Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2373527.1817 | 86007.6092 | -2459534.7909 | -28248654.8855 | -68927534.4783 | 40678879.5927 |
Total P&L (%) | -2373.5272 | 86.0076 | -2459.5348 | -28248.6549 | -68927.5345 | 40678.8796 |
Avg Daily Profit (%) | -1.2723 | 0.0461 | -1.3184 | 0 | 0 | 0.3227 |
Buy And Hold Return (%) | 5673.8609 | 5673.8609 | 5673.8609 | 5673.8609 | 5673.8609 | 5673.8609 |
Max Trade Drawdown | -2536424 | -102707 | -2544775 | -118581804 | -81629655 | -75450527 |
Profit Factor | 0.2153 | 1.4431 | 0.1311 | 0.8772 | 0.3518 | 1.3288 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 59 | 30 | 29 | 42 | 19 | 23 |
Losing Trades | 22 | 11 | 11 | 39 | 22 | 17 |
Profitability (%) | 72.8395 | 73.1707 | 72.5 | 51.8519 | 46.3415 | 57.5 |
Ratio Avg Win / Avg Loss | 0.0803 | 0.5291 | 0.0497 | 0.8146 | 0.4074 | 0.9821 |
Largest Winning Trade | 42162 | 39591 | 42162 | 54491226 | 11654467 | 54491226 |
Largest Losing Trade | -1643424 | -64370 | -1643424 | -53749369 | -37350916 | -53749369 |
Avg Bars in Trades | 44 | 26 | 62 | 44 | 26 | 62 |
Avg Bars in Winners | 22 | 15 | 29 | 40 | 21 | 55 |
Avg Bars in Losers | 102 | 56 | 149 | 48 | 31 | 71 |
Bars Traded | 3590 | 1091 | 2499 | 3590 | 1091 | 2499 |
Profit Streak | 46.4768 | 179.4768 | 0 | 0 | 0 | 92.4768 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593258 | -293119 | -577833 | -596815 | -581887 | 332604 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3731, "evaluation_days": 1865.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1599048000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758281199657, "expiration_time": 1763075376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 46, "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": [ [ -2373527.1817203294, 86007.6092249769, -2459534.790945305, -28248654.885548715, -68927534.47826646, 40678879.59271772 ], [ -2373.527182, 86.007609, -2459.534791, -28248.654886, -68927.534478, 40678.879593 ], [ -1.272328, 0.046104, -1.318432, 0, 0, 0.322725 ], [ 5673.860911, 5673.860911, 5673.860911, 5673.860911, 5673.860911, 5673.860911 ], [ -2536424, -102707, -2544775, -118581804, -81629655, -75450527 ], [ 0.215283, 1.443073, 0.131084, 0.877216, 0.351807, 1.328774 ], [ 81, 41, 40, 81, 41, 40 ], [ 59, 30, 29, 42, 19, 23 ], [ 22, 11, 11, 39, 22, 17 ], [ 72.839506, 73.170732, 72.5, 51.851852, 46.341463, 57.5 ], [ 0.080275, 0.529127, 0.049721, 0.814557, 0.407356, 0.982137 ], [ 42162, 39591, 42162, 54491226, 11654467, 54491226 ], [ -1643424, -64370, -1643424, -53749369, -37350916, -53749369 ], [ 44, 26, 62, 44, 26, 62 ], [ 22, 15, 29, 40, 21, 55 ], [ 102, 56, 149, 48, 31, 71 ], [ 3590, 1091, 2499, 3590, 1091, 2499 ], [ 46.476848, 179.476848, 0, 0, 0, 92.476848 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -593258, -293119, -577833, -596815, -581887, 332604 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3731, "evaluation_days": 1865.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1599048000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758281199657, "expiration_time": 1763075376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 46, "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) |
---|