| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2370733.027 | 57985.2784 | -2428718.3054 | -8689071.0896 | -76332861.9908 | 67643790.9012 |
| Total P&L (%) | -2370.733 | 57.9853 | -2428.7183 | -8689.0711 | -76332.862 | 67643.7909 |
| Avg Daily Profit (%) | -1.2716 | 0.0311 | -1.3027 | 0 | 0 | 0.3502 |
| Buy And Hold Return (%) | 8788.484 | 8788.484 | 8788.484 | 8788.484 | 8788.484 | 8788.484 |
| Max Trade Drawdown | -2521974 | -116213 | -2527252 | -107179942 | -86706341 | -63235955 |
| Profit Factor | 0.2531 | 1.1946 | 0.1556 | 0.9627 | 0.4149 | 1.6586 |
| Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
| Winning Trades | 139 | 58 | 81 | 102 | 45 | 57 |
| Losing Trades | 62 | 43 | 19 | 99 | 56 | 43 |
| Profitability (%) | 69.1542 | 57.4257 | 81 | 50.7463 | 44.5545 | 57 |
| Ratio Avg Win / Avg Loss | 0.1129 | 0.8857 | 0.0365 | 0.9344 | 0.5163 | 1.2512 |
| Largest Winning Trade | 18728 | 18728 | 18337 | 50287452 | 7659848 | 50287452 |
| Largest Losing Trade | -1616504 | -56523 | -1616504 | -42326820 | -41528813 | -42326820 |
| Avg Bars in Trades | 26 | 14 | 39 | 26 | 14 | 39 |
| Avg Bars in Winners | 11 | 6 | 15 | 25 | 9 | 37 |
| Avg Bars in Losers | 60 | 24 | 140 | 27 | 17 | 41 |
| Bars Traded | 5347 | 1435 | 3911 | 5347 | 1435 | 3911 |
| Profit Streak | 46.2629 | 85.9296 | 0 | 0 | 0 | 82.9296 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576407 | -323299 | -576801 | -579351 | -582902 | 451080 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600214400000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758176317332,
"expiration_time": 1762985952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.73223,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 109,
"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": [
[
-2370733.027001109,
57985.2784106364,
-2428718.3054117444,
-8689071.089621678,
-76332861.9907973,
67643790.90117551
],
[
-2370.733027,
57.985278,
-2428.718305,
-8689.07109,
-76332.861991,
67643.790901
],
[
-1.271627,
0.031102,
-1.30273,
0,
0,
0.350245
],
[
8788.483965,
8788.483965,
8788.483965,
8788.483965,
8788.483965,
8788.483965
],
[
-2521974,
-116213,
-2527252,
-107179942,
-86706341,
-63235955
],
[
0.253104,
1.19463,
0.155577,
0.962733,
0.414868,
1.658619
],
[
201,
101,
100,
201,
101,
100
],
[
139,
58,
81,
102,
45,
57
],
[
62,
43,
19,
99,
56,
43
],
[
69.154229,
57.425743,
81,
50.746269,
44.554455,
57
],
[
0.112895,
0.885674,
0.036493,
0.934418,
0.516281,
1.251239
],
[
18728,
18728,
18337,
50287452,
7659848,
50287452
],
[
-1616504,
-56523,
-1616504,
-42326820,
-41528813,
-42326820
],
[
26,
14,
39,
26,
14,
39
],
[
11,
6,
15,
25,
9,
37
],
[
60,
24,
140,
27,
17,
41
],
[
5347,
1435,
3911,
5347,
1435,
3911
],
[
46.262932,
85.929599,
0,
0,
0,
82.929599
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576407,
-323299,
-576801,
-579351,
-582902,
451080
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600214400000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758176317332,
"expiration_time": 1762985952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.73223,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 109,
"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) |
|---|