| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1381599.0677 | 1359779.9101 | 21819.1576 | 17077293.5345 | 24649100.415 | -7571806.8805 |
| Total P&L (%) | 1381.5991 | 1359.7799 | 21.8192 | 17077.2935 | 24649.1004 | -7571.8069 |
| Avg Daily Profit (%) | 0.7393 | 0.7277 | 0.0117 | 0.2758 | 0.2954 | 0 |
| Buy And Hold Return (%) | 7058.2091 | 7058.2091 | 7058.2091 | 7058.2091 | 7058.2091 | 7058.2091 |
| Max Trade Drawdown | -66112 | -48214 | -96143 | -13180810 | -4403293 | -13458199 |
| Profit Factor | 4.3184 | 8.2291 | 1.0956 | 1.5263 | 2.7377 | 0.5854 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Profitability (%) | 48.4848 | 54.5455 | 42.4242 | 48.4848 | 54.5455 | 42.4242 |
| Ratio Avg Win / Avg Loss | 4.5883 | 6.8576 | 1.4869 | 1.6217 | 2.2814 | 0.7944 |
| Largest Winning Trade | 810092 | 810092 | 62093 | 14561891 | 14561891 | 3906343 |
| Largest Losing Trade | -43512 | -43512 | -31968 | -5427854 | -4403293 | -5427854 |
| Avg Bars in Trades | 157 | 157 | 157 | 157 | 157 | 157 |
| Avg Bars in Winners | 224 | 199 | 255 | 224 | 199 | 255 |
| Avg Bars in Losers | 94 | 105 | 85 | 94 | 105 | 85 |
| Bars Traded | 10379 | 5182 | 5197 | 10379 | 5182 | 5197 |
| Profit Streak | 0 | 232.1368 | 0 | 0 | 232.1368 | 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 | -274924 | -143164 | -461358 | -121917 | 465864 | -583748 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600488000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758568622808,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 72,
"offset": 68,
"scalar": 5
}
}
}
{
"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": [
[
1381599.0676834066,
1359779.9100773288,
21819.1576060777,
17077293.534522925,
24649100.41499664,
-7571806.880473714
],
[
1381.599068,
1359.77991,
21.819158,
17077.293535,
24649.100415,
-7571.80688
],
[
0.739349,
0.727673,
0.011676,
0.275772,
0.295371,
0
],
[
7058.209149,
7058.209149,
7058.209149,
7058.209149,
7058.209149,
7058.209149
],
[
-66112,
-48214,
-96143,
-13180810,
-4403293,
-13458199
],
[
4.318427,
8.229087,
1.095596,
1.526316,
2.73772,
0.585382
],
[
66,
33,
33,
66,
33,
33
],
[
32,
18,
14,
32,
18,
14
],
[
34,
15,
19,
34,
15,
19
],
[
48.484848,
54.545455,
42.424242,
48.484848,
54.545455,
42.424242
],
[
4.588328,
6.857573,
1.48688,
1.62171,
2.281433,
0.794447
],
[
810092,
810092,
62093,
14561891,
14561891,
3906343
],
[
-43512,
-43512,
-31968,
-5427854,
-4403293,
-5427854
],
[
157,
157,
157,
157,
157,
157
],
[
224,
199,
255,
224,
199,
255
],
[
94,
105,
85,
94,
105,
85
],
[
10379,
5182,
5197,
10379,
5182,
5197
],
[
0,
232.136838,
0,
0,
232.136838,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-274924,
-143164,
-461358,
-121917,
465864,
-583748
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600488000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758568622808,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 72,
"offset": 68,
"scalar": 5
}
}
}
| # | 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) |
|---|