| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2451936.3871 | 99139.345 | -2551075.7321 | -14134488.5044 | -57839718.9667 | 43705230.4623 |
| Total P&L (%) | -2451.9364 | 99.1393 | -2551.0757 | -14134.4885 | -57839.719 | 43705.2305 |
| Avg Daily Profit (%) | -1.3188 | 0.0533 | -1.3721 | 0 | 0 | 0.3277 |
| Buy And Hold Return (%) | 5646.0596 | 5646.0596 | 5646.0596 | 5646.0596 | 5646.0596 | 5646.0596 |
| Max Trade Drawdown | -2638333 | -111272 | -2634259 | -131867893 | -69141976 | -95757035 |
| Profit Factor | 0.229 | 1.4184 | 0.1332 | 0.9408 | 0.4262 | 1.3168 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 61 | 30 | 31 | 50 | 22 | 28 |
| Losing Trades | 32 | 17 | 15 | 43 | 25 | 18 |
| Profitability (%) | 65.5914 | 63.8298 | 67.3913 | 53.7634 | 46.8085 | 60.8696 |
| Ratio Avg Win / Avg Loss | 0.1201 | 0.8038 | 0.0645 | 0.8091 | 0.4843 | 0.8465 |
| Largest Winning Trade | 42784 | 37890 | 42784 | 53195130 | 9099993 | 53195130 |
| Largest Losing Trade | -1663772 | -65642 | -1663772 | -77913130 | -33847227 | -77913130 |
| Avg Bars in Trades | 231 | 146 | 318 | 231 | 146 | 318 |
| Avg Bars in Winners | 122 | 93 | 150 | 208 | 115 | 281 |
| Avg Bars in Losers | 439 | 240 | 665 | 259 | 174 | 376 |
| Bars Traded | 21549 | 6899 | 14649 | 21549 | 6899 | 14649 |
| Profit Streak | 41.294 | 174.794 | 0 | 0 | 0 | 86.3773 |
| Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577681 | -285090 | -578450 | -580042 | -581938 | 348828 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22311,
"evaluation_days": 1859.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598875200000,
"last_datapoint_time": 1757800800000,
"evaluation_time": 1757804599405,
"expiration_time": 1763583811200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 211,
"offset": 0,
"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": [
[
-2451936.387110539,
99139.3450201506,
-2551075.732130689,
-14134488.504408082,
-57839718.96670538,
43705230.46229731
],
[
-2451.936387,
99.139345,
-2551.075732,
-14134.488504,
-57839.718967,
43705.230462
],
[
-1.318777,
0.053322,
-1.372099,
0,
0,
0.327675
],
[
5646.059628,
5646.059628,
5646.059628,
5646.059628,
5646.059628,
5646.059628
],
[
-2638333,
-111272,
-2634259,
-131867893,
-69141976,
-95757035
],
[
0.228987,
1.41839,
0.133229,
0.940798,
0.42615,
1.316798
],
[
93,
47,
46,
93,
47,
46
],
[
61,
30,
31,
50,
22,
28
],
[
32,
17,
15,
43,
25,
18
],
[
65.591398,
63.829787,
67.391304,
53.763441,
46.808511,
60.869565
],
[
0.120124,
0.803754,
0.064466,
0.809087,
0.484262,
0.846513
],
[
42784,
37890,
42784,
53195130,
9099993,
53195130
],
[
-1663772,
-65642,
-1663772,
-77913130,
-33847227,
-77913130
],
[
231,
146,
318,
231,
146,
318
],
[
122,
93,
150,
208,
115,
281
],
[
439,
240,
665,
259,
174,
376
],
[
21549,
6899,
14649,
21549,
6899,
14649
],
[
41.293974,
174.793975,
0,
0,
0,
86.377308
],
[
1,
4,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577681,
-285090,
-578450,
-580042,
-581938,
348828
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22311,
"evaluation_days": 1859.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598875200000,
"last_datapoint_time": 1757800800000,
"evaluation_time": 1757804599405,
"expiration_time": 1763583811200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 211,
"offset": 0,
"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) |
|---|