Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3021761.1556 | -30636.4443 | -2991124.7112 | -3436797.3042 | -41800934.1323 | 38364136.8281 |
Total P&L (%) | -3021.7612 | -30.6364 | -2991.1247 | -3436.7973 | -41800.9341 | 38364.1368 |
Avg Daily Profit (%) | -1.6226 | -0.0165 | -1.6061 | 0 | 0 | 0.3201 |
Buy And Hold Return (%) | 7566.9589 | 7566.9589 | 7566.9589 | 7566.9589 | 7566.9589 | 7566.9589 |
Max Trade Drawdown | -3123070 | -136215 | -3038744 | -69929547 | -51158636 | -28243793 |
Profit Factor | 0.1533 | 0.8959 | 0.0866 | 0.9694 | 0.3779 | 1.8488 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 142 | 70 | 72 | 111 | 55 | 56 |
Losing Trades | 40 | 21 | 19 | 71 | 36 | 35 |
Profitability (%) | 78.022 | 76.9231 | 79.1209 | 60.989 | 60.4396 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.0432 | 0.2688 | 0.0228 | 0.6201 | 0.2473 | 1.1555 |
Largest Winning Trade | 16151 | 15011 | 16151 | 41723019 | 3056533 | 41723019 |
Largest Losing Trade | -2164236 | -61180 | -2164236 | -25607232 | -25607232 | -22703775 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 8 | 9 | 7 | 21 | 17 | 25 |
Avg Bars in Losers | 100 | 88 | 114 | 38 | 42 | 35 |
Bars Traded | 5203 | 2526 | 2677 | 5203 | 2526 | 2677 |
Profit Streak | 46.3163 | 78.983 | 0 | 0 | 0 | 70.6496 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575356 | -575627 | -576758 | -578122 | -579458 | 439040 |
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5587, "evaluation_days": 1862.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758008126944, "expiration_time": 1762807968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 118, "offset": 87, "scalar": 2 } } }
{ "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": [ [ -3021761.1555615915, -30636.4443156907, -2991124.711245902, -3436797.3042163257, -41800934.13227117, 38364136.82805484 ], [ -3021.761156, -30.636444, -2991.124711, -3436.797304, -41800.934132, 38364.136828 ], [ -1.62257, -0.016451, -1.60612, 0, 0, 0.320128 ], [ 7566.958865, 7566.958865, 7566.958865, 7566.958865, 7566.958865, 7566.958865 ], [ -3123070, -136215, -3038744, -69929547, -51158636, -28243793 ], [ 0.153307, 0.895907, 0.086562, 0.969421, 0.377875, 1.848758 ], [ 182, 91, 91, 182, 91, 91 ], [ 142, 70, 72, 111, 55, 56 ], [ 40, 21, 19, 71, 36, 35 ], [ 78.021978, 76.923077, 79.120879, 60.989011, 60.43956, 61.538462 ], [ 0.043185, 0.268772, 0.022843, 0.62008, 0.247337, 1.155474 ], [ 16151, 15011, 16151, 41723019, 3056533, 41723019 ], [ -2164236, -61180, -2164236, -25607232, -25607232, -22703775 ], [ 28, 27, 29, 28, 27, 29 ], [ 8, 9, 7, 21, 17, 25 ], [ 100, 88, 114, 38, 42, 35 ], [ 5203, 2526, 2677, 5203, 2526, 2677 ], [ 46.316284, 78.982951, 0, 0, 0, 70.649617 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575356, -575627, -576758, -578122, -579458, 439040 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5587, "evaluation_days": 1862.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758008126944, "expiration_time": 1762807968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 118, "offset": 87, "scalar": 2 } } }
# | 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) |
---|