| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2382732.1697 | 73906.7758 | -2456638.9455 | 1520001.2937 | -35423653.454 | 36943654.7477 |
| Total P&L (%) | -2382.7322 | 73.9068 | -2456.6389 | 1520.0013 | -35423.6535 | 36943.6547 |
| Avg Daily Profit (%) | -1.2738 | 0.0395 | -1.3134 | 0.149 | 0 | 0.3167 |
| Buy And Hold Return (%) | 7059.242 | 7059.242 | 7059.242 | 7059.242 | 7059.242 | 7059.242 |
| Max Trade Drawdown | -2592382 | -103301 | -2565835 | -69349301 | -41742002 | -37933852 |
| Profit Factor | 0.2694 | 1.2831 | 0.1812 | 1.0112 | 0.4463 | 1.5186 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 129 | 61 | 68 | 121 | 58 | 63 |
| Losing Trades | 63 | 35 | 28 | 71 | 38 | 33 |
| Profitability (%) | 67.1875 | 63.5417 | 70.8333 | 63.0208 | 60.4167 | 65.625 |
| Ratio Avg Win / Avg Loss | 0.1316 | 0.7362 | 0.0746 | 0.5934 | 0.2924 | 0.7954 |
| Largest Winning Trade | 22470 | 22310 | 22470 | 32052435 | 5333976 | 32052435 |
| Largest Losing Trade | -1837762 | -42445 | -1837762 | -37811842 | -28153262 | -37811842 |
| Avg Bars in Trades | 57 | 17 | 97 | 57 | 17 | 97 |
| Avg Bars in Winners | 30 | 12 | 46 | 43 | 13 | 70 |
| Avg Bars in Losers | 113 | 27 | 221 | 81 | 23 | 148 |
| Bars Traded | 11060 | 1711 | 9349 | 11060 | 1711 | 9349 |
| Profit Streak | 0 | 198.5879 | 0 | 0 | 198.5879 | 0 |
| Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577544 | -304362 | -578097 | -366633 | -577957 | 346161 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11223,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759010795718,
"expiration_time": 1763563536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 51,
"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": [
[
-2382732.1697209813,
73906.7757931541,
-2456638.9455141365,
1520001.293726515,
-35423653.45398682,
36943654.747713365
],
[
-2382.73217,
73.906776,
-2456.638946,
1520.001294,
-35423.653454,
36943.654748
],
[
-1.273848,
0.039512,
-1.31336,
0.149002,
0,
0.316709
],
[
7059.242021,
7059.242021,
7059.242021,
7059.242021,
7059.242021,
7059.242021
],
[
-2592382,
-103301,
-2565835,
-69349301,
-41742002,
-37933852
],
[
0.269373,
1.28307,
0.181155,
1.011241,
0.446293,
1.518564
],
[
192,
96,
96,
192,
96,
96
],
[
129,
61,
68,
121,
58,
63
],
[
63,
35,
28,
71,
38,
33
],
[
67.1875,
63.541667,
70.833333,
63.020833,
60.416667,
65.625
],
[
0.131554,
0.736188,
0.074593,
0.593373,
0.292399,
0.795439
],
[
22470,
22310,
22470,
32052435,
5333976,
32052435
],
[
-1837762,
-42445,
-1837762,
-37811842,
-28153262,
-37811842
],
[
57,
17,
97,
57,
17,
97
],
[
30,
12,
46,
43,
13,
70
],
[
113,
27,
221,
81,
23,
148
],
[
11060,
1711,
9349,
11060,
1711,
9349
],
[
0,
198.587913,
0,
0,
198.587913,
0
],
[
0,
8,
0,
0,
8,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577544,
-304362,
-578097,
-366633,
-577957,
346161
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11223,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759010795718,
"expiration_time": 1763563536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 51,
"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) |
|---|