| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2635198.7469 | -29658.4618 | -2605540.2851 | -2434344.8474 | -36376703.8742 | 33942359.0268 |
| Total P&L (%) | -2635.1987 | -29.6585 | -2605.5403 | -2434.3448 | -36376.7039 | 33942.359 |
| Avg Daily Profit (%) | -1.4147 | -0.0159 | -1.3988 | 0 | 0 | 0.3135 |
| Buy And Hold Return (%) | 7269.1956 | 7269.1956 | 7269.1956 | 7269.1956 | 7269.1956 | 7269.1956 |
| Max Trade Drawdown | -2705303 | -124274 | -2662173 | -54027799 | -45444659 | -23176137 |
| Profit Factor | 0.171 | 0.8935 | 0.1017 | 0.9736 | 0.3898 | 2.0455 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 133 | 62 | 71 | 98 | 46 | 52 |
| Losing Trades | 36 | 23 | 13 | 71 | 39 | 32 |
| Profitability (%) | 78.6982 | 72.9412 | 84.5238 | 57.9882 | 54.1176 | 61.9048 |
| Ratio Avg Win / Avg Loss | 0.0463 | 0.3315 | 0.0186 | 0.7053 | 0.3305 | 1.2588 |
| Largest Winning Trade | 13566 | 10705 | 13566 | 26187321 | 2445766 | 26187321 |
| Largest Losing Trade | -1796763 | -59068 | -1796763 | -19547389 | -19547389 | -17033360 |
| Avg Bars in Trades | 31 | 24 | 38 | 31 | 24 | 38 |
| Avg Bars in Winners | 9 | 6 | 11 | 24 | 15 | 33 |
| Avg Bars in Losers | 112 | 70 | 186 | 40 | 34 | 48 |
| Bars Traded | 5307 | 2044 | 3263 | 5307 | 2044 | 3263 |
| Profit Streak | 44.859 | 80.1923 | 0 | 0 | 0 | 91.5256 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575617 | -577017 | -576500 | -578857 | -580293 | 439486 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758026215378,
"expiration_time": 1762837632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 138,
"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": [
[
-2635198.746922183,
-29658.4617866261,
-2605540.2851355565,
-2434344.847386369,
-36376703.87415983,
33942359.02677342
],
[
-2635.198747,
-29.658462,
-2605.540285,
-2434.344847,
-36376.703874,
33942.359027
],
[
-1.414743,
-0.015923,
-1.39882,
0,
0,
0.313492
],
[
7269.195604,
7269.195604,
7269.195604,
7269.195604,
7269.195604,
7269.195604
],
[
-2705303,
-124274,
-2662173,
-54027799,
-45444659,
-23176137
],
[
0.171022,
0.893499,
0.101654,
0.973563,
0.389816,
2.045521
],
[
169,
85,
84,
169,
85,
84
],
[
133,
62,
71,
98,
46,
52
],
[
36,
23,
13,
71,
39,
32
],
[
78.698225,
72.941176,
84.52381,
57.988166,
54.117647,
61.904762
],
[
0.046292,
0.331459,
0.018613,
0.705336,
0.330497,
1.258782
],
[
13566,
10705,
13566,
26187321,
2445766,
26187321
],
[
-1796763,
-59068,
-1796763,
-19547389,
-19547389,
-17033360
],
[
31,
24,
38,
31,
24,
38
],
[
9,
6,
11,
24,
15,
33
],
[
112,
70,
186,
40,
34,
48
],
[
5307,
2044,
3263,
5307,
2044,
3263
],
[
44.858974,
80.192307,
0,
0,
0,
91.525641
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575617,
-577017,
-576500,
-578857,
-580293,
439486
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758026215378,
"expiration_time": 1762837632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 138,
"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) |
|---|