Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11043193.2379 | -19637.9581 | -11023555.2799 | 70136651.7208 | 53926619.1021 | 16210032.6186 |
Total P&L (%) | -11043.1932 | -19.638 | -11023.5553 | 70136.6517 | 53926.6191 | 16210.0326 |
Avg Daily Profit (%) | -5.9189 | -0.0105 | -5.9084 | 0.3519 | 0.3378 | 0.2734 |
Buy And Hold Return (%) | 8228.6556 | 8228.6556 | 8228.6556 | 8228.6556 | 8228.6556 | 8228.6556 |
Max Trade Drawdown | -11173971 | -104339 | -11106446 | -40567111 | -5093457 | -49023522 |
Profit Factor | 0.0317 | 0.8685 | 0.0206 | 1.7986 | 4.578 | 1.2228 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 66 | 31 | 35 | 40 | 23 | 17 |
Losing Trades | 21 | 13 | 8 | 47 | 21 | 26 |
Profitability (%) | 75.8621 | 70.4545 | 81.3953 | 45.977 | 52.2727 | 39.5349 |
Ratio Avg Win / Avg Loss | 0.0101 | 0.3642 | 0.0047 | 2.1133 | 4.1799 | 1.8702 |
Largest Winning Trade | 29886 | 15052 | 29886 | 47740112 | 21389849 | 47740112 |
Largest Losing Trade | -10571439 | -52947 | -10571439 | -17842286 | -2431367 | -17842286 |
Avg Bars in Trades | 78 | 16 | 141 | 78 | 16 | 141 |
Avg Bars in Winners | 29 | 5 | 50 | 69 | 25 | 129 |
Avg Bars in Losers | 232 | 42 | 540 | 85 | 5 | 149 |
Bars Traded | 6801 | 716 | 6085 | 6801 | 716 | 6085 |
Profit Streak | 89.296 | 186.046 | 0 | 89.296 | 186.046 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576356 | -576405 | -576702 | 431070 | 663079 | -1719 |
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7463, "evaluation_days": 1865.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1601445600000, "last_datapoint_time": 1758304800000, "evaluation_time": 1758308770734, "expiration_time": 1763140824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "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": [ [ -11043193.237946542, -19637.9580960157, -11023555.279850526, 70136651.72077644, 53926619.10213571, 16210032.618640758 ], [ -11043.193238, -19.637958, -11023.55528, 70136.651721, 53926.619102, 16210.032619 ], [ -5.918903, -0.010526, -5.908377, 0.351922, 0.33781, 0.27342 ], [ 8228.655627, 8228.655627, 8228.655627, 8228.655627, 8228.655627, 8228.655627 ], [ -11173971, -104339, -11106446, -40567111, -5093457, -49023522 ], [ 0.031749, 0.868484, 0.020649, 1.798592, 4.57798, 1.222807 ], [ 87, 44, 43, 87, 44, 43 ], [ 66, 31, 35, 40, 23, 17 ], [ 21, 13, 8, 47, 21, 26 ], [ 75.862069, 70.454545, 81.395349, 45.977011, 52.272727, 39.534884 ], [ 0.010102, 0.364203, 0.00472, 2.113346, 4.179895, 1.870176 ], [ 29886, 15052, 29886, 47740112, 21389849, 47740112 ], [ -10571439, -52947, -10571439, -17842286, -2431367, -17842286 ], [ 78, 16, 141, 78, 16, 141 ], [ 29, 5, 50, 69, 25, 129 ], [ 232, 42, 540, 85, 5, 149 ], [ 6801, 716, 6085, 6801, 716, 6085 ], [ 89.295957, 186.045958, 0, 89.295958, 186.045958, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576356, -576405, -576702, 431070, 663079, -1719 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7463, "evaluation_days": 1865.75, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1601445600000, "last_datapoint_time": 1758304800000, "evaluation_time": 1758308770734, "expiration_time": 1763140824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "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) |
---|