| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1145642.8614 | 1174522.3741 | -28879.5128 | 6954145.454 | 18995971.9337 | -12041826.4797 |
| Total P&L (%) | 1145.6429 | 1174.5224 | -28.8795 | 6954.1455 | 18995.9719 | -12041.8265 |
| Avg Daily Profit (%) | 0.6177 | 0.6333 | -0.0156 | 0.2297 | 0.2836 | 0 |
| Buy And Hold Return (%) | 7456.1818 | 7456.1818 | 7456.1818 | 7456.1818 | 7456.1818 | 7456.1818 |
| Max Trade Drawdown | -78793 | -23215 | -139405 | -12716543 | -3361736 | -17106451 |
| Profit Factor | 3.9022 | 10.9351 | 0.8956 | 1.1904 | 2.7029 | 0.5253 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
| Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Profitability (%) | 39.0625 | 46.875 | 31.25 | 39.0625 | 46.875 | 31.25 |
| Ratio Avg Win / Avg Loss | 6.0875 | 12.3931 | 1.9702 | 1.857 | 3.0633 | 1.1557 |
| Largest Winning Trade | 469186 | 469186 | 58882 | 14437154 | 14437154 | 3651467 |
| Largest Losing Trade | -37356 | -15071 | -37356 | -2628134 | -1556509 | -2628134 |
| Avg Bars in Trades | 80 | 54 | 105 | 80 | 54 | 105 |
| Avg Bars in Winners | 154 | 98 | 239 | 154 | 98 | 239 |
| Avg Bars in Losers | 32 | 16 | 44 | 32 | 16 | 44 |
| Bars Traded | 5123 | 1757 | 3366 | 5123 | 1757 | 3366 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -295211 | -146756 | -585324 | -315487 | 329329 | -586435 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757321127568,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 130,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 11,
"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": [
[
1145642.861384376,
1174522.3741436098,
-28879.5127592336,
6954145.45400334,
18995971.933682945,
-12041826.479679605
],
[
1145.642861,
1174.522374,
-28.879513,
6954.145454,
18995.971934,
-12041.82648
],
[
0.617707,
0.633278,
-0.015571,
0.229749,
0.283582,
0
],
[
7456.181805,
7456.181805,
7456.181805,
7456.181805,
7456.181805,
7456.181805
],
[
-78793,
-23215,
-139405,
-12716543,
-3361736,
-17106451
],
[
3.902222,
10.935051,
0.895563,
1.190405,
2.702921,
0.525315
],
[
64,
32,
32,
64,
32,
32
],
[
25,
15,
10,
25,
15,
10
],
[
39,
17,
22,
39,
17,
22
],
[
39.0625,
46.875,
31.25,
39.0625,
46.875,
31.25
],
[
6.087467,
12.393058,
1.970239,
1.857032,
3.063311,
1.155692
],
[
469186,
469186,
58882,
14437154,
14437154,
3651467
],
[
-37356,
-15071,
-37356,
-2628134,
-1556509,
-2628134
],
[
80,
54,
105,
80,
54,
105
],
[
154,
98,
239,
154,
98,
239
],
[
32,
16,
44,
32,
16,
44
],
[
5123,
1757,
3366,
5123,
1757,
3366
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-295211,
-146756,
-585324,
-315487,
329329,
-586435
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757321127568,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 130,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 11,
"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) |
|---|