Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9936468.3625 | 24703.0424 | -9961171.4049 | 281099253.5266 | 62697574.0944 | 218401679.4323 |
Total P&L (%) | -9936.4684 | 24.703 | -9961.1714 | 281099.2535 | 62697.5741 | 218401.6794 |
Avg Daily Profit (%) | -5.3279 | 0.0132 | -5.3411 | 0.4267 | 0.346 | 0.4132 |
Buy And Hold Return (%) | 12371.0698 | 12371.0698 | 12371.0698 | 12371.0698 | 12371.0698 | 12371.0698 |
Max Trade Drawdown | -10059321 | -58513 | -10040466 | -48668173 | -8456853 | -54970646 |
Profit Factor | 0.0346 | 1.2453 | 0.0226 | 3.4457 | 3.3218 | 3.4837 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 62 | 31 | 31 | 34 | 18 | 16 |
Losing Trades | 15 | 8 | 7 | 43 | 21 | 22 |
Profitability (%) | 80.5195 | 79.4872 | 81.5789 | 44.1558 | 46.1538 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.0084 | 0.3214 | 0.0051 | 4.3577 | 3.8755 | 4.7901 |
Largest Winning Trade | 31183 | 11422 | 31183 | 207170964 | 18628487 | 207170964 |
Largest Losing Trade | -9531042 | -50843 | -9531042 | -30850269 | -5201804 | -30850269 |
Avg Bars in Trades | 63 | 14 | 113 | 63 | 14 | 113 |
Avg Bars in Winners | 15 | 5 | 26 | 69 | 24 | 119 |
Avg Bars in Losers | 259 | 49 | 499 | 58 | 6 | 109 |
Bars Traded | 4877 | 560 | 4317 | 4877 | 560 | 4317 |
Profit Streak | 161.9681 | 161.9681 | 195.9681 | 161.9681 | 161.9681 | 195.9681 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621872 | -338140 | -575206 | -31018 | 494280 | 539367 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5595, "evaluation_days": 1865, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758237244356, "expiration_time": 1763045280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 211, "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": [ [ -9936468.36252674, 24703.0423604053, -9961171.404887144, 281099253.52663624, 62697574.09437415, 218401679.43226215 ], [ -9936.468363, 24.703042, -9961.171405, 281099.253527, 62697.574094, 218401.679432 ], [ -5.327865, 0.013246, -5.341111, 0.426734, 0.34604, 0.41315 ], [ 12371.069786, 12371.069786, 12371.069786, 12371.069786, 12371.069786, 12371.069786 ], [ -10059321, -58513, -10040466, -48668173, -8456853, -54970646 ], [ 0.034607, 1.245278, 0.022643, 3.445655, 3.321827, 3.483681 ], [ 77, 39, 38, 77, 39, 38 ], [ 62, 31, 31, 34, 18, 16 ], [ 15, 8, 7, 43, 21, 22 ], [ 80.519481, 79.487179, 81.578947, 44.155844, 46.153846, 42.105263 ], [ 0.008373, 0.321362, 0.005113, 4.35774, 3.875465, 4.790062 ], [ 31183, 11422, 31183, 207170964, 18628487, 207170964 ], [ -9531042, -50843, -9531042, -30850269, -5201804, -30850269 ], [ 63, 14, 113, 63, 14, 113 ], [ 15, 5, 26, 69, 24, 119 ], [ 259, 49, 499, 58, 6, 109 ], [ 4877, 560, 4317, 4877, 560, 4317 ], [ 161.968106, 161.968106, 195.968106, 161.968106, 161.968106, 195.968106 ], [ 2, 1, 9, 2, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -621872, -338140, -575206, -31018, 494280, 539367 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5595, "evaluation_days": 1865, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758237244356, "expiration_time": 1763045280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 211, "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) |
---|