| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1571622.0657 | 1535242.6186 | 36379.4471 | 20189662.329 | 13982539.2225 | 6207123.1066 |
| Total P&L (%) | 1571.6221 | 1535.2426 | 36.3794 | 20189.6623 | 13982.5392 | 6207.1231 |
| Avg Daily Profit (%) | 0.846 | 0.8264 | 0.0196 | 0.2864 | 0.2667 | 0.2233 |
| Buy And Hold Return (%) | 7496.7931 | 7496.7931 | 7496.7931 | 7496.7931 | 7496.7931 | 7496.7931 |
| Max Trade Drawdown | -130094 | -132847 | -63895 | -2743624 | -2955477 | -932982 |
| Profit Factor | 4.742 | 7.3337 | 1.2048 | 4.0833 | 4.3048 | 3.6789 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 55.1724 | 51.7241 | 58.6207 | 55.1724 | 51.7241 | 58.6207 |
| Ratio Avg Win / Avg Loss | 3.8529 | 6.8448 | 0.8505 | 3.3177 | 4.0178 | 2.5969 |
| Largest Winning Trade | 823931 | 823931 | 63673 | 3771135 | 3667480 | 3771135 |
| Largest Losing Trade | -60140 | -60140 | -37155 | -1274877 | -1274877 | -465786 |
| Avg Bars in Trades | 184 | 241 | 126 | 184 | 241 | 126 |
| Avg Bars in Winners | 229 | 309 | 159 | 229 | 309 | 159 |
| Avg Bars in Losers | 127 | 169 | 78 | 127 | 169 | 78 |
| Bars Traded | 10673 | 7014 | 3659 | 10673 | 7014 | 3659 |
| Profit Streak | 356.0793 | 362.4127 | 356.0793 | 356.0793 | 362.4127 | 356.0793 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -322354 | -142530 | -332212 | -164872 | 346871 | -148289 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11146,
"evaluation_days": 1857.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757613253330,
"expiration_time": 1762421472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 197,
"offset": 75,
"poles": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 246,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
1571622.0657211351,
1535242.6185820987,
36379.4471390368,
20189662.32904694,
13982539.222450875,
6207123.106596067
],
[
1571.622066,
1535.242619,
36.379447,
20189.662329,
13982.539222,
6207.123107
],
[
0.846018,
0.826435,
0.019583,
0.286396,
0.266684,
0.223338
],
[
7496.793052,
7496.793052,
7496.793052,
7496.793052,
7496.793052,
7496.793052
],
[
-130094,
-132847,
-63895,
-2743624,
-2955477,
-932982
],
[
4.741982,
7.333675,
1.204835,
4.083339,
4.304828,
3.678899
],
[
58,
29,
29,
58,
29,
29
],
[
32,
15,
17,
32,
15,
17
],
[
26,
14,
12,
26,
14,
12
],
[
55.172414,
51.724138,
58.62069,
55.172414,
51.724138,
58.62069
],
[
3.85286,
6.844764,
0.850472,
3.317713,
4.017839,
2.59687
],
[
823931,
823931,
63673,
3771135,
3667480,
3771135
],
[
-60140,
-60140,
-37155,
-1274877,
-1274877,
-465786
],
[
184,
241,
126,
184,
241,
126
],
[
229,
309,
159,
229,
309,
159
],
[
127,
169,
78,
127,
169,
78
],
[
10673,
7014,
3659,
10673,
7014,
3659
],
[
356.079321,
362.412654,
356.079321,
356.079321,
362.412654,
356.079321
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-322354,
-142530,
-332212,
-164872,
346871,
-148289
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11146,
"evaluation_days": 1857.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757613253330,
"expiration_time": 1762421472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 197,
"offset": 75,
"poles": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 246,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|