| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -10929097.0748 | 14445.067 | -10943542.1418 | 149868058.1321 | 21958767.3291 | 127909290.803 |
| Total P&L (%) | -10929.0971 | 14.4451 | -10943.5421 | 149868.0581 | 21958.7673 | 127909.2908 |
| Avg Daily Profit (%) | -5.8875 | 0.0078 | -5.8953 | 0.3947 | 0.2911 | 0.3862 |
| Buy And Hold Return (%) | 6970.305 | 6970.305 | 6970.305 | 6970.305 | 6970.305 | 6970.305 |
| Max Trade Drawdown | -11039671 | -90786 | -11015753 | -36201110 | -13287614 | -34383224 |
| Profit Factor | 0.0341 | 1.1195 | 0.0224 | 2.3838 | 1.792 | 2.5875 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 34 | 16 | 18 | 30 | 15 | 15 |
| Losing Trades | 25 | 14 | 11 | 29 | 15 | 14 |
| Profitability (%) | 57.6271 | 53.3333 | 62.069 | 50.8475 | 50 | 51.7241 |
| Ratio Avg Win / Avg Loss | 0.0251 | 0.9795 | 0.0137 | 2.3043 | 1.792 | 2.415 |
| Largest Winning Trade | 52429 | 28893 | 52429 | 147200622 | 19082034 | 147200622 |
| Largest Losing Trade | -10500569 | -54756 | -10500569 | -34383224 | -7997065 | -34383224 |
| Avg Bars in Trades | 165 | 38 | 296 | 165 | 38 | 296 |
| Avg Bars in Winners | 83 | 32 | 130 | 126 | 53 | 199 |
| Avg Bars in Losers | 276 | 46 | 569 | 205 | 23 | 400 |
| Bars Traded | 9768 | 1157 | 8611 | 9768 | 1157 | 8611 |
| Profit Streak | 157.0067 | 157.0067 | 188.0067 | 157.0067 | 157.0067 | 188.0067 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -758324 | -438032 | -577883 | -164182 | 351604 | 580180 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11138,
"evaluation_days": 1856.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600444800000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757491781234,
"expiration_time": 1762302816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"offset": 0,
"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": [
[
-10929097.074820928,
14445.066992573,
-10943542.141813496,
149868058.13207713,
21958767.329067495,
127909290.80300966
],
[
-10929.097075,
14.445067,
-10943.542142,
149868.058132,
21958.767329,
127909.290803
],
[
-5.887475,
0.007782,
-5.895257,
0.394727,
0.29112,
0.386165
],
[
6970.305037,
6970.305037,
6970.305037,
6970.305037,
6970.305037,
6970.305037
],
[
-11039671,
-90786,
-11015753,
-36201110,
-13287614,
-34383224
],
[
0.034111,
1.119462,
0.022387,
2.383792,
1.791958,
2.587451
],
[
59,
30,
29,
59,
30,
29
],
[
34,
16,
18,
30,
15,
15
],
[
25,
14,
11,
29,
15,
14
],
[
57.627119,
53.333333,
62.068966,
50.847458,
50,
51.724138
],
[
0.025082,
0.979529,
0.013681,
2.304332,
1.791958,
2.414954
],
[
52429,
28893,
52429,
147200622,
19082034,
147200622
],
[
-10500569,
-54756,
-10500569,
-34383224,
-7997065,
-34383224
],
[
165,
38,
296,
165,
38,
296
],
[
83,
32,
130,
126,
53,
199
],
[
276,
46,
569,
205,
23,
400
],
[
9768,
1157,
8611,
9768,
1157,
8611
],
[
157.006727,
157.006727,
188.006727,
157.006727,
157.006727,
188.006727
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-758324,
-438032,
-577883,
-164182,
351604,
580180
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11138,
"evaluation_days": 1856.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600444800000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757491781234,
"expiration_time": 1762302816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"offset": 0,
"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) |
|---|