Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9892527.9637 | 35192.5506 | -9927720.5143 | 187309845.6537 | 75967960.0776 | 111341885.5761 |
Total P&L (%) | -9892.528 | 35.1926 | -9927.7205 | 187309.8457 | 75967.9601 | 111341.8856 |
Avg Daily Profit (%) | -5.3171 | 0.0189 | -5.3361 | 0.4059 | 0.3572 | 0.3778 |
Buy And Hold Return (%) | 16564.8634 | 16564.8634 | 16564.8634 | 16564.8634 | 16564.8634 | 16564.8634 |
Max Trade Drawdown | -10051617 | -69623 | -10025151 | -47179111 | -11941722 | -52588111 |
Profit Factor | 0.0402 | 1.2503 | 0.0234 | 2.6364 | 2.9456 | 2.4763 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 50 | 23 | 27 | 28 | 16 | 12 |
Losing Trades | 14 | 9 | 5 | 36 | 16 | 20 |
Profitability (%) | 78.125 | 71.875 | 84.375 | 43.75 | 50 | 37.5 |
Ratio Avg Win / Avg Loss | 0.0112 | 0.4892 | 0.0043 | 3.3897 | 2.9456 | 4.1272 |
Largest Winning Trade | 25775 | 25775 | 23183 | 102865184 | 24542868 | 102865184 |
Largest Losing Trade | -9578112 | -47024 | -9578112 | -21676793 | -11941722 | -21676793 |
Avg Bars in Trades | 50 | 14 | 87 | 50 | 14 | 87 |
Avg Bars in Winners | 15 | 4 | 25 | 51 | 22 | 90 |
Avg Bars in Losers | 175 | 39 | 420 | 50 | 6 | 85 |
Bars Traded | 3243 | 453 | 2790 | 3243 | 453 | 2790 |
Profit Streak | 0 | 0 | 207.7092 | 0 | 0 | 207.7092 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720631 | -332168 | -575060 | -131382 | 487827 | 382799 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3721, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757826078145, "expiration_time": 1762630416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.74568, "nb": 0.1, "nc": 0.64256 } }, "second_band": { "type": "kcl", "factors": { "length": 163, "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": [ [ -9892527.963650107, 35192.5506417829, -9927720.514291888, 187309845.65369588, 75967960.0776076, 111341885.5760883 ], [ -9892.527964, 35.192551, -9927.720514, 187309.845654, 75967.960078, 111341.885576 ], [ -5.317134, 0.018916, -5.33605, 0.405868, 0.357219, 0.37782 ], [ 16564.863403, 16564.863403, 16564.863403, 16564.863403, 16564.863403, 16564.863403 ], [ -10051617, -69623, -10025151, -47179111, -11941722, -52588111 ], [ 0.04017, 1.25026, 0.023431, 2.6364, 2.945611, 2.476316 ], [ 64, 32, 32, 64, 32, 32 ], [ 50, 23, 27, 28, 16, 12 ], [ 14, 9, 5, 36, 16, 20 ], [ 78.125, 71.875, 84.375, 43.75, 50, 37.5 ], [ 0.011248, 0.489232, 0.004339, 3.389658, 2.945611, 4.127193 ], [ 25775, 25775, 23183, 102865184, 24542868, 102865184 ], [ -9578112, -47024, -9578112, -21676793, -11941722, -21676793 ], [ 50, 14, 87, 50, 14, 87 ], [ 15, 4, 25, 51, 22, 90 ], [ 175, 39, 420, 50, 6, 85 ], [ 3243, 453, 2790, 3243, 453, 2790 ], [ 0, 0, 207.709238, 0, 0, 207.709238 ], [ 0, 0, 6, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -720631, -332168, -575060, -131382, 487827, 382799 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3721, "evaluation_days": 1860.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757826078145, "expiration_time": 1762630416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.74568, "nb": 0.1, "nc": 0.64256 } }, "second_band": { "type": "kcl", "factors": { "length": 163, "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) |
---|