| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1186934.2683 | 1148150.5208 | 38783.7474 | 23883178.8423 | 59923197.1064 | -36040018.2641 |
| Total P&L (%) | 1186.9343 | 1148.1505 | 38.7837 | 23883.1788 | 59923.1971 | -36040.0183 |
| Avg Daily Profit (%) | 0.6391 | 0.6182 | 0.0209 | 0.2955 | 0.345 | 0 |
| Buy And Hold Return (%) | 7480.8038 | 7480.8038 | 7480.8038 | 7480.8038 | 7480.8038 | 7480.8038 |
| Max Trade Drawdown | -99266 | -41911 | -112515 | -43085682 | -14000075 | -44028115 |
| Profit Factor | 3.0238 | 6.0174 | 1.1084 | 1.2065 | 2.36 | 0.4965 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
| Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
| Profitability (%) | 45.8824 | 47.0588 | 44.7059 | 45.8824 | 47.0588 | 44.7059 |
| Ratio Avg Win / Avg Loss | 3.5665 | 6.7695 | 1.371 | 1.4231 | 2.655 | 0.6141 |
| Largest Winning Trade | 340550 | 340550 | 62491 | 32614011 | 32614011 | 6185060 |
| Largest Losing Trade | -43208 | -20761 | -43208 | -12884392 | -5387326 | -12884392 |
| Avg Bars in Trades | 42 | 35 | 49 | 42 | 35 | 49 |
| Avg Bars in Winners | 71 | 57 | 85 | 71 | 57 | 85 |
| Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
| Bars Traded | 7218 | 2977 | 4241 | 7218 | 2977 | 4241 |
| Profit Streak | 0 | 30.825 | 0 | 0 | 30.825 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148922 | -146567 | -434370 | 169768 | 462313 | -583163 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7429,
"evaluation_days": 1857.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599372000000,
"last_datapoint_time": 1757570400000,
"evaluation_time": 1757576882601,
"expiration_time": 1762384392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 104,
"na": 0.59786,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 16,
"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": [
[
1186934.268254001,
1148150.5208166477,
38783.7474373537,
23883178.84227159,
59923197.106367745,
-36040018.26409614
],
[
1186.934268,
1148.150521,
38.783747,
23883.178842,
59923.197106,
-36040.018264
],
[
0.639082,
0.618199,
0.020882,
0.295492,
0.345045,
0
],
[
7480.803799,
7480.803799,
7480.803799,
7480.803799,
7480.803799,
7480.803799
],
[
-99266,
-41911,
-112515,
-43085682,
-14000075,
-44028115
],
[
3.023803,
6.017375,
1.10844,
1.206522,
2.359985,
0.496529
],
[
170,
85,
85,
170,
85,
85
],
[
78,
40,
38,
78,
40,
38
],
[
92,
45,
47,
92,
45,
47
],
[
45.882353,
47.058824,
44.705882,
45.882353,
47.058824,
44.705882
],
[
3.566537,
6.769547,
1.370965,
1.423077,
2.654983,
0.614129
],
[
340550,
340550,
62491,
32614011,
32614011,
6185060
],
[
-43208,
-20761,
-43208,
-12884392,
-5387326,
-12884392
],
[
42,
35,
49,
42,
35,
49
],
[
71,
57,
85,
71,
57,
85
],
[
17,
15,
20,
17,
15,
20
],
[
7218,
2977,
4241,
7218,
2977,
4241
],
[
0,
30.82503,
0,
0,
30.82503,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148922,
-146567,
-434370,
169768,
462313,
-583163
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7429,
"evaluation_days": 1857.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599372000000,
"last_datapoint_time": 1757570400000,
"evaluation_time": 1757576882601,
"expiration_time": 1762384392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 104,
"na": 0.59786,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 16,
"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) |
|---|