| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2792067.3208 | 2656294.7831 | 135772.5377 | 100720546.8276 | 115109670.2252 | -14389123.3977 |
| Total P&L (%) | 2792.0673 | 2656.2948 | 135.7725 | 100720.5468 | 115109.6702 | -14389.1234 |
| Avg Daily Profit (%) | 1.4959 | 1.4231 | 0.0727 | 0.3712 | 0.3784 | 0 |
| Buy And Hold Return (%) | 7611.2847 | 7611.2847 | 7611.2847 | 7611.2847 | 7611.2847 | 7611.2847 |
| Max Trade Drawdown | -65206 | -92339 | -91922 | -49848642 | -21646840 | -60540924 |
| Profit Factor | 7.055 | 10.6021 | 1.736 | 1.5876 | 2.3169 | 0.8287 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 50.4673 | 47.1698 | 53.7037 | 50.4673 | 47.1698 | 53.7037 |
| Ratio Avg Win / Avg Loss | 6.9243 | 11.8744 | 1.4965 | 1.5582 | 2.595 | 0.7144 |
| Largest Winning Trade | 2034001 | 2034001 | 47887 | 67077970 | 67077970 | 23637916 |
| Largest Losing Trade | -51864 | -51864 | -27199 | -19101020 | -16105235 | -19101020 |
| Avg Bars in Trades | 97 | 147 | 49 | 97 | 147 | 49 |
| Avg Bars in Winners | 126 | 204 | 59 | 126 | 204 | 59 |
| Avg Bars in Losers | 67 | 95 | 36 | 67 | 95 | 36 |
| Bars Traded | 10442 | 7793 | 2648 | 10442 | 7793 | 2648 |
| Profit Streak | 0 | 224.1748 | 0 | 0 | 224.1748 | 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 | -143134 | -323724 | -438990 | 460762 | -166207 | -760353 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600171200000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758370304358,
"expiration_time": 1763207568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 103,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
2792067.3208075603,
2656294.783124559,
135772.5376830014,
100720546.82756463,
115109670.2252382,
-14389123.397673577
],
[
2792.067321,
2656.294783,
135.772538,
100720.546828,
115109.670225,
-14389.123398
],
[
1.495884,
1.423142,
0.072742,
0.371216,
0.378391,
0
],
[
7611.284728,
7611.284728,
7611.284728,
7611.284728,
7611.284728,
7611.284728
],
[
-65206,
-92339,
-91922,
-49848642,
-21646840,
-60540924
],
[
7.05498,
10.602105,
1.735965,
1.587633,
2.316932,
0.828687
],
[
107,
53,
54,
107,
53,
54
],
[
54,
25,
29,
54,
25,
29
],
[
53,
28,
25,
53,
28,
25
],
[
50.46729,
47.169811,
53.703704,
50.46729,
47.169811,
53.703704
],
[
6.924332,
11.874358,
1.496521,
1.558232,
2.594964,
0.714385
],
[
2034001,
2034001,
47887,
67077970,
67077970,
23637916
],
[
-51864,
-51864,
-27199,
-19101020,
-16105235,
-19101020
],
[
97,
147,
49,
97,
147,
49
],
[
126,
204,
59,
126,
204,
59
],
[
67,
95,
36,
67,
95,
36
],
[
10442,
7793,
2648,
10442,
7793,
2648
],
[
0,
224.174819,
0,
0,
224.174819,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143134,
-323724,
-438990,
460762,
-166207,
-760353
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600171200000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758370304358,
"expiration_time": 1763207568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 103,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|