| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -10351676.0559 | -43546.7136 | -10308129.3423 | 55388701.5397 | 27458832.6886 | 27929868.8511 |
| Total P&L (%) | -10351.6761 | -43.5467 | -10308.1293 | 55388.7015 | 27458.8327 | 27929.8689 |
| Avg Daily Profit (%) | -5.5674 | -0.0234 | -5.544 | 0.3404 | 0.3027 | 0.3036 |
| Buy And Hold Return (%) | 11013.0847 | 11013.0847 | 11013.0847 | 11013.0847 | 11013.0847 | 11013.0847 |
| Max Trade Drawdown | -10418909 | -97521 | -10364448 | -21305498 | -6423255 | -30232304 |
| Profit Factor | 0.0284 | 0.6978 | 0.0192 | 1.8335 | 3.0691 | 1.5252 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 55 | 25 | 30 | 31 | 18 | 13 |
| Losing Trades | 20 | 13 | 7 | 44 | 20 | 24 |
| Profitability (%) | 73.3333 | 65.7895 | 81.0811 | 41.3333 | 47.3684 | 35.1351 |
| Ratio Avg Win / Avg Loss | 0.0103 | 0.3628 | 0.0045 | 2.6024 | 3.4102 | 2.8157 |
| Largest Winning Trade | 20277 | 9519 | 20277 | 54223917 | 10388601 | 54223917 |
| Largest Losing Trade | -9863508 | -50513 | -9863508 | -17369952 | -4920972 | -17369952 |
| Avg Bars in Trades | 68 | 20 | 116 | 68 | 20 | 116 |
| Avg Bars in Winners | 23 | 5 | 37 | 68 | 30 | 121 |
| Avg Bars in Losers | 192 | 49 | 457 | 68 | 12 | 114 |
| Bars Traded | 5120 | 794 | 4326 | 5120 | 794 | 4326 |
| Profit Streak | 82.7154 | 154.7154 | 0 | 82.7154 | 154.7154 | 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 | -638195 | -577864 | -576778 | -52686 | 396771 | 79030 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5578,
"evaluation_days": 1859.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602835200000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725807099,
"expiration_time": 1762540992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 200,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
-10351676.055866132,
-43546.7135925391,
-10308129.342273593,
55388701.53971785,
27458832.688627295,
27929868.85109055
],
[
-10351.676056,
-43.546714,
-10308.129342,
55388.70154,
27458.832689,
27929.868851
],
[
-5.567423,
-0.023421,
-5.544002,
0.340419,
0.302658,
0.303572
],
[
11013.084665,
11013.084665,
11013.084665,
11013.084665,
11013.084665,
11013.084665
],
[
-10418909,
-97521,
-10364448,
-21305498,
-6423255,
-30232304
],
[
0.028368,
0.697784,
0.01919,
1.833526,
3.069139,
1.525191
],
[
75,
38,
37,
75,
38,
37
],
[
55,
25,
30,
31,
18,
13
],
[
20,
13,
7,
44,
20,
24
],
[
73.333333,
65.789474,
81.081081,
41.333333,
47.368421,
35.135135
],
[
0.010315,
0.362848,
0.004478,
2.602424,
3.410154,
2.815737
],
[
20277,
9519,
20277,
54223917,
10388601,
54223917
],
[
-9863508,
-50513,
-9863508,
-17369952,
-4920972,
-17369952
],
[
68,
20,
116,
68,
20,
116
],
[
23,
5,
37,
68,
30,
121
],
[
192,
49,
457,
68,
12,
114
],
[
5120,
794,
4326,
5120,
794,
4326
],
[
82.71536,
154.71536,
0,
82.71536,
154.71536,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-638195,
-577864,
-576778,
-52686,
396771,
79030
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5578,
"evaluation_days": 1859.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602835200000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725807099,
"expiration_time": 1762540992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 200,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|