| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3077786.0774 | -6733.0606 | -3071053.0168 | -3230879.8156 | -51897451.3042 | 48666571.4885 |
| Total P&L (%) | -3077.7861 | -6.7331 | -3071.053 | -3230.8798 | -51897.4513 | 48666.5715 |
| Avg Daily Profit (%) | -1.6499 | -0.0036 | -1.6463 | 0 | 0 | 0.3324 |
| Buy And Hold Return (%) | 5929.0882 | 5929.0882 | 5929.0882 | 5929.0882 | 5929.0882 | 5929.0882 |
| Max Trade Drawdown | -3220310 | -95224 | -3159856 | -91073981 | -68401546 | -61357626 |
| Profit Factor | 0.1946 | 0.9729 | 0.1406 | 0.9842 | 0.4916 | 1.4732 |
| Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
| Winning Trades | 177 | 79 | 98 | 130 | 59 | 71 |
| Losing Trades | 60 | 40 | 20 | 107 | 60 | 47 |
| Profitability (%) | 74.6835 | 66.3866 | 83.0508 | 54.8523 | 49.5798 | 60.1695 |
| Ratio Avg Win / Avg Loss | 0.066 | 0.4926 | 0.0287 | 0.8101 | 0.4999 | 0.9752 |
| Largest Winning Trade | 16213 | 16213 | 15656 | 24202342 | 6907263 | 24202342 |
| Largest Losing Trade | -2184603 | -50356 | -2184603 | -41892049 | -35230589 | -41892049 |
| Avg Bars in Trades | 90 | 32 | 149 | 90 | 32 | 149 |
| Avg Bars in Winners | 32 | 13 | 47 | 82 | 23 | 130 |
| Avg Bars in Losers | 263 | 71 | 647 | 101 | 41 | 177 |
| Bars Traded | 21517 | 3891 | 17626 | 21517 | 3891 | 17626 |
| Profit Streak | 0 | 0 | 0 | 88.1418 | 88.1418 | 91.4751 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576338 | -578891 | -576555 | -577948 | -580620 | 370117 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22385,
"evaluation_days": 1865.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598738400000,
"last_datapoint_time": 1758333600000,
"evaluation_time": 1758338652156,
"expiration_time": 1764135792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 244,
"scalar": 4
}
}
}
{
"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": [
[
-3077786.0774167944,
-6733.0605966921,
-3071053.0168201034,
-3230879.815608944,
-51897451.30415102,
48666571.48854204
],
[
-3077.786077,
-6.733061,
-3071.053017,
-3230.879816,
-51897.451304,
48666.571489
],
[
-1.649916,
-0.003609,
-1.646306,
0,
0,
0.33236
],
[
5929.08815,
5929.08815,
5929.08815,
5929.08815,
5929.08815,
5929.08815
],
[
-3220310,
-95224,
-3159856,
-91073981,
-68401546,
-61357626
],
[
0.194621,
0.972879,
0.140551,
0.984234,
0.491585,
1.473185
],
[
237,
119,
118,
237,
119,
118
],
[
177,
79,
98,
130,
59,
71
],
[
60,
40,
20,
107,
60,
47
],
[
74.683544,
66.386555,
83.050847,
54.852321,
49.579832,
60.169492
],
[
0.065973,
0.492597,
0.028684,
0.8101,
0.499917,
0.975207
],
[
16213,
16213,
15656,
24202342,
6907263,
24202342
],
[
-2184603,
-50356,
-2184603,
-41892049,
-35230589,
-41892049
],
[
90,
32,
149,
90,
32,
149
],
[
32,
13,
47,
82,
23,
130
],
[
263,
71,
647,
101,
41,
177
],
[
21517,
3891,
17626,
21517,
3891,
17626
],
[
0,
0,
0,
88.141807,
88.141807,
91.475141
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576338,
-578891,
-576555,
-577948,
-580620,
370117
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22385,
"evaluation_days": 1865.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598738400000,
"last_datapoint_time": 1758333600000,
"evaluation_time": 1758338652156,
"expiration_time": 1764135792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 244,
"scalar": 4
}
}
}
| # | 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) |
|---|