Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1542635.5976 | 87286.2084 | -1629921.8059 | 3670930.0767 | 33724695.8121 | -30053765.7354 |
Total P&L (%) | -1542.6356 | 87.2862 | -1629.9218 | 3670.9301 | 33724.6958 | -30053.7657 |
Avg Daily Profit (%) | -0.8291 | 0.0469 | -0.876 | 0.1953 | 0.3135 | 0 |
Buy And Hold Return (%) | 6543.7652 | 6543.7652 | 6543.7652 | 6543.7652 | 6543.7652 | 6543.7652 |
Max Trade Drawdown | -1705981 | -94466 | -1735494 | -58080238 | -13270367 | -72492347 |
Profit Factor | 0.4157 | 1.2473 | 0.2873 | 1.0208 | 1.6971 | 0.7647 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 308 | 140 | 168 | 200 | 104 | 96 |
Losing Trades | 105 | 67 | 38 | 213 | 103 | 110 |
Profitability (%) | 74.5763 | 67.6329 | 81.5534 | 48.4262 | 50.2415 | 46.6019 |
Ratio Avg Win / Avg Loss | 0.1417 | 0.5969 | 0.065 | 1.0872 | 1.6808 | 0.8762 |
Largest Winning Trade | 29515 | 29515 | 24583 | 28153376 | 20670880 | 28153376 |
Largest Losing Trade | -816669 | -45655 | -816669 | -34256542 | -3511936 | -34256542 |
Avg Bars in Trades | 26 | 12 | 39 | 26 | 12 | 39 |
Avg Bars in Winners | 10 | 5 | 13 | 25 | 13 | 38 |
Avg Bars in Losers | 73 | 26 | 155 | 26 | 11 | 40 |
Bars Traded | 10777 | 2611 | 8166 | 10777 | 2611 | 8166 |
Profit Streak | 41.0287 | 41.0287 | 44.6953 | 41.0287 | 41.0287 | 44.6953 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574168 | -294300 | -575660 | -352566 | 445638 | -581021 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11164, "evaluation_days": 1860.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598500800000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757868075541, "expiration_time": 1762688448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -1542635.5975569172, 87286.2083685576, -1629921.8059254757, 3670930.0767434523, 33724695.81213119, -30053765.735387735 ], [ -1542.635598, 87.286208, -1629.921806, 3670.930077, 33724.695812, -30053.765735 ], [ -0.829075, 0.046911, -0.875987, 0.195276, 0.313484, 0 ], [ 6543.765215, 6543.765215, 6543.765215, 6543.765215, 6543.765215, 6543.765215 ], [ -1705981, -94466, -1735494, -58080238, -13270367, -72492347 ], [ 0.41568, 1.24726, 0.287323, 1.020845, 1.697068, 0.764704 ], [ 413, 207, 206, 413, 207, 206 ], [ 308, 140, 168, 200, 104, 96 ], [ 105, 67, 38, 213, 103, 110 ], [ 74.576271, 67.63285, 81.553398, 48.42615, 50.241546, 46.601942 ], [ 0.141709, 0.596903, 0.06499, 1.0872, 1.68075, 0.876223 ], [ 29515, 29515, 24583, 28153376, 20670880, 28153376 ], [ -816669, -45655, -816669, -34256542, -3511936, -34256542 ], [ 26, 12, 39, 26, 12, 39 ], [ 10, 5, 13, 25, 13, 38 ], [ 73, 26, 155, 26, 11, 40 ], [ 10777, 2611, 8166, 10777, 2611, 8166 ], [ 41.028652, 41.028652, 44.695319, 41.028652, 41.028652, 44.695319 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574168, -294300, -575660, -352566, 445638, -581021 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11164, "evaluation_days": 1860.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598500800000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757868075541, "expiration_time": 1762688448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } } }
# | 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) |
---|