Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1724117.5511 | 1697264.1031 | 26853.448 | 11777289.5663 | 14448864.2501 | -2671574.6839 |
Total P&L (%) | 1724.1176 | 1697.2641 | 26.8534 | 11777.2896 | 14448.8643 | -2671.5747 |
Avg Daily Profit (%) | 0.9259 | 0.9115 | 0.0144 | 0.2569 | 0.2678 | 0 |
Buy And Hold Return (%) | 7689.5084 | 7689.5084 | 7689.5084 | 7689.5084 | 7689.5084 | 7689.5084 |
Max Trade Drawdown | -76542 | -118120 | -70008 | -4105164 | -2882753 | -5400029 |
Profit Factor | 5.4477 | 9.3926 | 1.1448 | 1.8889 | 3.3538 | 0.6243 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 53.9683 | 61.2903 | 46.875 | 53.9683 | 61.2903 | 46.875 |
Ratio Avg Win / Avg Loss | 4.6466 | 5.9322 | 1.2975 | 1.6111 | 2.1182 | 0.7075 |
Largest Winning Trade | 936402 | 936402 | 40515 | 6651149 | 6651149 | 1231603 |
Largest Losing Trade | -66372 | -48053 | -66372 | -2259530 | -1715036 | -2259530 |
Avg Bars in Trades | 115 | 201 | 31 | 115 | 201 | 31 |
Avg Bars in Winners | 128 | 195 | 43 | 128 | 195 | 43 |
Avg Bars in Losers | 99 | 212 | 20 | 99 | 212 | 20 |
Bars Traded | 7261 | 6260 | 1001 | 7261 | 6260 | 1001 |
Profit Streak | 0 | 102.4951 | 0 | 0 | 102.4951 | 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 | -294864 | -141605 | -401814 | -148387 | 349801 | -582025 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7448, "evaluation_days": 1862, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600538400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758001977283, "expiration_time": 1762807104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 159, "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": [ [ 1724117.551134028, 1697264.1030966514, 26853.4480373762, 11777289.566254107, 14448864.250116698, -2671574.6838625884 ], [ 1724.117551, 1697.264103, 26.853448, 11777.289566, 14448.86425, -2671.574684 ], [ 0.925949, 0.911527, 0.014422, 0.256893, 0.267818, 0 ], [ 7689.508413, 7689.508413, 7689.508413, 7689.508413, 7689.508413, 7689.508413 ], [ -76542, -118120, -70008, -4105164, -2882753, -5400029 ], [ 5.447683, 9.392638, 1.144832, 1.888894, 3.353836, 0.6243 ], [ 63, 31, 32, 63, 31, 32 ], [ 34, 19, 15, 34, 19, 15 ], [ 29, 12, 17, 29, 12, 17 ], [ 53.968254, 61.290323, 46.875, 53.968254, 61.290323, 46.875 ], [ 4.646553, 5.932193, 1.297476, 1.611116, 2.118212, 0.70754 ], [ 936402, 936402, 40515, 6651149, 6651149, 1231603 ], [ -66372, -48053, -66372, -2259530, -1715036, -2259530 ], [ 115, 201, 31, 115, 201, 31 ], [ 128, 195, 43, 128, 195, 43 ], [ 99, 212, 20, 99, 212, 20 ], [ 7261, 6260, 1001, 7261, 6260, 1001 ], [ 0, 102.495107, 0, 0, 102.495107, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -294864, -141605, -401814, -148387, 349801, -582025 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7448, "evaluation_days": 1862, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600538400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758001977283, "expiration_time": 1762807104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 159, "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) |
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