Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3183577.7874 | -32112.1094 | -3151465.6779 | 2865062.2327 | -23498101.3392 | 26363163.5719 |
Total P&L (%) | -3183.5778 | -32.1121 | -3151.4657 | 2865.0622 | -23498.1013 | 26363.1636 |
Avg Daily Profit (%) | -1.7037 | -0.0172 | -1.6865 | 0.1815 | 0 | 0.299 |
Buy And Hold Return (%) | 7609.3605 | 7609.3605 | 7609.3605 | 7609.3605 | 7609.3605 | 7609.3605 |
Max Trade Drawdown | -3306427 | -77231 | -3247421 | -51197510 | -26275405 | -49115619 |
Profit Factor | 0.1337 | 0.7538 | 0.1109 | 1.0293 | 0.3768 | 1.4393 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 64 | 30 | 34 | 64 | 29 | 35 |
Losing Trades | 31 | 18 | 13 | 31 | 19 | 12 |
Profitability (%) | 67.3684 | 62.5 | 72.3404 | 67.3684 | 60.4167 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.0648 | 0.4523 | 0.0424 | 0.4986 | 0.2468 | 0.4935 |
Largest Winning Trade | 31457 | 10158 | 31457 | 26329752 | 2293033 | 26329752 |
Largest Losing Trade | -2029213 | -34369 | -2029213 | -49056995 | -17394813 | -49056995 |
Avg Bars in Trades | 108 | 7 | 212 | 108 | 7 | 212 |
Avg Bars in Winners | 47 | 3 | 85 | 92 | 4 | 166 |
Avg Bars in Losers | 235 | 13 | 542 | 140 | 12 | 345 |
Bars Traded | 10318 | 347 | 9971 | 10318 | 347 | 9971 |
Profit Streak | 92.2945 | 206.1279 | 0 | 92.2945 | 206.1279 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577436 | -577815 | -577800 | -344498 | -578085 | 313439 |
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11212, "evaluation_days": 1868.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598083200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758567848442, "expiration_time": 1763400384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "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": [ [ -3183577.7873779773, -32112.10943019, -3151465.677947786, 2865062.2326966845, -23498101.339211646, 26363163.571908344 ], [ -3183.577787, -32.112109, -3151.465678, 2865.062233, -23498.101339, 26363.163572 ], [ -1.70366, -0.017184, -1.686475, 0.181549, 0, 0.298965 ], [ 7609.360467, 7609.360467, 7609.360467, 7609.360467, 7609.360467, 7609.360467 ], [ -3306427, -77231, -3247421, -51197510, -26275405, -49115619 ], [ 0.133731, 0.753804, 0.110914, 1.02932, 0.376758, 1.439278 ], [ 95, 48, 47, 95, 48, 47 ], [ 64, 30, 34, 64, 29, 35 ], [ 31, 18, 13, 31, 19, 12 ], [ 67.368421, 62.5, 72.340426, 67.368421, 60.416667, 74.468085 ], [ 0.064776, 0.452282, 0.042408, 0.498577, 0.246841, 0.493467 ], [ 31457, 10158, 31457, 26329752, 2293033, 26329752 ], [ -2029213, -34369, -2029213, -49056995, -17394813, -49056995 ], [ 108, 7, 212, 108, 7, 212 ], [ 47, 3, 85, 92, 4, 166 ], [ 235, 13, 542, 140, 12, 345 ], [ 10318, 347, 9971, 10318, 347, 9971 ], [ 92.294542, 206.127875, 0, 92.294542, 206.127875, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577436, -577815, -577800, -344498, -578085, 313439 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11212, "evaluation_days": 1868.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1598083200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758567848442, "expiration_time": 1763400384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "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) |
---|