| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2344138.9744 | 117660.1072 | -2461799.0816 | 57079448.1151 | 40777507.973 | 16301940.1421 |
| Total P&L (%) | -2344.139 | 117.6601 | -2461.7991 | 57079.4481 | 40777.508 | 16301.9401 |
| Avg Daily Profit (%) | -1.2548 | 0.063 | -1.3178 | 0.3404 | 0.3224 | 0.2734 |
| Buy And Hold Return (%) | 7011.5698 | 7011.5698 | 7011.5698 | 7011.5698 | 7011.5698 | 7011.5698 |
| Max Trade Drawdown | -2512460 | -30421 | -2573781 | -204448877 | -20239777 | -203899290 |
| Profit Factor | 0.2098 | 3.025 | 0.1535 | 1.1999 | 2.5817 | 1.0628 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 55 | 29 | 26 | 55 | 27 | 28 |
| Losing Trades | 30 | 14 | 16 | 30 | 16 | 14 |
| Profitability (%) | 64.7059 | 67.4419 | 61.9048 | 64.7059 | 62.7907 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.1144 | 1.4603 | 0.0945 | 0.6545 | 1.5299 | 0.5314 |
| Largest Winning Trade | 57678 | 29981 | 57678 | 51219525 | 13844533 | 51219525 |
| Largest Losing Trade | -1674395 | -23350 | -1674395 | -201275549 | -9784744 | -201275549 |
| Avg Bars in Trades | 252 | 28 | 483 | 252 | 28 | 483 |
| Avg Bars in Winners | 134 | 23 | 258 | 219 | 22 | 409 |
| Avg Bars in Losers | 470 | 37 | 848 | 314 | 37 | 631 |
| Bars Traded | 21502 | 1208 | 20294 | 21502 | 1208 | 20294 |
| Profit Streak | 114.3984 | 383.8984 | 114.3984 | 114.3984 | 383.8984 | 114.3984 |
| Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577014 | -265929 | -578628 | 386156 | 598383 | -146440 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22417,
"evaluation_days": 1868.08,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598140800000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758627224440,
"expiration_time": 1764374486400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 84,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 142,
"offset": 0
}
}
}
{
"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": [
[
-2344138.97439794,
117660.1072489333,
-2461799.081646873,
57079448.115077145,
40777507.97301361,
16301940.142063523
],
[
-2344.138974,
117.660107,
-2461.799082,
57079.448115,
40777.507973,
16301.940142
],
[
-1.254839,
0.062985,
-1.317823,
0.340434,
0.322409,
0.27338
],
[
7011.569848,
7011.569848,
7011.569848,
7011.569848,
7011.569848,
7011.569848
],
[
-2512460,
-30421,
-2573781,
-204448877,
-20239777,
-203899290
],
[
0.20978,
3.02498,
0.153537,
1.199926,
2.581734,
1.062767
],
[
85,
43,
42,
85,
43,
42
],
[
55,
29,
26,
55,
27,
28
],
[
30,
14,
16,
30,
16,
14
],
[
64.705882,
67.44186,
61.904762,
64.705882,
62.790698,
66.666667
],
[
0.114426,
1.460335,
0.094484,
0.654505,
1.529916,
0.531383
],
[
57678,
29981,
57678,
51219525,
13844533,
51219525
],
[
-1674395,
-23350,
-1674395,
-201275549,
-9784744,
-201275549
],
[
252,
28,
483,
252,
28,
483
],
[
134,
23,
258,
219,
22,
409
],
[
470,
37,
848,
314,
37,
631
],
[
21502,
1208,
20294,
21502,
1208,
20294
],
[
114.398431,
383.898431,
114.398431,
114.398431,
383.898431,
114.398431
],
[
3,
7,
1,
3,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577014,
-265929,
-578628,
386156,
598383,
-146440
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22417,
"evaluation_days": 1868.08,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598140800000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758627224440,
"expiration_time": 1764374486400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 84,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 142,
"offset": 0
}
}
}
| # | 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) |
|---|