| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2737424.5988 | 40138.8144 | -2777563.4132 | -556607.7913 | -46292016.1056 | 45735408.3143 |
| Total P&L (%) | -2737.4246 | 40.1388 | -2777.5634 | -556.6078 | -46292.0161 | 45735.4083 |
| Avg Daily Profit (%) | -1.4675 | 0.0215 | -1.489 | 0 | 0 | 0.329 |
| Buy And Hold Return (%) | 6805.2364 | 6805.2364 | 6805.2364 | 6805.2364 | 6805.2364 | 6805.2364 |
| Max Trade Drawdown | -2896626 | -104411 | -2874895 | -87653088 | -52047621 | -49829158 |
| Profit Factor | 0.257 | 1.1065 | 0.1601 | 0.9971 | 0.538 | 1.5169 |
| Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
| Winning Trades | 129 | 60 | 69 | 112 | 53 | 59 |
| Losing Trades | 96 | 53 | 43 | 113 | 60 | 53 |
| Profitability (%) | 57.3333 | 53.0973 | 61.6071 | 49.7778 | 46.9027 | 52.6786 |
| Ratio Avg Win / Avg Loss | 0.1912 | 0.9774 | 0.0998 | 1.006 | 0.6091 | 1.3627 |
| Largest Winning Trade | 49429 | 37229 | 49429 | 39405277 | 9094947 | 39405277 |
| Largest Losing Trade | -1820923 | -50746 | -1820923 | -47557616 | -31343569 | -47557616 |
| Avg Bars in Trades | 95 | 40 | 151 | 95 | 40 | 151 |
| Avg Bars in Winners | 53 | 34 | 70 | 89 | 31 | 141 |
| Avg Bars in Losers | 151 | 46 | 281 | 101 | 47 | 163 |
| Bars Traded | 21523 | 4529 | 16994 | 21523 | 4529 | 16994 |
| Profit Streak | 47.1129 | 89.3629 | 0 | 0 | 0 | 91.6129 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578090 | -433815 | -579529 | -578020 | -582236 | 410921 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22384,
"evaluation_days": 1865.33,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598536800000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758328951526,
"expiration_time": 1764128332800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 197,
"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": [
[
-2737424.598783078,
40138.8144106322,
-2777563.4131937115,
-556607.7912841586,
-46292016.1055879,
45735408.31430369
],
[
-2737.424599,
40.138814,
-2777.563413,
-556.607791,
-46292.016106,
45735.408314
],
[
-1.467528,
0.021518,
-1.489047,
0,
0,
0.329042
],
[
6805.236404,
6805.236404,
6805.236404,
6805.236404,
6805.236404,
6805.236404
],
[
-2896626,
-104411,
-2874895,
-87653088,
-52047621,
-49829158
],
[
0.256951,
1.106513,
0.160146,
0.99705,
0.537995,
1.516933
],
[
225,
113,
112,
225,
113,
112
],
[
129,
60,
69,
112,
53,
59
],
[
96,
53,
43,
113,
60,
53
],
[
57.333333,
53.097345,
61.607143,
49.777778,
46.902655,
52.678571
],
[
0.191219,
0.97742,
0.099801,
1.005952,
0.609051,
1.362668
],
[
49429,
37229,
49429,
39405277,
9094947,
39405277
],
[
-1820923,
-50746,
-1820923,
-47557616,
-31343569,
-47557616
],
[
95,
40,
151,
95,
40,
151
],
[
53,
34,
70,
89,
31,
141
],
[
151,
46,
281,
101,
47,
163
],
[
21523,
4529,
16994,
21523,
4529,
16994
],
[
47.112865,
89.362865,
0,
0,
0,
91.612865
],
[
1,
2,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578090,
-433815,
-579529,
-578020,
-582236,
410921
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22384,
"evaluation_days": 1865.33,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598536800000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758328951526,
"expiration_time": 1764128332800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 197,
"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) |
|---|