Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2713046.4542 | -26079.6671 | -2686966.7871 | -3268472.8881 | -26495362.3422 | 23226889.4541 |
Total P&L (%) | -2713.0465 | -26.0797 | -2686.9668 | -3268.4729 | -26495.3623 | 23226.8895 |
Avg Daily Profit (%) | -1.4612 | -0.014 | -1.4472 | 0 | 0 | 0.2941 |
Buy And Hold Return (%) | 7418.4259 | 7418.4259 | 7418.4259 | 7418.4259 | 7418.4259 | 7418.4259 |
Max Trade Drawdown | -2788159 | -133857 | -2722447 | -42103403 | -30534443 | -17594445 |
Profit Factor | 0.1553 | 0.9042 | 0.086 | 0.9529 | 0.3416 | 1.7962 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 131 | 66 | 65 | 100 | 48 | 52 |
Losing Trades | 37 | 18 | 19 | 68 | 36 | 32 |
Profitability (%) | 77.9762 | 78.5714 | 77.381 | 59.5238 | 57.1429 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.0439 | 0.2466 | 0.0251 | 0.648 | 0.2562 | 1.1054 |
Largest Winning Trade | 25610 | 25610 | 17665 | 29263703 | 1935013 | 29263703 |
Largest Losing Trade | -1880852 | -61183 | -1880852 | -15889954 | -15889954 | -14807900 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 17 | 20 | 14 | 46 | 38 | 54 |
Avg Bars in Losers | 218 | 204 | 232 | 84 | 88 | 78 |
Bars Traded | 10406 | 5036 | 5370 | 10406 | 5036 | 5370 |
Profit Streak | 40.5732 | 73.2399 | 0 | 0 | 0 | 64.7399 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575722 | -575701 | -577280 | -578663 | -580181 | 366974 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11140, "evaluation_days": 1856.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600574400000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757526326720, "expiration_time": 1762332480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 241, "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": [ [ -2713046.45419366, -26079.6670988056, -2686966.7870948557, -3268472.8880920573, -26495362.342239216, 23226889.45414714 ], [ -2713.046454, -26.079667, -2686.966787, -3268.472888, -26495.362342, 23226.889454 ], [ -1.461243, -0.014046, -1.447197, 0, 0, 0.294086 ], [ 7418.425857, 7418.425857, 7418.425857, 7418.425857, 7418.425857, 7418.425857 ], [ -2788159, -133857, -2722447, -42103403, -30534443, -17594445 ], [ 0.155284, 0.904168, 0.085956, 0.952914, 0.341619, 1.79623 ], [ 168, 84, 84, 168, 84, 84 ], [ 131, 66, 65, 100, 48, 52 ], [ 37, 18, 19, 68, 36, 32 ], [ 77.97619, 78.571429, 77.380952, 59.52381, 57.142857, 61.904762 ], [ 0.043859, 0.246591, 0.025126, 0.647981, 0.256214, 1.105372 ], [ 25610, 25610, 17665, 29263703, 1935013, 29263703 ], [ -1880852, -61183, -1880852, -15889954, -15889954, -14807900 ], [ 61, 59, 63, 61, 59, 63 ], [ 17, 20, 14, 46, 38, 54 ], [ 218, 204, 232, 84, 88, 78 ], [ 10406, 5036, 5370, 10406, 5036, 5370 ], [ 40.573226, 73.239892, 0, 0, 0, 64.739893 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575722, -575701, -577280, -578663, -580181, 366974 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11140, "evaluation_days": 1856.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600574400000, "last_datapoint_time": 1757520000000, "evaluation_time": 1757526326720, "expiration_time": 1762332480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 241, "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) |
---|