Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2872116.8542 | 69199.7173 | -2941316.5715 | 890302.7437 | -237380816.817 | 238271119.5607 |
Total P&L (%) | -2872.1169 | 69.1997 | -2941.3166 | 890.3027 | -237380.8168 | 238271.1196 |
Avg Daily Profit (%) | -1.5464 | 0.0373 | -1.5837 | 0.1235 | 0 | 0.4196 |
Buy And Hold Return (%) | 5119.7191 | 5119.7191 | 5119.7191 | 5119.7191 | 5119.7191 | 5119.7191 |
Max Trade Drawdown | -3111887 | -114688 | -3089664 | -366629836 | -316726940 | -271095281 |
Profit Factor | 0.2485 | 1.2852 | 0.1782 | 1.001 | 0.5027 | 1.5222 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 158 | 77 | 81 | 152 | 75 | 77 |
Losing Trades | 91 | 48 | 43 | 97 | 50 | 47 |
Profitability (%) | 63.4538 | 61.6 | 65.3226 | 61.0442 | 60 | 62.0968 |
Ratio Avg Win / Avg Loss | 0.1431 | 0.8012 | 0.0946 | 0.6388 | 0.3351 | 0.9291 |
Largest Winning Trade | 35467 | 23755 | 35467 | 129809994 | 41714568 | 129809994 |
Largest Losing Trade | -2117383 | -44322 | -2117383 | -270396095 | -150899893 | -270396095 |
Avg Bars in Trades | 28 | 8 | 49 | 28 | 8 | 49 |
Avg Bars in Winners | 15 | 6 | 24 | 23 | 6 | 39 |
Avg Bars in Losers | 52 | 12 | 96 | 37 | 12 | 64 |
Bars Traded | 7172 | 1087 | 6085 | 7172 | 1087 | 6085 |
Profit Streak | 39.7339 | 153.9839 | 0 | 39.7339 | 153.9839 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576905 | -307547 | -579016 | -411045 | -577954 | 397177 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7429, "evaluation_days": 1857.25, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599004800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757590607736, "expiration_time": 1762384392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 166, "offset": 0, "std": 3.00387 } }, "second_band": { "type": "kcl", "factors": { "length": 88, "offset": 27, "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": [ [ -2872116.8541958104, 69199.7172614954, -2941316.5714573073, 890302.7436639487, -237380816.8170044, 238271119.56066832 ], [ -2872.116854, 69.199717, -2941.316571, 890.302744, -237380.816817, 238271.119561 ], [ -1.546435, 0.037259, -1.583694, 0.12353, 0, 0.419584 ], [ 5119.719093, 5119.719093, 5119.719093, 5119.719093, 5119.719093, 5119.719093 ], [ -3111887, -114688, -3089664, -366629836, -316726940, -271095281 ], [ 0.248515, 1.285239, 0.178246, 1.000954, 0.502654, 1.522189 ], [ 249, 125, 124, 249, 125, 124 ], [ 158, 77, 81, 152, 75, 77 ], [ 91, 48, 43, 97, 50, 47 ], [ 63.453815, 61.6, 65.322581, 61.044177, 60, 62.096774 ], [ 0.143132, 0.801188, 0.094625, 0.638766, 0.335103, 0.929128 ], [ 35467, 23755, 35467, 129809994, 41714568, 129809994 ], [ -2117383, -44322, -2117383, -270396095, -150899893, -270396095 ], [ 28, 8, 49, 28, 8, 49 ], [ 15, 6, 24, 23, 6, 39 ], [ 52, 12, 96, 37, 12, 64 ], [ 7172, 1087, 6085, 7172, 1087, 6085 ], [ 39.733886, 153.983886, 0, 39.733886, 153.983886, 0 ], [ 1, 7, 0, 1, 7, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576905, -307547, -579016, -411045, -577954, 397177 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7429, "evaluation_days": 1857.25, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599004800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757590607736, "expiration_time": 1762384392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 166, "offset": 0, "std": 3.00387 } }, "second_band": { "type": "kcl", "factors": { "length": 88, "offset": 27, "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) |
---|