Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097839.1937 | 1062137.7107 | 35701.4829 | 22494958.3429 | 19010720.3033 | 3484238.0396 |
Total P&L (%) | 1097.8392 | 1062.1377 | 35.7015 | 22494.9583 | 19010.7203 | 3484.238 |
Avg Daily Profit (%) | 0.5874 | 0.5683 | 0.0191 | 0.2904 | 0.2814 | 0.1917 |
Buy And Hold Return (%) | 6442.9345 | 6442.9345 | 6442.9345 | 6442.9345 | 6442.9345 | 6442.9345 |
Max Trade Drawdown | -92800 | -92800 | -12503 | -14793888 | -14793888 | -598493 |
Profit Factor | 7.2586 | 8.5922 | 2.0052 | 1.8998 | 1.8249 | 2.7818 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Losing Trades | 17 | 5 | 12 | 17 | 5 | 12 |
Profitability (%) | 72.1311 | 83.3333 | 61.2903 | 72.1311 | 83.3333 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.8044 | 1.7184 | 1.2665 | 0.734 | 0.365 | 1.7569 |
Largest Winning Trade | 240041 | 240041 | 11480 | 4909404 | 4909404 | 1530653 |
Largest Losing Trade | -92800 | -92800 | -10271 | -14793888 | -14793888 | -404753 |
Avg Bars in Trades | 87 | 175 | 1 | 87 | 175 | 1 |
Avg Bars in Winners | 77 | 135 | 1 | 77 | 135 | 1 |
Avg Bars in Losers | 112 | 376 | 2 | 112 | 376 | 2 |
Bars Traded | 5317 | 5257 | 60 | 5317 | 5257 | 60 |
Profit Streak | 62.7196 | 136.0529 | 62.7196 | 62.7196 | 136.0529 | 62.7196 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307586 | -140547 | -327740 | -154720 | 424079 | -149826 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597737600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758590173025, "expiration_time": 1763401248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 23, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 1097839.1936766626, 1062137.7107434436, 35701.4829332193, 22494958.342896946, 19010720.303311445, 3484238.0395855005 ], [ 1097.839194, 1062.137711, 35.701483, 22494.958343, 19010.720303, 3484.23804 ], [ 0.587394, 0.568292, 0.019102, 0.290432, 0.281446, 0.191683 ], [ 6442.934475, 6442.934475, 6442.934475, 6442.934475, 6442.934475, 6442.934475 ], [ -92800, -92800, -12503, -14793888, -14793888, -598493 ], [ 7.25857, 8.592203, 2.005244, 1.899767, 1.824923, 2.781821 ], [ 61, 30, 31, 61, 30, 31 ], [ 44, 25, 19, 44, 25, 19 ], [ 17, 5, 12, 17, 5, 12 ], [ 72.131148, 83.333333, 61.290323, 72.131148, 83.333333, 61.290323 ], [ 2.804447, 1.718441, 1.26647, 0.734001, 0.364985, 1.756939 ], [ 240041, 240041, 11480, 4909404, 4909404, 1530653 ], [ -92800, -92800, -10271, -14793888, -14793888, -404753 ], [ 87, 175, 1, 87, 175, 1 ], [ 77, 135, 1, 77, 135, 1 ], [ 112, 376, 2, 112, 376, 2 ], [ 5317, 5257, 60, 5317, 5257, 60 ], [ 62.719595, 136.052928, 62.719595, 62.719595, 136.052929, 62.719595 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -307586, -140547, -327740, -154720, 424079, -149826 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1597737600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758590173025, "expiration_time": 1763401248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 23, "offset": 0, "scalar": 3 } } }
# | 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) |
---|