Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2580849.0737 | 27369.3961 | -2608218.4698 | -3728172.139 | -102615886.8092 | 98887714.6702 |
Total P&L (%) | -2580.8491 | 27.3694 | -2608.2185 | -3728.1721 | -102615.8868 | 98887.7147 |
Avg Daily Profit (%) | -1.3883 | 0.0147 | -1.403 | 0 | 0 | 0.3717 |
Buy And Hold Return (%) | 5818.7731 | 5818.7731 | 5818.7731 | 5818.7731 | 5818.7731 | 5818.7731 |
Max Trade Drawdown | -2758198 | -132656 | -2718373 | -127043553 | -111867592 | -52859810 |
Profit Factor | 0.2278 | 1.1048 | 0.1535 | 0.9852 | 0.3158 | 1.9634 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 118 | 53 | 65 | 85 | 37 | 48 |
Losing Trades | 49 | 31 | 18 | 82 | 47 | 35 |
Profitability (%) | 70.6587 | 63.0952 | 78.3133 | 50.8982 | 44.0476 | 57.8313 |
Ratio Avg Win / Avg Loss | 0.0946 | 0.6462 | 0.0425 | 0.9505 | 0.4012 | 1.4317 |
Largest Winning Trade | 29402 | 29402 | 24867 | 57705739 | 6119095 | 57705739 |
Largest Losing Trade | -1746418 | -49829 | -1746418 | -50807706 | -50807706 | -34690827 |
Avg Bars in Trades | 128 | 59 | 198 | 128 | 59 | 198 |
Avg Bars in Winners | 56 | 29 | 77 | 125 | 49 | 184 |
Avg Bars in Losers | 304 | 111 | 636 | 132 | 68 | 217 |
Bars Traded | 21525 | 5024 | 16501 | 21525 | 5024 | 16501 |
Profit Streak | 42.6985 | 85.1985 | 0 | 0 | 0 | 84.8651 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576673 | -443208 | -577161 | -579786 | -583422 | 481152 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22308, "evaluation_days": 1859, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598644800000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757781948308, "expiration_time": 1763561433600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 212, "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": [ [ -2580849.073668797, 27369.3961473595, -2608218.4698161585, -3728172.1390370913, -102615886.80921225, 98887714.67017515 ], [ -2580.849074, 27.369396, -2608.21847, -3728.172139, -102615.886809, 98887.71467 ], [ -1.3883, 0.014723, -1.403022, 0, 0, 0.371726 ], [ 5818.773146, 5818.773146, 5818.773146, 5818.773146, 5818.773146, 5818.773146 ], [ -2758198, -132656, -2718373, -127043553, -111867592, -52859810 ], [ 0.2278, 1.104847, 0.153496, 0.985243, 0.315845, 1.963428 ], [ 167, 84, 83, 167, 84, 83 ], [ 118, 53, 65, 85, 37, 48 ], [ 49, 31, 18, 82, 47, 35 ], [ 70.658683, 63.095238, 78.313253, 50.898204, 44.047619, 57.831325 ], [ 0.094595, 0.646231, 0.042507, 0.950469, 0.401209, 1.431667 ], [ 29402, 29402, 24867, 57705739, 6119095, 57705739 ], [ -1746418, -49829, -1746418, -50807706, -50807706, -34690827 ], [ 128, 59, 198, 128, 59, 198 ], [ 56, 29, 77, 125, 49, 184 ], [ 304, 111, 636, 132, 68, 217 ], [ 21525, 5024, 16501, 21525, 5024, 16501 ], [ 42.698476, 85.198476, 0, 0, 0, 84.865142 ], [ 1, 2, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576673, -443208, -577161, -579786, -583422, 481152 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22308, "evaluation_days": 1859, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598644800000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757781948308, "expiration_time": 1763561433600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 212, "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) |
---|