400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "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) |
---|