| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2774774.331 | -20873.7733 | -2753900.5576 | -2633389.7143 | -48777265.2044 | 46143875.4901 |
| Total P&L (%) | -2774.7743 | -20.8738 | -2753.9006 | -2633.3897 | -48777.2652 | 46143.8755 |
| Avg Daily Profit (%) | -1.4856 | -0.0112 | -1.4744 | 0 | 0 | 0.3291 |
| Buy And Hold Return (%) | 6495.6501 | 6495.6501 | 6495.6501 | 6495.6501 | 6495.6501 | 6495.6501 |
| Max Trade Drawdown | -2842814 | -104345 | -2805255 | -59711961 | -55845254 | -32398980 |
| Profit Factor | 0.1806 | 0.9241 | 0.1149 | 0.9798 | 0.4062 | 1.9602 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 123 | 55 | 68 | 96 | 47 | 49 |
| Losing Trades | 48 | 31 | 17 | 75 | 39 | 36 |
| Profitability (%) | 71.9298 | 63.9535 | 80 | 56.1404 | 54.6512 | 57.6471 |
| Ratio Avg Win / Avg Loss | 0.0705 | 0.5209 | 0.0287 | 0.7654 | 0.3371 | 1.4401 |
| Largest Winning Trade | 19699 | 18746 | 19699 | 30349542 | 3255705 | 30349542 |
| Largest Losing Trade | -1886890 | -61217 | -1886890 | -29059469 | -29059469 | -16475385 |
| Avg Bars in Trades | 62 | 38 | 87 | 62 | 38 | 87 |
| Avg Bars in Winners | 23 | 15 | 30 | 54 | 27 | 80 |
| Avg Bars in Losers | 162 | 79 | 312 | 73 | 51 | 96 |
| Bars Traded | 10701 | 3305 | 7396 | 10701 | 3305 | 7396 |
| Profit Streak | 50.918 | 89.2514 | 0 | 0 | 0 | 86.918 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576475 | -578055 | -576938 | -579086 | -580499 | 467139 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11207,
"evaluation_days": 1867.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599681600000,
"last_datapoint_time": 1758484800000,
"evaluation_time": 1758492117988,
"expiration_time": 1763326224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 179,
"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": [
[
-2774774.3309783624,
-20873.7733498624,
-2753900.5576285007,
-2633389.714343485,
-48777265.20442562,
46143875.49008208
],
[
-2774.774331,
-20.873773,
-2753.900558,
-2633.389714,
-48777.265204,
46143.87549
],
[
-1.48556,
-0.011175,
-1.474385,
0,
0,
0.329077
],
[
6495.650121,
6495.650121,
6495.650121,
6495.650121,
6495.650121,
6495.650121
],
[
-2842814,
-104345,
-2805255,
-59711961,
-55845254,
-32398980
],
[
0.180644,
0.924123,
0.114909,
0.979774,
0.406195,
1.960176
],
[
171,
86,
85,
171,
86,
85
],
[
123,
55,
68,
96,
47,
49
],
[
48,
31,
17,
75,
39,
36
],
[
71.929825,
63.953488,
80,
56.140351,
54.651163,
57.647059
],
[
0.070495,
0.520869,
0.028727,
0.765449,
0.337055,
1.44013
],
[
19699,
18746,
19699,
30349542,
3255705,
30349542
],
[
-1886890,
-61217,
-1886890,
-29059469,
-29059469,
-16475385
],
[
62,
38,
87,
62,
38,
87
],
[
23,
15,
30,
54,
27,
80
],
[
162,
79,
312,
73,
51,
96
],
[
10701,
3305,
7396,
10701,
3305,
7396
],
[
50.918032,
89.251365,
0,
0,
0,
86.918032
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576475,
-578055,
-576938,
-579086,
-580499,
467139
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11207,
"evaluation_days": 1867.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599681600000,
"last_datapoint_time": 1758484800000,
"evaluation_time": 1758492117988,
"expiration_time": 1763326224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 179,
"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) |
|---|