| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -10058972.4303 | 15482.2715 | -10074454.7017 | 366921744.333 | 76688253.1055 | 290233491.2276 |
| Total P&L (%) | -10058.9724 | 15.4823 | -10074.4547 | 366921.7443 | 76688.2531 | 290233.4912 |
| Avg Daily Profit (%) | -5.4168 | 0.0083 | -5.4251 | 0.443 | 0.3584 | 0.4303 |
| Buy And Hold Return (%) | 11175.0126 | 11175.0126 | 11175.0126 | 11175.0126 | 11175.0126 | 11175.0126 |
| Max Trade Drawdown | -10180950 | -62565 | -10153244 | -41795644 | -9340685 | -49162789 |
| Profit Factor | 0.0322 | 1.1579 | 0.0215 | 5.9105 | 4.0004 | 6.9035 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 52 | 26 | 26 | 30 | 15 | 15 |
| Losing Trades | 11 | 6 | 5 | 33 | 17 | 16 |
| Profitability (%) | 82.5397 | 81.25 | 83.871 | 47.619 | 46.875 | 48.3871 |
| Ratio Avg Win / Avg Loss | 0.0068 | 0.2672 | 0.0041 | 6.5015 | 4.5338 | 7.3638 |
| Largest Winning Trade | 31183 | 11422 | 31183 | 216048847 | 21343229 | 216048847 |
| Largest Losing Trade | -9531042 | -48586 | -9531042 | -15444068 | -9340685 | -15444068 |
| Avg Bars in Trades | 77 | 17 | 138 | 77 | 17 | 138 |
| Avg Bars in Winners | 18 | 6 | 31 | 98 | 29 | 168 |
| Avg Bars in Losers | 353 | 66 | 698 | 58 | 7 | 111 |
| Bars Traded | 4877 | 569 | 4308 | 4877 | 569 | 4308 |
| Profit Streak | 153.9852 | 153.9852 | 198.6519 | 153.9852 | 153.9852 | 1036.9852 |
| Trades During Streak | 2 | 1 | 9 | 2 | 1 | 13 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -726678 | -391140 | -575036 | -132384 | 574826 | 695675 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1603267200000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757547521474,
"expiration_time": 1762333344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 215,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
-10058972.430281054,
15482.2714523105,
-10074454.701733362,
366921744.3330131,
76688253.1054535,
290233491.2275595
],
[
-10058.97243,
15.482271,
-10074.454702,
366921.744333,
76688.253105,
290233.491228
],
[
-5.416786,
0.008337,
-5.425124,
0.442982,
0.358403,
0.430305
],
[
11175.012569,
11175.012569,
11175.012569,
11175.012569,
11175.012569,
11175.012569
],
[
-10180950,
-62565,
-10153244,
-41795644,
-9340685,
-49162789
],
[
0.032226,
1.1579,
0.021505,
5.91049,
4.000414,
6.90352
],
[
63,
32,
31,
63,
32,
31
],
[
52,
26,
26,
30,
15,
15
],
[
11,
6,
5,
33,
17,
16
],
[
82.539683,
81.25,
83.870968,
47.619048,
46.875,
48.387097
],
[
0.006817,
0.267208,
0.004136,
6.50154,
4.533802,
7.363754
],
[
31183,
11422,
31183,
216048847,
21343229,
216048847
],
[
-9531042,
-48586,
-9531042,
-15444068,
-9340685,
-15444068
],
[
77,
17,
138,
77,
17,
138
],
[
18,
6,
31,
98,
29,
168
],
[
353,
66,
698,
58,
7,
111
],
[
4877,
569,
4308,
4877,
569,
4308
],
[
153.985202,
153.985202,
198.651869,
153.985202,
153.985202,
1036.985202
],
[
2,
1,
9,
2,
1,
13
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-726678,
-391140,
-575036,
-132384,
574826,
695675
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1603267200000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757547521474,
"expiration_time": 1762333344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 215,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|