| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1568323.3217 | 31859.0538 | -1600182.3756 | 205650.5753 | 14963570.8749 | -14757920.2997 |
| Total P&L (%) | -1568.3233 | 31.8591 | -1600.1824 | 205.6506 | 14963.5709 | -14757.9203 |
| Avg Daily Profit (%) | -0.842 | 0.0171 | -0.8591 | 0.06 | 0.2696 | 0 |
| Buy And Hold Return (%) | 4916.2047 | 4916.2047 | 4916.2047 | 4916.2047 | 4916.2047 | 4916.2047 |
| Max Trade Drawdown | -1680401 | -150983 | -1665724 | -25601359 | -8926617 | -22149931 |
| Profit Factor | 0.4301 | 1.0655 | 0.2936 | 1.003 | 1.6879 | 0.6874 |
| Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
| Winning Trades | 313 | 153 | 160 | 223 | 110 | 113 |
| Losing Trades | 146 | 77 | 69 | 236 | 120 | 116 |
| Profitability (%) | 68.1917 | 66.5217 | 69.869 | 48.5839 | 47.8261 | 49.345 |
| Ratio Avg Win / Avg Loss | 0.2006 | 0.5362 | 0.1266 | 1.0615 | 1.8413 | 0.7057 |
| Largest Winning Trade | 30866 | 30866 | 24526 | 9266154 | 8943846 | 9266154 |
| Largest Losing Trade | -723508 | -56236 | -723508 | -16479782 | -1649345 | -16479782 |
| Avg Bars in Trades | 11 | 8 | 15 | 11 | 8 | 15 |
| Avg Bars in Winners | 4 | 3 | 5 | 11 | 9 | 14 |
| Avg Bars in Losers | 27 | 17 | 39 | 11 | 7 | 16 |
| Bars Traded | 5450 | 1864 | 3585 | 5450 | 1864 | 3585 |
| Profit Streak | 21.9757 | 27.6424 | 0 | 21.9757 | 27.6424 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575194 | -482345 | -577281 | -493156 | 337657 | -580112 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598918400000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758036304748,
"expiration_time": 1762837632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.75264,
"nb": 0.37645,
"nc": 0.83121
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 64,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
-1568323.321722829,
31859.0538411276,
-1600182.3755639568,
205650.5752626498,
14963570.874930205,
-14757920.29966757
],
[
-1568.323322,
31.859054,
-1600.182376,
205.650575,
14963.570875,
-14757.9203
],
[
-0.841976,
0.017104,
-0.85908,
0.06,
0.269593,
0
],
[
4916.204691,
4916.204691,
4916.204691,
4916.204691,
4916.204691,
4916.204691
],
[
-1680401,
-150983,
-1665724,
-25601359,
-8926617,
-22149931
],
[
0.430112,
1.065472,
0.293637,
1.002982,
1.687855,
0.687442
],
[
459,
230,
229,
459,
230,
229
],
[
313,
153,
160,
223,
110,
113
],
[
146,
77,
69,
236,
120,
116
],
[
68.191721,
66.521739,
69.868996,
48.583878,
47.826087,
49.344978
],
[
0.200627,
0.536218,
0.126631,
1.061451,
1.841296,
0.705693
],
[
30866,
30866,
24526,
9266154,
8943846,
9266154
],
[
-723508,
-56236,
-723508,
-16479782,
-1649345,
-16479782
],
[
11,
8,
15,
11,
8,
15
],
[
4,
3,
5,
11,
9,
14
],
[
27,
17,
39,
11,
7,
16
],
[
5450,
1864,
3585,
5450,
1864,
3585
],
[
21.975749,
27.642416,
0,
21.975749,
27.642416,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575194,
-482345,
-577281,
-493156,
337657,
-580112
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598918400000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758036304748,
"expiration_time": 1762837632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.75264,
"nb": 0.37645,
"nc": 0.83121
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 64,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|