| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2726351.2808 | 47317.1587 | -2773668.4395 | -6300440.1026 | -97913415.1013 | 91612974.9987 |
| Total P&L (%) | -2726.3513 | 47.3172 | -2773.6684 | -6300.4401 | -97913.4151 | 91612.975 |
| Avg Daily Profit (%) | -1.4633 | 0.0254 | -1.4887 | 0 | 0 | 0.3668 |
| Buy And Hold Return (%) | 7447.2674 | 7447.2674 | 7447.2674 | 7447.2674 | 7447.2674 | 7447.2674 |
| Max Trade Drawdown | -2890267 | -115143 | -2872615 | -132253370 | -121906080 | -62542306 |
| Profit Factor | 0.2359 | 1.1524 | 0.1485 | 0.9787 | 0.4778 | 1.8491 |
| Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
| Winning Trades | 234 | 109 | 125 | 165 | 78 | 87 |
| Losing Trades | 67 | 42 | 25 | 136 | 73 | 63 |
| Profitability (%) | 77.7409 | 72.1854 | 83.3333 | 54.8173 | 51.6556 | 58 |
| Ratio Avg Win / Avg Loss | 0.0675 | 0.444 | 0.0297 | 0.8067 | 0.4472 | 1.339 |
| Largest Winning Trade | 23125 | 23125 | 21955 | 48441334 | 5254619 | 48441334 |
| Largest Losing Trade | -1966429 | -61861 | -1966429 | -68546850 | -68546850 | -36121235 |
| Avg Bars in Trades | 35 | 21 | 50 | 35 | 21 | 50 |
| Avg Bars in Winners | 11 | 7 | 13 | 30 | 13 | 47 |
| Avg Bars in Losers | 122 | 55 | 234 | 41 | 29 | 55 |
| Bars Traded | 10764 | 3189 | 7576 | 10764 | 3189 | 7576 |
| Profit Streak | 46.3957 | 100.3957 | 46.3957 | 0 | 0 | 0 |
| Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574189 | -374396 | -575498 | -578579 | -580049 | 472631 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1758081600000,
"evaluation_time": 1758086987675,
"expiration_time": 1762910928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 161,
"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": [
[
-2726351.280793707,
47317.158706925,
-2773668.4395006327,
-6300440.10257918,
-97913415.10131468,
91612974.99873552
],
[
-2726.351281,
47.317159,
-2773.66844,
-6300.440103,
-97913.415101,
91612.974999
],
[
-1.463286,
0.025396,
-1.488682,
0,
0,
0.366781
],
[
7447.26738,
7447.26738,
7447.26738,
7447.26738,
7447.26738,
7447.26738
],
[
-2890267,
-115143,
-2872615,
-132253370,
-121906080,
-62542306
],
[
0.235867,
1.152378,
0.148497,
0.978671,
0.477779,
1.849071
],
[
301,
151,
150,
301,
151,
150
],
[
234,
109,
125,
165,
78,
87
],
[
67,
42,
25,
136,
73,
63
],
[
77.740864,
72.18543,
83.333333,
54.817276,
51.655629,
58
],
[
0.067535,
0.444036,
0.029699,
0.806662,
0.447152,
1.338982
],
[
23125,
23125,
21955,
48441334,
5254619,
48441334
],
[
-1966429,
-61861,
-1966429,
-68546850,
-68546850,
-36121235
],
[
35,
21,
50,
35,
21,
50
],
[
11,
7,
13,
30,
13,
47
],
[
122,
55,
234,
41,
29,
55
],
[
10764,
3189,
7576,
10764,
3189,
7576
],
[
46.395691,
100.395691,
46.395691,
0,
0,
0
],
[
3,
7,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574189,
-374396,
-575498,
-578579,
-580049,
472631
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1758081600000,
"evaluation_time": 1758086987675,
"expiration_time": 1762910928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 161,
"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) |
|---|