Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311928.7706 | 1291308.1578 | 20620.6128 | 13723106.8453 | 13147139.8239 | 575967.0214 |
Total P&L (%) | 1311.9288 | 1291.3082 | 20.6206 | 13723.1068 | 13147.1398 | 575.967 |
Avg Daily Profit (%) | 0.7074 | 0.6962 | 0.0111 | 0.2661 | 0.2638 | 0.1031 |
Buy And Hold Return (%) | 7908.3252 | 7908.3252 | 7908.3252 | 7908.3252 | 7908.3252 | 7908.3252 |
Max Trade Drawdown | -92890 | -76126 | -91367 | -2939888 | -2027207 | -3070836 |
Profit Factor | 3.8705 | 7.239 | 1.0825 | 2.0525 | 4.0813 | 1.0657 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 53.4247 | 58.3333 | 48.6486 | 53.4247 | 58.3333 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.3742 | 5.1707 | 1.1426 | 1.7894 | 2.9152 | 1.1249 |
Largest Winning Trade | 591412 | 591412 | 61542 | 3509092 | 3509092 | 3479311 |
Largest Losing Trade | -55888 | -55888 | -38260 | -1725838 | -1301725 | -1725838 |
Avg Bars in Trades | 73 | 83 | 63 | 73 | 83 | 63 |
Avg Bars in Winners | 101 | 117 | 83 | 101 | 117 | 83 |
Avg Bars in Losers | 40 | 35 | 45 | 40 | 35 | 45 |
Bars Traded | 5352 | 3001 | 2351 | 5352 | 3001 | 2351 |
Profit Streak | 0 | 360.4713 | 0 | 0 | 360.4713 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221992 | -142490 | -474103 | -71705 | 325605 | -369533 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757330321654, "expiration_time": 1762125696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 1311928.7705689508, 1291308.1577822613, 20620.6127866895, 13723106.845333777, 13147139.823912632, 575967.0214211436 ], [ 1311.928771, 1291.308158, 20.620613, 13723.106845, 13147.139824, 575.967021 ], [ 0.707365, 0.696247, 0.011118, 0.266111, 0.26381, 0.103089 ], [ 7908.325208, 7908.325208, 7908.325208, 7908.325208, 7908.325208, 7908.325208 ], [ -92890, -76126, -91367, -2939888, -2027207, -3070836 ], [ 3.870451, 7.23903, 1.082458, 2.052524, 4.081276, 1.065663 ], [ 73, 36, 37, 73, 36, 37 ], [ 39, 21, 18, 39, 21, 18 ], [ 34, 15, 19, 34, 15, 19 ], [ 53.424658, 58.333333, 48.648649, 53.424658, 58.333333, 48.648649 ], [ 3.374239, 5.170736, 1.142595, 1.78938, 2.915197, 1.124867 ], [ 591412, 591412, 61542, 3509092, 3509092, 3479311 ], [ -55888, -55888, -38260, -1725838, -1301725, -1725838 ], [ 73, 83, 63, 73, 83, 63 ], [ 101, 117, 83, 101, 117, 83 ], [ 40, 35, 45, 40, 35, 45 ], [ 5352, 3001, 2351, 5352, 3001, 2351 ], [ 0, 360.471315, 0, 0, 360.471315, 0 ], [ 0, 6, 0, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -221992, -142490, -474103, -71705, 325605, -369533 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757330321654, "expiration_time": 1762125696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 1 } } }
# | 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) |
---|