Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388727.0962 | 1263352.1562 | 125374.9401 | 73655656.1457 | 69740944.7265 | 3914711.4192 |
Total P&L (%) | 1388.7271 | 1263.3522 | 125.3749 | 73655.6561 | 69740.9447 | 3914.7114 |
Avg Daily Profit (%) | 0.744 | 0.6769 | 0.0672 | 0.3544 | 0.3515 | 0.198 |
Buy And Hold Return (%) | 7217.5385 | 7217.5385 | 7217.5385 | 7217.5385 | 7217.5385 | 7217.5385 |
Max Trade Drawdown | -63254 | -82809 | -103861 | -30183708 | -32709529 | -26606488 |
Profit Factor | 2.6837 | 3.6762 | 1.3554 | 1.4689 | 1.7994 | 1.0561 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 94 | 39 | 55 | 94 | 39 | 55 |
Losing Trades | 149 | 82 | 67 | 149 | 82 | 67 |
Profitability (%) | 38.6831 | 32.2314 | 45.082 | 38.6831 | 32.2314 | 45.082 |
Ratio Avg Win / Avg Loss | 4.2539 | 7.7294 | 1.6512 | 2.3284 | 3.7834 | 1.2865 |
Largest Winning Trade | 435379 | 435379 | 48292 | 16600508 | 16600508 | 10694711 |
Largest Losing Trade | -26304 | -24206 | -26304 | -8196590 | -7362355 | -8196590 |
Avg Bars in Trades | 44 | 58 | 31 | 44 | 58 | 31 |
Avg Bars in Winners | 82 | 125 | 52 | 82 | 125 | 52 |
Avg Bars in Losers | 20 | 26 | 14 | 20 | 26 | 14 |
Bars Traded | 10872 | 7049 | 3823 | 10872 | 7049 | 3823 |
Profit Streak | 0 | 93.2303 | 0 | 0 | 93.2303 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151100 | -153023 | -269631 | 304386 | 236233 | -318768 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598212800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758375097551, "expiration_time": 1763207568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 77, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 1388727.096220627, 1263352.1561682425, 125374.9400523856, 73655656.14567856, 69740944.72647128, 3914711.419207256 ], [ 1388.727096, 1263.352156, 125.37494, 73655.656146, 69740.944726, 3914.711419 ], [ 0.744027, 0.676856, 0.067171, 0.354409, 0.351476, 0.198029 ], [ 7217.538462, 7217.538462, 7217.538462, 7217.538462, 7217.538462, 7217.538462 ], [ -63254, -82809, -103861, -30183708, -32709529, -26606488 ], [ 2.683697, 3.676197, 1.355433, 1.468912, 1.799427, 1.056053 ], [ 243, 121, 122, 243, 121, 122 ], [ 94, 39, 55, 94, 39, 55 ], [ 149, 82, 67, 149, 82, 67 ], [ 38.683128, 32.231405, 45.081967, 38.683128, 32.231405, 45.081967 ], [ 4.253945, 7.729439, 1.651164, 2.328382, 3.783411, 1.286465 ], [ 435379, 435379, 48292, 16600508, 16600508, 10694711 ], [ -26304, -24206, -26304, -8196590, -7362355, -8196590 ], [ 44, 58, 31, 44, 58, 31 ], [ 82, 125, 52, 82, 125, 52 ], [ 20, 26, 14, 20, 26, 14 ], [ 10872, 7049, 3823, 10872, 7049, 3823 ], [ 0, 93.230296, 0, 0, 93.230296, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151100, -153023, -269631, 304386, 236233, -318768 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11199, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598212800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758375097551, "expiration_time": 1763207568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 77, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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