Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10322091.5426 | -27288.5553 | -10294802.9873 | 74053996.6908 | 33735055.8835 | 40318940.8073 |
Total P&L (%) | -10322.0915 | -27.2886 | -10294.803 | 74053.9967 | 33735.0559 | 40318.9408 |
Avg Daily Profit (%) | -5.5267 | -0.0146 | -5.5121 | 0.3545 | 0.3123 | 0.3219 |
Buy And Hold Return (%) | 12092.9556 | 12092.9556 | 12092.9556 | 12092.9556 | 12092.9556 | 12092.9556 |
Max Trade Drawdown | -10413531 | -104152 | -10361123 | -24880694 | -5377254 | -34225688 |
Profit Factor | 0.0282 | 0.7933 | 0.0186 | 2.0136 | 3.4993 | 1.6769 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 49 | 24 | 25 | 31 | 18 | 13 |
Losing Trades | 16 | 9 | 7 | 34 | 15 | 19 |
Profitability (%) | 75.3846 | 72.7273 | 78.125 | 47.6923 | 54.5455 | 40.625 |
Ratio Avg Win / Avg Loss | 0.0092 | 0.2975 | 0.0052 | 2.2085 | 2.9161 | 2.4509 |
Largest Winning Trade | 21584 | 10423 | 21584 | 69619260 | 13004400 | 69619260 |
Largest Losing Trade | -9863508 | -54988 | -9863508 | -21526653 | -3515468 | -21526653 |
Avg Bars in Trades | 78 | 25 | 133 | 78 | 25 | 133 |
Avg Bars in Winners | 25 | 7 | 43 | 70 | 35 | 118 |
Avg Bars in Losers | 239 | 73 | 454 | 86 | 13 | 143 |
Bars Traded | 5106 | 845 | 4261 | 5106 | 845 | 4261 |
Profit Streak | 91.0199 | 162.3532 | 0 | 91.0199 | 162.3532 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712928 | -577000 | -577164 | -123738 | 497299 | 207497 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5603, "evaluation_days": 1867.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603468800000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758443317160, "expiration_time": 1763282592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 222, "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": [ [ -10322091.542618288, -27288.5553099724, -10294802.987308314, 74053996.69078146, 33735055.883473694, 40318940.807307765 ], [ -10322.091543, -27.288555, -10294.802987, 74053.996691, 33735.055883, 40318.940807 ], [ -5.526721, -0.014611, -5.51211, 0.354476, 0.312324, 0.321874 ], [ 12092.95559, 12092.95559, 12092.95559, 12092.95559, 12092.95559, 12092.95559 ], [ -10413531, -104152, -10361123, -24880694, -5377254, -34225688 ], [ 0.028219, 0.79328, 0.018591, 2.013624, 3.499297, 1.676937 ], [ 65, 33, 32, 65, 33, 32 ], [ 49, 24, 25, 31, 18, 13 ], [ 16, 9, 7, 34, 15, 19 ], [ 75.384615, 72.727273, 78.125, 47.692308, 54.545455, 40.625 ], [ 0.009214, 0.29748, 0.005206, 2.208491, 2.916081, 2.450908 ], [ 21584, 10423, 21584, 69619260, 13004400, 69619260 ], [ -9863508, -54988, -9863508, -21526653, -3515468, -21526653 ], [ 78, 25, 133, 78, 25, 133 ], [ 25, 7, 43, 70, 35, 118 ], [ 239, 73, 454, 86, 13, 143 ], [ 5106, 845, 4261, 5106, 845, 4261 ], [ 91.019874, 162.353208, 0, 91.019874, 162.353208, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -712928, -577000, -577164, -123738, 497299, 207497 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5603, "evaluation_days": 1867.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1603468800000, "last_datapoint_time": 1758441600000, "evaluation_time": 1758443317160, "expiration_time": 1763282592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 222, "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) |
---|