| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2995190.8646 | 45955.0881 | -3041145.9528 | -11109126.2142 | -164141190.8719 | 153032064.6576 |
| Total P&L (%) | -2995.1909 | 45.9551 | -3041.146 | -11109.1262 | -164141.1909 | 153032.0647 |
| Avg Daily Profit (%) | -1.6142 | 0.0248 | -1.639 | 0 | 0 | 0.396 |
| Buy And Hold Return (%) | 4781.8669 | 4781.8669 | 4781.8669 | 4781.8669 | 4781.8669 | 4781.8669 |
| Max Trade Drawdown | -3200373 | -104691 | -3154914 | -245168223 | -199558920 | -118451912 |
| Profit Factor | 0.2226 | 1.1548 | 0.1448 | 0.9776 | 0.4677 | 1.8121 |
| Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
| Winning Trades | 204 | 97 | 107 | 151 | 75 | 76 |
| Losing Trades | 55 | 33 | 22 | 108 | 55 | 53 |
| Profitability (%) | 78.7645 | 74.6154 | 82.9457 | 58.3012 | 57.6923 | 58.9147 |
| Ratio Avg Win / Avg Loss | 0.06 | 0.3929 | 0.0298 | 0.6992 | 0.343 | 1.2637 |
| Largest Winning Trade | 35813 | 35813 | 21298 | 74608261 | 9780855 | 74608261 |
| Largest Losing Trade | -2175699 | -51864 | -2175699 | -107405709 | -107405709 | -78492976 |
| Avg Bars in Trades | 83 | 42 | 124 | 83 | 42 | 124 |
| Avg Bars in Winners | 30 | 19 | 39 | 71 | 30 | 111 |
| Avg Bars in Losers | 280 | 107 | 538 | 99 | 57 | 143 |
| Bars Traded | 21548 | 5465 | 16083 | 21548 | 5465 | 16083 |
| Profit Streak | 39.6826 | 93.1826 | 39.6826 | 0 | 0 | 0 |
| Trades During Streak | 3 | 9 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574266 | -372609 | -575989 | -578346 | -579990 | 467401 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22266,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1757476800000,
"evaluation_time": 1757478178893,
"expiration_time": 1763248147200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"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": [
[
-2995190.864641396,
45955.0881334796,
-3041145.952774874,
-11109126.21424213,
-164141190.87188202,
153032064.65763986
],
[
-2995.190865,
45.955088,
-3041.145953,
-11109.126214,
-164141.190872,
153032.064658
],
[
-1.614223,
0.024767,
-1.63899,
0,
0,
0.396033
],
[
4781.866905,
4781.866905,
4781.866905,
4781.866905,
4781.866905,
4781.866905
],
[
-3200373,
-104691,
-3154914,
-245168223,
-199558920,
-118451912
],
[
0.222649,
1.154797,
0.144832,
0.977639,
0.467698,
1.812059
],
[
259,
130,
129,
259,
130,
129
],
[
204,
97,
107,
151,
75,
76
],
[
55,
33,
22,
108,
55,
53
],
[
78.764479,
74.615385,
82.945736,
58.301158,
57.692308,
58.914729
],
[
0.060028,
0.392869,
0.029779,
0.699239,
0.342979,
1.263673
],
[
35813,
35813,
21298,
74608261,
9780855,
74608261
],
[
-2175699,
-51864,
-2175699,
-107405709,
-107405709,
-78492976
],
[
83,
42,
124,
83,
42,
124
],
[
30,
19,
39,
71,
30,
111
],
[
280,
107,
538,
99,
57,
143
],
[
21548,
5465,
16083,
21548,
5465,
16083
],
[
39.682626,
93.182626,
39.682626,
0,
0,
0
],
[
3,
9,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574266,
-372609,
-575989,
-578346,
-579990,
467401
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22266,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1757476800000,
"evaluation_time": 1757478178893,
"expiration_time": 1763248147200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"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) |
|---|