Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10326287.7445 | -21976.8555 | -10304310.889 | 87265100.7622 | 44709251.6056 | 42555849.1565 |
Total P&L (%) | -10326.2877 | -21.9769 | -10304.3109 | 87265.1008 | 44709.2516 | 42555.8492 |
Avg Daily Profit (%) | -5.5657 | -0.0118 | -5.5539 | 0.3657 | 0.3296 | 0.3269 |
Buy And Hold Return (%) | 9150.0327 | 9150.0327 | 9150.0327 | 9150.0327 | 9150.0327 | 9150.0327 |
Max Trade Drawdown | -10439425 | -90165 | -10382922 | -31408513 | -4676059 | -41548068 |
Profit Factor | 0.0316 | 0.8365 | 0.0213 | 2.0625 | 4.6521 | 1.6089 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 60 | 29 | 31 | 36 | 21 | 15 |
Losing Trades | 15 | 9 | 6 | 39 | 17 | 22 |
Profitability (%) | 80 | 76.3158 | 83.7838 | 48 | 55.2632 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.0079 | 0.2596 | 0.0041 | 2.2344 | 3.766 | 2.3597 |
Largest Winning Trade | 20277 | 10791 | 20277 | 68149512 | 14139028 | 68149512 |
Largest Losing Trade | -9863508 | -50513 | -9863508 | -20517822 | -1943464 | -20517822 |
Avg Bars in Trades | 68 | 20 | 117 | 68 | 20 | 117 |
Avg Bars in Winners | 22 | 7 | 36 | 59 | 26 | 105 |
Avg Bars in Losers | 251 | 64 | 532 | 76 | 13 | 125 |
Bars Traded | 5120 | 787 | 4333 | 5120 | 787 | 4333 |
Profit Streak | 78.8091 | 169.1425 | 0 | 78.8091 | 169.1425 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637331 | -575721 | -576515 | -48122 | 632817 | 246645 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5566, "evaluation_days": 1855.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757388308872, "expiration_time": 1762185024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 197, "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": [ [ -10326287.744527785, -21976.855509895, -10304310.88901789, 87265100.7621642, 44709251.605632044, 42555849.15653215 ], [ -10326.287745, -21.976856, -10304.310889, 87265.100762, 44709.251606, 42555.849157 ], [ -5.565742, -0.011845, -5.553897, 0.365706, 0.329594, 0.326931 ], [ 9150.032721, 9150.032721, 9150.032721, 9150.032721, 9150.032721, 9150.032721 ], [ -10439425, -90165, -10382922, -31408513, -4676059, -41548068 ], [ 0.031573, 0.836543, 0.021294, 2.062512, 4.652069, 1.608908 ], [ 75, 38, 37, 75, 38, 37 ], [ 60, 29, 31, 36, 21, 15 ], [ 15, 9, 6, 39, 17, 22 ], [ 80, 76.315789, 83.783784, 48, 55.263158, 40.540541 ], [ 0.007893, 0.259617, 0.004121, 2.234387, 3.765961, 2.359732 ], [ 20277, 10791, 20277, 68149512, 14139028, 68149512 ], [ -9863508, -50513, -9863508, -20517822, -1943464, -20517822 ], [ 68, 20, 117, 68, 20, 117 ], [ 22, 7, 36, 59, 26, 105 ], [ 251, 64, 532, 76, 13, 125 ], [ 5120, 787, 4333, 5120, 787, 4333 ], [ 78.80913, 169.142464, 0, 78.80913, 169.142464, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -637331, -575721, -576515, -48122, 632817, 246645 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5566, "evaluation_days": 1855.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757388308872, "expiration_time": 1762185024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 197, "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) |
---|