Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8713046.0573 | 80120.3768 | -8793166.4341 | 306343626.2262 | 76384259.4582 | 229959366.7681 |
Total P&L (%) | -8713.0461 | 80.1204 | -8793.1664 | 306343.6262 | 76384.2595 | 229959.3668 |
Avg Daily Profit (%) | -4.6916 | 0.0431 | -4.7347 | 0.4332 | 0.3582 | 0.4177 |
Buy And Hold Return (%) | 7154.8701 | 7154.8701 | 7154.8701 | 7154.8701 | 7154.8701 | 7154.8701 |
Max Trade Drawdown | -8879867 | -64623 | -8875203 | -63160127 | -38467947 | -45480361 |
Profit Factor | 0.0514 | 1.7827 | 0.0318 | 2.8347 | 2.1217 | 3.3257 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 42 | 21 | 21 | 26 | 14 | 12 |
Losing Trades | 21 | 11 | 10 | 37 | 18 | 19 |
Profitability (%) | 66.6667 | 65.625 | 67.7419 | 41.2698 | 43.75 | 38.7097 |
Ratio Avg Win / Avg Loss | 0.0257 | 0.9338 | 0.0152 | 4.034 | 2.7279 | 5.2658 |
Largest Winning Trade | 55901 | 37357 | 55901 | 220871610 | 63706812 | 220871610 |
Largest Losing Trade | -8333788 | -53222 | -8333788 | -33750979 | -29409147 | -33750979 |
Avg Bars in Trades | 155 | 35 | 278 | 155 | 35 | 278 |
Avg Bars in Winners | 75 | 31 | 118 | 122 | 45 | 211 |
Avg Bars in Losers | 315 | 43 | 613 | 178 | 28 | 320 |
Bars Traded | 9782 | 1150 | 8632 | 9782 | 1150 | 8632 |
Profit Streak | 191.6223 | 191.6223 | 200.1223 | 191.6223 | 191.6223 | 200.1223 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728179 | -297107 | -577156 | -137792 | 443547 | 474746 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11143, "evaluation_days": 1857.17, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599998400000, "last_datapoint_time": 1757563200000, "evaluation_time": 1757573770041, "expiration_time": 1762376976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -8713046.057331936, 80120.3767704702, -8793166.434102405, 306343626.2262438, 76384259.4581907, 229959366.7680531 ], [ -8713.046057, 80.120377, -8793.166434, 306343.626226, 76384.259458, 229959.366768 ], [ -4.691572, 0.043141, -4.734713, 0.433186, 0.358155, 0.417683 ], [ 7154.87013, 7154.87013, 7154.87013, 7154.87013, 7154.87013, 7154.87013 ], [ -8879867, -64623, -8875203, -63160127, -38467947, -45480361 ], [ 0.051356, 1.782666, 0.031842, 2.834709, 2.121722, 3.325742 ], [ 63, 32, 31, 63, 32, 31 ], [ 42, 21, 21, 26, 14, 12 ], [ 21, 11, 10, 37, 18, 19 ], [ 66.666667, 65.625, 67.741935, 41.269841, 43.75, 38.709677 ], [ 0.025678, 0.933777, 0.015163, 4.034009, 2.727928, 5.265758 ], [ 55901, 37357, 55901, 220871610, 63706812, 220871610 ], [ -8333788, -53222, -8333788, -33750979, -29409147, -33750979 ], [ 155, 35, 278, 155, 35, 278 ], [ 75, 31, 118, 122, 45, 211 ], [ 315, 43, 613, 178, 28, 320 ], [ 9782, 1150, 8632, 9782, 1150, 8632 ], [ 191.622338, 191.622338, 200.122338, 191.622338, 191.622338, 200.122338 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -728179, -297107, -577156, -137792, 443547, 474746 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11143, "evaluation_days": 1857.17, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1599998400000, "last_datapoint_time": 1757563200000, "evaluation_time": 1757573770041, "expiration_time": 1762376976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 4 } } }
# | 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) |
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