| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2943821.4456 | 2923.0441 | -2946744.4897 | -2954231.5645 | -71043838.6647 | 68089607.1003 |
| Total P&L (%) | -2943.8214 | 2.923 | -2946.7445 | -2954.2316 | -71043.8387 | 68089.6071 |
| Avg Daily Profit (%) | -1.5794 | 0.0016 | -1.581 | 0 | 0 | 0.3507 |
| Buy And Hold Return (%) | 5445.7077 | 5445.7077 | 5445.7077 | 5445.7077 | 5445.7077 | 5445.7077 |
| Max Trade Drawdown | -3110369 | -115940 | -3054149 | -126727220 | -97962709 | -70681125 |
| Profit Factor | 0.1944 | 1.0133 | 0.1419 | 0.988 | 0.4208 | 1.5526 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 136 | 61 | 75 | 95 | 39 | 56 |
| Losing Trades | 47 | 31 | 16 | 88 | 53 | 35 |
| Profitability (%) | 74.3169 | 66.3043 | 82.4176 | 51.9126 | 42.3913 | 61.5385 |
| Ratio Avg Win / Avg Loss | 0.0672 | 0.5149 | 0.0303 | 0.9152 | 0.5718 | 0.9704 |
| Largest Winning Trade | 18529 | 18529 | 18153 | 31038653 | 13388478 | 31038653 |
| Largest Losing Trade | -2087888 | -44940 | -2087888 | -50329604 | -41049829 | -50329604 |
| Avg Bars in Trades | 58 | 19 | 98 | 58 | 19 | 98 |
| Avg Bars in Winners | 25 | 9 | 39 | 59 | 13 | 91 |
| Avg Bars in Losers | 154 | 37 | 379 | 58 | 23 | 111 |
| Bars Traded | 10762 | 1754 | 9008 | 10762 | 1754 | 9008 |
| Profit Streak | 0 | 0 | 0 | 86.0632 | 86.0632 | 88.8965 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576667 | -561739 | -576687 | -578610 | -583209 | 397062 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11183,
"evaluation_days": 1863.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598760000000,
"last_datapoint_time": 1758139200000,
"evaluation_time": 1758144657309,
"expiration_time": 1762970256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 115,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-2943821.445552204,
2923.0441485518,
-2946744.4897007565,
-2954231.5644546812,
-71043838.66471247,
68089607.10025775
],
[
-2943.821446,
2.923044,
-2946.74449,
-2954.231564,
-71043.838665,
68089.6071
],
[
-1.579447,
0.001568,
-1.581016,
0,
0,
0.350692
],
[
5445.707657,
5445.707657,
5445.707657,
5445.707657,
5445.707657,
5445.707657
],
[
-3110369,
-115940,
-3054149,
-126727220,
-97962709,
-70681125
],
[
0.19443,
1.013261,
0.141868,
0.987985,
0.420752,
1.552566
],
[
183,
92,
91,
183,
92,
91
],
[
136,
61,
75,
95,
39,
56
],
[
47,
31,
16,
88,
53,
35
],
[
74.31694,
66.304348,
82.417582,
51.912568,
42.391304,
61.538462
],
[
0.067193,
0.514936,
0.030265,
0.915186,
0.571791,
0.970354
],
[
18529,
18529,
18153,
31038653,
13388478,
31038653
],
[
-2087888,
-44940,
-2087888,
-50329604,
-41049829,
-50329604
],
[
58,
19,
98,
58,
19,
98
],
[
25,
9,
39,
59,
13,
91
],
[
154,
37,
379,
58,
23,
111
],
[
10762,
1754,
9008,
10762,
1754,
9008
],
[
0,
0,
0,
86.063163,
86.063163,
88.896497
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576667,
-561739,
-576687,
-578610,
-583209,
397062
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11183,
"evaluation_days": 1863.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598760000000,
"last_datapoint_time": 1758139200000,
"evaluation_time": 1758144657309,
"expiration_time": 1762970256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 115,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|