Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600135.912 | 538645.1632 | 61490.7488 | 5221072.5102 | 4689520.4239 | 531552.0863 |
Total P&L (%) | 600.1359 | 538.6452 | 61.4907 | 5221.0725 | 4689.5204 | 531.5521 |
Avg Daily Profit (%) | 0.5761 | 0.5171 | 0.059 | 0.3823 | 0.3721 | 0.1771 |
Buy And Hold Return (%) | 1446.3112 | 1446.3112 | 1446.3112 | 1446.3112 | 1446.3112 | 1446.3112 |
Max Trade Drawdown | -56085 | -54588 | -24472 | -2762704 | -2473369 | -1162371 |
Profit Factor | 2.5309 | 3.0709 | 1.4661 | 1.5306 | 1.6989 | 1.1698 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 50.2857 | 48.2759 | 52.2727 | 50.2857 | 48.2759 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.5021 | 3.2903 | 1.3386 | 1.5132 | 1.8203 | 1.0681 |
Largest Winning Trade | 157948 | 157948 | 22086 | 1569335 | 1569335 | 500604 |
Largest Losing Trade | -19339 | -19339 | -8505 | -866499 | -866499 | -344717 |
Avg Bars in Trades | 140 | 229 | 52 | 140 | 229 | 52 |
Avg Bars in Winners | 195 | 346 | 57 | 195 | 346 | 57 |
Avg Bars in Losers | 84 | 120 | 46 | 84 | 120 | 46 |
Bars Traded | 24553 | 19941 | 4612 | 24553 | 19941 | 4612 |
Profit Streak | 26.9775 | 59.5191 | 26.9775 | 26.9775 | 59.5191 | 26.9775 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147732 | -148701 | -278260 | 417561 | 370563 | -191158 |
{ "trading_pair": "SOL_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669172400000, "first_datapoint_time": 1670007600000, "last_datapoint_time": 1759172400000, "evaluation_time": 1759174053392, "expiration_time": 1765652400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 85, "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": [ [ 600135.9120492642, 538645.1632241909, 61490.7488250732, 5221072.510152485, 4689520.423859978, 531552.0862925028 ], [ 600.135912, 538.645163, 61.490749, 5221.07251, 4689.520424, 531.552086 ], [ 0.576129, 0.517098, 0.059031, 0.382256, 0.372115, 0.177085 ], [ 1446.311176, 1446.311176, 1446.311176, 1446.311176, 1446.311176, 1446.311176 ], [ -56085, -54588, -24472, -2762704, -2473369, -1162371 ], [ 2.530889, 3.070909, 1.466132, 1.530607, 1.69894, 1.169807 ], [ 175, 87, 88, 175, 87, 88 ], [ 88, 42, 46, 88, 42, 46 ], [ 87, 45, 42, 87, 45, 42 ], [ 50.285714, 48.275862, 52.272727, 50.285714, 48.275862, 52.272727 ], [ 2.502129, 3.29026, 1.338642, 1.513214, 1.820293, 1.068085 ], [ 157948, 157948, 22086, 1569335, 1569335, 500604 ], [ -19339, -19339, -8505, -866499, -866499, -344717 ], [ 140, 229, 52, 140, 229, 52 ], [ 195, 346, 57, 195, 346, 57 ], [ 84, 120, 46, 84, 120, 46 ], [ 24553, 19941, 4612, 24553, 19941, 4612 ], [ 26.97747, 59.519136, 26.97747, 26.97747, 59.519136, 26.97747 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147732, -148701, -278260, 417561, 370563, -191158 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669172400000, "first_datapoint_time": 1670007600000, "last_datapoint_time": 1759172400000, "evaluation_time": 1759174053392, "expiration_time": 1765652400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 85, "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) |
---|