| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3283417.2226 | 13667.3756 | -3297084.5982 | -7768634.1356 | -143565422.2906 | 135796788.1551 |
| Total P&L (%) | -3283.4172 | 13.6674 | -3297.0846 | -7768.6341 | -143565.4223 | 135796.7882 |
| Avg Daily Profit (%) | -1.7576 | 0.0073 | -1.765 | 0 | 0 | 0.3869 |
| Buy And Hold Return (%) | 5561.1719 | 5561.1719 | 5561.1719 | 5561.1719 | 5561.1719 | 5561.1719 |
| Max Trade Drawdown | -3450519 | -109225 | -3405980 | -218777193 | -175253093 | -129753187 |
| Profit Factor | 0.2179 | 1.0414 | 0.1476 | 0.9853 | 0.5227 | 1.596 |
| Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
| Winning Trades | 295 | 136 | 159 | 218 | 103 | 115 |
| Losing Trades | 72 | 48 | 24 | 149 | 81 | 68 |
| Profitability (%) | 80.3815 | 73.913 | 86.8852 | 59.4005 | 55.9783 | 62.8415 |
| Ratio Avg Win / Avg Loss | 0.0532 | 0.3675 | 0.0223 | 0.6734 | 0.411 | 0.9438 |
| Largest Winning Trade | 21099 | 18529 | 21099 | 66599501 | 8961190 | 66599501 |
| Largest Losing Trade | -2409687 | -50802 | -2409687 | -87724709 | -86341276 | -87724709 |
| Avg Bars in Trades | 58 | 21 | 95 | 58 | 21 | 95 |
| Avg Bars in Winners | 19 | 8 | 28 | 48 | 14 | 79 |
| Avg Bars in Losers | 220 | 60 | 541 | 73 | 32 | 122 |
| Bars Traded | 21517 | 4038 | 17479 | 21517 | 4038 | 17479 |
| Profit Streak | 0 | 0 | 53.2243 | 53.0576 | 53.141 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574933 | -521729 | -574976 | -577077 | -578754 | 429457 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22417,
"evaluation_days": 1868.08,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598702400000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758648178123,
"expiration_time": 1764374486400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.5439,
"nb": 0.1,
"nc": 0.12582
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 220,
"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": [
[
-3283417.2226477135,
13667.3755637508,
-3297084.5982114635,
-7768634.1355506005,
-143565422.29063973,
135796788.15508914
],
[
-3283.417223,
13.667376,
-3297.084598,
-7768.634136,
-143565.422291,
135796.788155
],
[
-1.757643,
0.007316,
-1.764959,
0,
0,
0.386944
],
[
5561.171879,
5561.171879,
5561.171879,
5561.171879,
5561.171879,
5561.171879
],
[
-3450519,
-109225,
-3405980,
-218777193,
-175253093,
-129753187
],
[
0.217886,
1.041371,
0.14755,
0.985304,
0.522684,
1.596048
],
[
367,
184,
183,
367,
184,
183
],
[
295,
136,
159,
218,
103,
115
],
[
72,
48,
24,
149,
81,
68
],
[
80.381471,
73.913043,
86.885246,
59.400545,
55.978261,
62.84153
],
[
0.053179,
0.367543,
0.022272,
0.673441,
0.411043,
0.94375
],
[
21099,
18529,
21099,
66599501,
8961190,
66599501
],
[
-2409687,
-50802,
-2409687,
-87724709,
-86341276,
-87724709
],
[
58,
21,
95,
58,
21,
95
],
[
19,
8,
28,
48,
14,
79
],
[
220,
60,
541,
73,
32,
122
],
[
21517,
4038,
17479,
21517,
4038,
17479
],
[
0,
0,
53.224284,
53.057617,
53.14095,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574933,
-521729,
-574976,
-577077,
-578754,
429457
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22417,
"evaluation_days": 1868.08,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598702400000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758648178123,
"expiration_time": 1764374486400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.5439,
"nb": 0.1,
"nc": 0.12582
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 220,
"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) |
|---|