Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1949308.8132 | 55107.4548 | -2004416.268 | -4445931.8835 | -24674574.9447 | 20228643.0612 |
Total P&L (%) | -1949.3088 | 55.1075 | -2004.4163 | -4445.9319 | -24674.5749 | 20228.6431 |
Avg Daily Profit (%) | -1.0463 | 0.0296 | -1.0759 | 0 | 0 | 0.2857 |
Buy And Hold Return (%) | 7910.1678 | 7910.1678 | 7910.1678 | 7910.1678 | 7910.1678 | 7910.1678 |
Max Trade Drawdown | -2088198 | -144701 | -2059819 | -34160804 | -26458452 | -11017374 |
Profit Factor | 0.1995 | 1.2608 | 0.0987 | 0.9053 | 0.1748 | 2.1878 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 48 | 25 | 23 | 31 | 15 | 16 |
Losing Trades | 18 | 8 | 10 | 35 | 18 | 17 |
Profitability (%) | 72.7273 | 75.7576 | 69.697 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.0748 | 0.4034 | 0.0429 | 1.0221 | 0.2098 | 2.3245 |
Largest Winning Trade | 54846 | 54846 | 54024 | 26946523 | 2099522 | 26946523 |
Largest Losing Trade | -1271018 | -62746 | -1271018 | -11208366 | -11208366 | -5409236 |
Avg Bars in Trades | 103 | 92 | 113 | 103 | 92 | 113 |
Avg Bars in Winners | 46 | 52 | 39 | 90 | 66 | 113 |
Avg Bars in Losers | 255 | 220 | 283 | 114 | 114 | 113 |
Bars Traded | 6818 | 3068 | 3750 | 6818 | 3068 | 3750 |
Profit Streak | 0 | 0 | 103.6324 | 96.8824 | 97.8824 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706331 | -317652 | -577688 | -708507 | -582010 | 317303 |
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{ "first_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } } }
{ "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": [ [ -1949308.813213934, 55107.4547738229, -2004416.2679877568, -4445931.883525894, -24674574.944685385, 20228643.061159484 ], [ -1949.308813, 55.107455, -2004.416268, -4445.931884, -24674.574945, 20228.643061 ], [ -1.046328, 0.02958, -1.075908, 0, 0, 0.285679 ], [ 7910.167768, 7910.167768, 7910.167768, 7910.167768, 7910.167768, 7910.167768 ], [ -2088198, -144701, -2059819, -34160804, -26458452, -11017374 ], [ 0.199533, 1.260767, 0.098688, 0.905272, 0.174842, 2.187784 ], [ 66, 33, 33, 66, 33, 33 ], [ 48, 25, 23, 31, 15, 16 ], [ 18, 8, 10, 35, 18, 17 ], [ 72.727273, 75.757576, 69.69697, 46.969697, 45.454545, 48.484848 ], [ 0.074825, 0.403445, 0.042908, 1.022081, 0.209811, 2.324521 ], [ 54846, 54846, 54024, 26946523, 2099522, 26946523 ], [ -1271018, -62746, -1271018, -11208366, -11208366, -5409236 ], [ 103, 92, 113, 103, 92, 113 ], [ 46, 52, 39, 90, 66, 113 ], [ 255, 220, 283, 114, 114, 113 ], [ 6818, 3068, 3750, 6818, 3068, 3750 ], [ 0, 0, 103.632361, 96.882361, 97.882361, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -706331, -317652, -577688, -708507, -582010, 317303 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1601402400000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758078636023, "expiration_time": 1762896096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } } }
# | 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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