| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1465415.8745 | 1416817.9109 | 48597.9635 | 20629479.5857 | 20743475.7934 | -113996.2077 |
| Total P&L (%) | 1465.4159 | 1416.8179 | 48.598 | 20629.4796 | 20743.4758 | -113.9962 |
| Avg Daily Profit (%) | 0.7844 | 0.7584 | 0.026 | 0.2859 | 0.2862 | 0 |
| Buy And Hold Return (%) | 7593.5584 | 7593.5584 | 7593.5584 | 7593.5584 | 7593.5584 | 7593.5584 |
| Max Trade Drawdown | -107752 | -99951 | -71006 | -9484397 | -4058600 | -6453241 |
| Profit Factor | 4.284 | 8.4311 | 1.1902 | 1.8245 | 3.1382 | 0.9926 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
| Ratio Avg Win / Avg Loss | 5.0489 | 11.0253 | 1.2695 | 2.1503 | 4.1038 | 1.0587 |
| Largest Winning Trade | 539823 | 539823 | 63894 | 8817578 | 8817578 | 4358974 |
| Largest Losing Trade | -34131 | -34131 | -33070 | -3875492 | -1658172 | -3875492 |
| Avg Bars in Trades | 177 | 155 | 199 | 177 | 155 | 199 |
| Avg Bars in Winners | 275 | 265 | 284 | 275 | 265 | 284 |
| Avg Bars in Losers | 94 | 71 | 119 | 94 | 71 | 119 |
| Bars Traded | 10842 | 4657 | 6185 | 10842 | 4657 | 6185 |
| Profit Streak | 0 | 227.9947 | 0 | 0 | 227.9947 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -313068 | -146105 | -335926 | -158722 | 351190 | -579778 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11209,
"evaluation_days": 1868.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599393600000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758527538383,
"expiration_time": 1763355888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 72,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
1465415.8744783502,
1416817.9109339395,
48597.9635444104,
20629479.585663598,
20743475.793354344,
-113996.2076907465
],
[
1465.415874,
1416.817911,
48.597964,
20629.479586,
20743.475793,
-113.996208
],
[
0.784412,
0.758399,
0.026014,
0.285936,
0.28623,
0
],
[
7593.558431,
7593.558431,
7593.558431,
7593.558431,
7593.558431,
7593.558431
],
[
-107752,
-99951,
-71006,
-9484397,
-4058600,
-6453241
],
[
4.283951,
8.431079,
1.190152,
1.824516,
3.138212,
0.992558
],
[
61,
30,
31,
61,
30,
31
],
[
28,
13,
15,
28,
13,
15
],
[
33,
17,
16,
33,
17,
16
],
[
45.901639,
43.333333,
48.387097,
45.901639,
43.333333,
48.387097
],
[
5.048942,
11.025257,
1.269495,
2.150322,
4.103816,
1.058729
],
[
539823,
539823,
63894,
8817578,
8817578,
4358974
],
[
-34131,
-34131,
-33070,
-3875492,
-1658172,
-3875492
],
[
177,
155,
199,
177,
155,
199
],
[
275,
265,
284,
275,
265,
284
],
[
94,
71,
119,
94,
71,
119
],
[
10842,
4657,
6185,
10842,
4657,
6185
],
[
0,
227.994657,
0,
0,
227.994657,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-313068,
-146105,
-335926,
-158722,
351190,
-579778
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11209,
"evaluation_days": 1868.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599393600000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758527538383,
"expiration_time": 1763355888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 72,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|