Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11951379.9086 | 11945706.2549 | 5673.6537 | 7059960.8531 | 7134297.8667 | -74337.0137 |
Total P&L (%) | 11951.3799 | 11945.7063 | 5.6737 | 7059.9609 | 7134.2979 | -74.337 |
Avg Daily Profit (%) | 6.4341 | 6.4311 | 0.0031 | 0.2302 | 0.2308 | -0.0732 |
Buy And Hold Return (%) | 6593.0664 | 6593.0664 | 6593.0664 | 6593.0664 | 6593.0664 | 6593.0664 |
Max Trade Drawdown | -204402 | -203093 | -32515 | -11414428 | -11856287 | -1436678 |
Profit Factor | 31.9846 | 39.8008 | 1.0729 | 1.3057 | 1.3579 | 0.9765 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 49.2754 | 38.2353 | 60 | 49.2754 | 38.2353 | 60 |
Ratio Avg Win / Avg Loss | 32.9254 | 64.2935 | 0.7153 | 1.3441 | 2.1936 | 0.651 |
Largest Winning Trade | 11393515 | 11393515 | 10165 | 11963577 | 11963577 | 515994 |
Largest Losing Trade | -66594 | -66594 | -16826 | -5217058 | -5217058 | -685858 |
Avg Bars in Trades | 94 | 186 | 5 | 94 | 186 | 5 |
Avg Bars in Winners | 129 | 330 | 4 | 129 | 330 | 4 |
Avg Bars in Losers | 60 | 96 | 6 | 60 | 96 | 6 |
Bars Traded | 6505 | 6324 | 181 | 6505 | 6324 | 181 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90224 | 422512 | -494970 | -241891 | -134981 | -579213 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7430, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599847200000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757613113441, "expiration_time": 1762406640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 20, "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": [ [ 11951379.908588093, 11945706.2548638, 5673.6537242983, 7059960.853058937, 7134297.866739143, -74337.0136802036 ], [ 11951.379909, 11945.706255, 5.673654, 7059.960853, 7134.297867, -74.337014 ], [ 6.434121, 6.431067, 0.003054, 0.230202, 0.230759, -0.073196 ], [ 6593.066392, 6593.066392, 6593.066392, 6593.066392, 6593.066392, 6593.066392 ], [ -204402, -203093, -32515, -11414428, -11856287, -1436678 ], [ 31.984643, 39.800762, 1.072883, 1.305681, 1.357925, 0.976501 ], [ 69, 34, 35, 69, 34, 35 ], [ 34, 13, 21, 34, 13, 21 ], [ 35, 21, 14, 35, 21, 14 ], [ 49.275362, 38.235294, 60, 49.275362, 38.235294, 60 ], [ 32.925368, 64.293539, 0.715255, 1.344083, 2.193571, 0.651001 ], [ 11393515, 11393515, 10165, 11963577, 11963577, 515994 ], [ -66594, -66594, -16826, -5217058, -5217058, -685858 ], [ 94, 186, 5, 94, 186, 5 ], [ 129, 330, 4, 129, 330, 4 ], [ 60, 96, 6, 60, 96, 6 ], [ 6505, 6324, 181, 6505, 6324, 181 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -90224, 422512, -494970, -241891, -134981, -579213 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7430, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599847200000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757613113441, "expiration_time": 1762406640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 20, "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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