Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2802514.5427 | 53922.7707 | -2856437.3134 | -2426382.7598 | -64864350.6247 | 62437967.8649 |
Total P&L (%) | -2802.5145 | 53.9228 | -2856.4373 | -2426.3828 | -64864.3506 | 62437.9679 |
Avg Daily Profit (%) | -1.5075 | 0.029 | -1.5365 | 0 | 0 | 0.3469 |
Buy And Hold Return (%) | 5556.098 | 5556.098 | 5556.098 | 5556.098 | 5556.098 | 5556.098 |
Max Trade Drawdown | -2961427 | -117940 | -2941643 | -87289577 | -75842610 | -35799013 |
Profit Factor | 0.2328 | 1.172 | 0.1446 | 0.9888 | 0.4348 | 1.6187 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 164 | 79 | 85 | 123 | 59 | 64 |
Losing Trades | 59 | 33 | 26 | 100 | 53 | 47 |
Profitability (%) | 73.5426 | 70.5357 | 76.5766 | 55.157 | 52.6786 | 57.6577 |
Ratio Avg Win / Avg Loss | 0.0838 | 0.4896 | 0.0442 | 0.8039 | 0.3906 | 1.1887 |
Largest Winning Trade | 41897 | 41897 | 28357 | 72339397 | 3647318 | 72339397 |
Largest Losing Trade | -2206150 | -59628 | -2206150 | -44315812 | -44315812 | -27720922 |
Avg Bars in Trades | 16 | 9 | 23 | 16 | 9 | 23 |
Avg Bars in Winners | 5 | 4 | 7 | 14 | 7 | 20 |
Avg Bars in Losers | 44 | 21 | 73 | 18 | 11 | 26 |
Bars Traded | 3593 | 1037 | 2556 | 3593 | 1037 | 2556 |
Profit Streak | 42.9817 | 80.9817 | 42.9817 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574859 | -348618 | -576483 | -578664 | -580409 | 441303 |
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1598832000000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757720018022, "expiration_time": 1762496928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 41, "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": [ [ -2802514.5426986944, 53922.7707054631, -2856437.313404158, -2426382.759767761, -64864350.62467862, 62437967.86491084 ], [ -2802.514543, 53.922771, -2856.437313, -2426.38276, -64864.350625, 62437.967865 ], [ -1.507539, 0.029006, -1.536545, 0, 0, 0.346935 ], [ 5556.098017, 5556.098017, 5556.098017, 5556.098017, 5556.098017, 5556.098017 ], [ -2961427, -117940, -2941643, -87289577, -75842610, -35799013 ], [ 0.232822, 1.17196, 0.144635, 0.98875, 0.434789, 1.618695 ], [ 223, 112, 111, 223, 112, 111 ], [ 164, 79, 85, 123, 59, 64 ], [ 59, 33, 26, 100, 53, 47 ], [ 73.542601, 70.535714, 76.576577, 55.156951, 52.678571, 57.657658 ], [ 0.083759, 0.489553, 0.044241, 0.803862, 0.390573, 1.188729 ], [ 41897, 41897, 28357, 72339397, 3647318, 72339397 ], [ -2206150, -59628, -2206150, -44315812, -44315812, -27720922 ], [ 16, 9, 23, 16, 9, 23 ], [ 5, 4, 7, 14, 7, 20 ], [ 44, 21, 73, 18, 11, 26 ], [ 3593, 1037, 2556, 3593, 1037, 2556 ], [ 42.98169, 80.98169, 42.98169, 0, 0, 0 ], [ 3, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574859, -348618, -576483, -578664, -580409, 441303 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1598832000000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757720018022, "expiration_time": 1762496928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 41, "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) |
---|