| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -9023959.1006 | -23657.3868 | -9000301.7138 | 65642635.9069 | 29161377.5615 | 36481258.3454 |
| Total P&L (%) | -9023.9591 | -23.6574 | -9000.3017 | 65642.6359 | 29161.3776 | 36481.2583 |
| Avg Daily Profit (%) | -4.8244 | -0.0126 | -4.8117 | 0.3475 | 0.3041 | 0.316 |
| Buy And Hold Return (%) | 9169.3863 | 9169.3863 | 9169.3863 | 9169.3863 | 9169.3863 | 9169.3863 |
| Max Trade Drawdown | -9092214 | -88970 | -9033726 | -24390119 | -4111673 | -24390119 |
| Profit Factor | 0.0292 | 0.8253 | 0.0174 | 2.1963 | 3.9316 | 1.8121 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 52 | 25 | 27 | 30 | 18 | 12 |
| Losing Trades | 17 | 10 | 7 | 39 | 17 | 22 |
| Profitability (%) | 75.3623 | 71.4286 | 79.4118 | 43.4783 | 51.4286 | 35.2941 |
| Ratio Avg Win / Avg Loss | 0.0095 | 0.3301 | 0.0045 | 2.8552 | 3.7131 | 3.3221 |
| Largest Winning Trade | 20014 | 20014 | 12182 | 54675679 | 10541081 | 54675679 |
| Largest Losing Trade | -8546281 | -46226 | -8546281 | -24390119 | -2322910 | -24390119 |
| Avg Bars in Trades | 48 | 20 | 76 | 48 | 20 | 76 |
| Avg Bars in Winners | 10 | 6 | 14 | 59 | 32 | 99 |
| Avg Bars in Losers | 163 | 54 | 317 | 39 | 7 | 64 |
| Bars Traded | 3316 | 710 | 2606 | 3316 | 710 | 2606 |
| Profit Streak | 94.4918 | 164.9918 | 0 | 94.4918 | 164.9918 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -682930 | -576765 | -576982 | -94777 | 518674 | 161626 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758714488107,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 195,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-9023959.100558868,
-23657.3867822102,
-9000301.71377665,
65642635.90694207,
29161377.561539434,
36481258.34540264
],
[
-9023.959101,
-23.657387,
-9000.301714,
65642.635907,
29161.377562,
36481.258345
],
[
-4.824357,
-0.012648,
-4.811709,
0.347479,
0.304062,
0.316035
],
[
9169.38632,
9169.38632,
9169.38632,
9169.38632,
9169.38632,
9169.38632
],
[
-9092214,
-88970,
-9033726,
-24390119,
-4111673,
-24390119
],
[
0.029191,
0.82527,
0.017424,
2.196296,
3.931561,
1.812063
],
[
69,
35,
34,
69,
35,
34
],
[
52,
25,
27,
30,
18,
12
],
[
17,
10,
7,
39,
17,
22
],
[
75.362319,
71.428571,
79.411765,
43.478261,
51.428571,
35.294118
],
[
0.009543,
0.330108,
0.004517,
2.855184,
3.713141,
3.322115
],
[
20014,
20014,
12182,
54675679,
10541081,
54675679
],
[
-8546281,
-46226,
-8546281,
-24390119,
-2322910,
-24390119
],
[
48,
20,
76,
48,
20,
76
],
[
10,
6,
14,
59,
32,
99
],
[
163,
54,
317,
39,
7,
64
],
[
3316,
710,
2606,
3316,
710,
2606
],
[
94.49176,
164.99176,
0,
94.49176,
164.99176,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-682930,
-576765,
-576982,
-94777,
518674,
161626
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758714488107,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 195,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|