Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2487290.2252 | 21794.0437 | -2509084.2689 | 3447891.5215 | -70540196.0855 | 73988087.607 |
Total P&L (%) | -2487.2902 | 21.794 | -2509.0843 | 3447.8915 | -70540.1961 | 73988.0876 |
Avg Daily Profit (%) | -1.338 | 0.0117 | -1.3498 | 0.1922 | 0 | 0.3561 |
Buy And Hold Return (%) | 7246.4772 | 7246.4772 | 7246.4772 | 7246.4772 | 7246.4772 | 7246.4772 |
Max Trade Drawdown | -2643234 | -95596 | -2611105 | -119848264 | -76836746 | -67007846 |
Profit Factor | 0.2291 | 1.112 | 0.1724 | 1.0148 | 0.3903 | 1.6318 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 136 | 63 | 73 | 124 | 58 | 66 |
Losing Trades | 45 | 28 | 17 | 57 | 33 | 24 |
Profitability (%) | 75.1381 | 69.2308 | 81.1111 | 68.5083 | 63.7363 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.0758 | 0.4942 | 0.0402 | 0.4665 | 0.2221 | 0.5934 |
Largest Winning Trade | 21825 | 16174 | 21825 | 37951574 | 8402242 | 37951574 |
Largest Losing Trade | -1581140 | -47013 | -1581140 | -65660503 | -52256326 | -65660503 |
Avg Bars in Trades | 118 | 18 | 220 | 118 | 18 | 220 |
Avg Bars in Winners | 51 | 8 | 87 | 89 | 11 | 157 |
Avg Bars in Losers | 322 | 38 | 790 | 183 | 29 | 394 |
Bars Traded | 21506 | 1656 | 19850 | 21506 | 1656 | 19850 |
Profit Streak | 41.8703 | 82.2869 | 0 | 41.8703 | 82.2869 | 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 | -576020 | -438629 | -576816 | -359812 | -578194 | 456213 |
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22307, "evaluation_days": 1858.92, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598227200000, "last_datapoint_time": 1757772000000, "evaluation_time": 1757775192242, "expiration_time": 1763553974400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 154, "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": [ [ -2487290.2252051, 21794.0437395496, -2509084.268944649, 3447891.5214808295, -70540196.08553316, 73988087.60701396 ], [ -2487.290225, 21.794044, -2509.084269, 3447.891521, -70540.196086, 73988.087607 ], [ -1.33803, 0.011724, -1.349754, 0.192174, 0, 0.356099 ], [ 7246.477151, 7246.477151, 7246.477151, 7246.477151, 7246.477151, 7246.477151 ], [ -2643234, -95596, -2611105, -119848264, -76836746, -67007846 ], [ 0.229103, 1.112019, 0.172448, 1.01481, 0.390316, 1.631802 ], [ 181, 91, 90, 181, 91, 90 ], [ 136, 63, 73, 124, 58, 66 ], [ 45, 28, 17, 57, 33, 24 ], [ 75.138122, 69.230769, 81.111111, 68.508287, 63.736264, 73.333333 ], [ 0.075806, 0.494231, 0.040159, 0.466485, 0.222076, 0.593382 ], [ 21825, 16174, 21825, 37951574, 8402242, 37951574 ], [ -1581140, -47013, -1581140, -65660503, -52256326, -65660503 ], [ 118, 18, 220, 118, 18, 220 ], [ 51, 8, 87, 89, 11, 157 ], [ 322, 38, 790, 183, 29, 394 ], [ 21506, 1656, 19850, 21506, 1656, 19850 ], [ 41.87028, 82.286947, 0, 41.870281, 82.286947, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576020, -438629, -576816, -359812, -578194, 456213 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22307, "evaluation_days": 1858.92, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598227200000, "last_datapoint_time": 1757772000000, "evaluation_time": 1757775192242, "expiration_time": 1763553974400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 154, "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) |
---|