Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2726617.4623 | 37082.0981 | -2763699.5604 | -80008032.6553 | 32597875.2199 | -112605907.8752 |
Total P&L (%) | -2726.6175 | 37.0821 | -2763.6996 | -80008.0327 | 32597.8752 | -112605.9079 |
Avg Daily Profit (%) | -1.4612 | 0.0199 | -1.4811 | 0 | 0.3108 | 0 |
Buy And Hold Return (%) | 6507.2122 | 6507.2122 | 6507.2122 | 6507.2122 | 6507.2122 | 6507.2122 |
Max Trade Drawdown | -2786794 | -42545 | -2793000 | -249575000 | -19549337 | -254565312 |
Profit Factor | 0.1441 | 1.3609 | 0.1036 | 0.7797 | 1.8226 | 0.652 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 36 | 17 | 19 |
Losing Trades | 30 | 17 | 13 | 23 | 13 | 10 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 61.0169 | 56.6667 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1491 | 1.7796 | 0.0842 | 0.4981 | 1.3938 | 0.3431 |
Largest Winning Trade | 56778 | 37261 | 56778 | 75896342 | 13097575 | 75896342 |
Largest Losing Trade | -1651468 | -32310 | -1651468 | -204726101 | -13408994 | -204726101 |
Avg Bars in Trades | 171 | 30 | 317 | 171 | 30 | 317 |
Avg Bars in Winners | 127 | 33 | 204 | 126 | 26 | 216 |
Avg Bars in Losers | 213 | 28 | 455 | 241 | 35 | 508 |
Bars Traded | 10110 | 914 | 9196 | 10110 | 914 | 9196 |
Profit Streak | 0 | 0 | 0 | 188.1394 | 196.4727 | 188.1394 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760607 | -333159 | -580162 | -757438 | 438521 | -577848 |
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{ "first_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.65033 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "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": [ [ -2726617.4623138458, 37082.0980756292, -2763699.5603894754, -80008032.65532373, 32597875.21988839, -112605907.87521209 ], [ -2726.617462, 37.082098, -2763.69956, -80008.032655, 32597.87522, -112605.907875 ], [ -1.46121, 0.019873, -1.481082, 0, 0.310766, 0 ], [ 6507.212205, 6507.212205, 6507.212205, 6507.212205, 6507.212205, 6507.212205 ], [ -2786794, -42545, -2793000, -249575000, -19549337, -254565312 ], [ 0.144127, 1.360878, 0.103573, 0.779702, 1.822613, 0.651972 ], [ 59, 30, 29, 59, 30, 29 ], [ 29, 13, 16, 36, 17, 19 ], [ 30, 17, 13, 23, 13, 10 ], [ 49.152542, 43.333333, 55.172414, 61.016949, 56.666667, 65.517241 ], [ 0.149097, 1.77961, 0.084153, 0.498143, 1.393763, 0.343143 ], [ 56778, 37261, 56778, 75896342, 13097575, 75896342 ], [ -1651468, -32310, -1651468, -204726101, -13408994, -204726101 ], [ 171, 30, 317, 171, 30, 317 ], [ 127, 33, 204, 126, 26, 216 ], [ 213, 28, 455, 241, 35, 508 ], [ 10110, 914, 9196, 10110, 914, 9196 ], [ 0, 0, 0, 188.139365, 196.472698, 188.139365 ], [ 0, 0, 0, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -760607, -333159, -580162, -757438, 438521, -577848 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11196, "evaluation_days": 1866, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598428800000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758338441145, "expiration_time": 1763163072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.65033 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "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) |
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