| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2691500.6463 | -9058.9527 | -2682441.6936 | -6288406.5924 | -63534351.2522 | 57245944.6598 |
| Total P&L (%) | -2691.5006 | -9.059 | -2682.4417 | -6288.4066 | -63534.3513 | 57245.9447 |
| Avg Daily Profit (%) | -1.442 | -0.0049 | -1.4372 | 0 | 0 | 0.3409 |
| Buy And Hold Return (%) | 7625.3247 | 7625.3247 | 7625.3247 | 7625.3247 | 7625.3247 | 7625.3247 |
| Max Trade Drawdown | -2787886 | -135299 | -2749239 | -106995294 | -84751693 | -50982958 |
| Profit Factor | 0.1908 | 0.9664 | 0.1223 | 0.9669 | 0.4241 | 1.7199 |
| Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
| Winning Trades | 154 | 72 | 82 | 105 | 50 | 55 |
| Losing Trades | 43 | 27 | 16 | 92 | 49 | 43 |
| Profitability (%) | 78.1726 | 72.7273 | 83.6735 | 53.2995 | 50.5051 | 56.1224 |
| Ratio Avg Win / Avg Loss | 0.0533 | 0.3624 | 0.0239 | 0.8472 | 0.4156 | 1.3446 |
| Largest Winning Trade | 18463 | 15654 | 18463 | 37906372 | 3408426 | 37906372 |
| Largest Losing Trade | -1855668 | -57915 | -1855668 | -39801512 | -36558455 | -39801512 |
| Avg Bars in Trades | 54 | 33 | 75 | 54 | 33 | 75 |
| Avg Bars in Winners | 17 | 10 | 22 | 46 | 22 | 67 |
| Avg Bars in Losers | 187 | 94 | 344 | 63 | 44 | 84 |
| Bars Traded | 10698 | 3340 | 7358 | 10698 | 3340 | 7358 |
| Profit Streak | 49.1093 | 88.1093 | 0 | 0 | 0 | 85.776 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575531 | -576883 | -576547 | -579318 | -581002 | 448176 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599998400000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758379045925,
"expiration_time": 1763207568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"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": [
[
-2691500.646299552,
-9058.9527057686,
-2682441.693593785,
-6288406.592370031,
-63534351.252173625,
57245944.65980358
],
[
-2691.500646,
-9.058953,
-2682.441694,
-6288.406592,
-63534.351252,
57245.94466
],
[
-1.442004,
-0.004853,
-1.437151,
0,
0,
0.340879
],
[
7625.324675,
7625.324675,
7625.324675,
7625.324675,
7625.324675,
7625.324675
],
[
-2787886,
-135299,
-2749239,
-106995294,
-84751693,
-50982958
],
[
0.190793,
0.966421,
0.122329,
0.966875,
0.424054,
1.719855
],
[
197,
99,
98,
197,
99,
98
],
[
154,
72,
82,
105,
50,
55
],
[
43,
27,
16,
92,
49,
43
],
[
78.172589,
72.727273,
83.673469,
53.299492,
50.505051,
56.122449
],
[
0.053273,
0.362408,
0.023869,
0.847166,
0.415573,
1.344614
],
[
18463,
15654,
18463,
37906372,
3408426,
37906372
],
[
-1855668,
-57915,
-1855668,
-39801512,
-36558455,
-39801512
],
[
54,
33,
75,
54,
33,
75
],
[
17,
10,
22,
46,
22,
67
],
[
187,
94,
344,
63,
44,
84
],
[
10698,
3340,
7358,
10698,
3340,
7358
],
[
49.109328,
88.109328,
0,
0,
0,
85.775994
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575531,
-576883,
-576547,
-579318,
-581002,
448176
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11199,
"evaluation_days": 1866.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599998400000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758379045925,
"expiration_time": 1763207568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"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) |
|---|