| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1245368.8427 | 145553.8595 | -1390922.7022 | -612372.9807 | 19692529.7061 | -20304902.6868 |
| Total P&L (%) | -1245.3688 | 145.5539 | -1390.9227 | -612.373 | 19692.5297 | -20304.9027 |
| Avg Daily Profit (%) | -0.6697 | 0.0783 | -0.748 | 0 | 0.2848 | 0 |
| Buy And Hold Return (%) | 5553.4118 | 5553.4118 | 5553.4118 | 5553.4118 | 5553.4118 | 5553.4118 |
| Max Trade Drawdown | -1478417 | -83385 | -1512861 | -33522725 | -2564095 | -40485706 |
| Profit Factor | 0.3991 | 2.0325 | 0.28 | 0.9925 | 4.8561 | 0.7353 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 59 | 33 | 26 | 50 | 25 | 25 |
| Losing Trades | 36 | 15 | 21 | 45 | 23 | 22 |
| Profitability (%) | 62.1053 | 68.75 | 55.3191 | 52.6316 | 52.0833 | 53.1915 |
| Ratio Avg Win / Avg Loss | 0.2435 | 0.9239 | 0.2261 | 0.8933 | 4.4676 | 0.6471 |
| Largest Winning Trade | 50856 | 37805 | 50856 | 25849276 | 5261799 | 25849276 |
| Largest Losing Trade | -669791 | -25947 | -669791 | -24032366 | -1456773 | -24032366 |
| Avg Bars in Trades | 75 | 22 | 130 | 75 | 22 | 130 |
| Avg Bars in Winners | 55 | 17 | 103 | 74 | 22 | 125 |
| Avg Bars in Losers | 109 | 33 | 163 | 77 | 21 | 135 |
| Bars Traded | 7181 | 1072 | 6110 | 7181 | 1072 | 6110 |
| Profit Streak | 43.6201 | 156.8701 | 0 | 0 | 0 | 160.6201 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578402 | -249369 | -580007 | -580183 | 520653 | -579317 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7438,
"evaluation_days": 1859.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757775176034,
"expiration_time": 1762584624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 69,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 76,
"offset": 0
}
}
}
{
"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": [
[
-1245368.842682143,
145553.8594937003,
-1390922.7021758433,
-612372.9807288538,
19692529.706107765,
-20304902.686836608
],
[
-1245.368843,
145.553859,
-1390.922702,
-612.372981,
19692.529706,
-20304.902687
],
[
-0.669733,
0.078276,
-0.748009,
0,
0.284776,
0
],
[
5553.411765,
5553.411765,
5553.411765,
5553.411765,
5553.411765,
5553.411765
],
[
-1478417,
-83385,
-1512861,
-33522725,
-2564095,
-40485706
],
[
0.399149,
2.032489,
0.27995,
0.992515,
4.85612,
0.735286
],
[
95,
48,
47,
95,
48,
47
],
[
59,
33,
26,
50,
25,
25
],
[
36,
15,
21,
45,
23,
22
],
[
62.105263,
68.75,
55.319149,
52.631579,
52.083333,
53.191489
],
[
0.243549,
0.923859,
0.226113,
0.893263,
4.46763,
0.647052
],
[
50856,
37805,
50856,
25849276,
5261799,
25849276
],
[
-669791,
-25947,
-669791,
-24032366,
-1456773,
-24032366
],
[
75,
22,
130,
75,
22,
130
],
[
55,
17,
103,
74,
22,
125
],
[
109,
33,
163,
77,
21,
135
],
[
7181,
1072,
6110,
7181,
1072,
6110
],
[
43.620093,
156.870093,
0,
0,
0,
160.620093
],
[
1,
2,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578402,
-249369,
-580007,
-580183,
520653,
-579317
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7438,
"evaluation_days": 1859.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757775176034,
"expiration_time": 1762584624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 69,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 76,
"offset": 0
}
}
}
| # | 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) |
|---|