| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2135337.8996 | 2028294.3437 | 107043.5558 | 33665664.3468 | 24540828.8927 | 9124835.4542 |
| Total P&L (%) | 2135.3379 | 2028.2943 | 107.0436 | 33665.6643 | 24540.8289 | 9124.8355 |
| Avg Daily Profit (%) | 1.1462 | 1.0887 | 0.0575 | 0.313 | 0.296 | 0.2432 |
| Buy And Hold Return (%) | 9037.4942 | 9037.4942 | 9037.4942 | 9037.4942 | 9037.4942 | 9037.4942 |
| Max Trade Drawdown | -164620 | -181219 | -37505 | -22397476 | -25534017 | -3134705 |
| Profit Factor | 5.5697 | 6.506 | 2.0823 | 1.5925 | 1.519 | 1.9572 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
| Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
| Profitability (%) | 48.3146 | 36.3636 | 60 | 48.3146 | 36.3636 | 60 |
| Ratio Avg Win / Avg Loss | 5.9583 | 11.3855 | 1.3882 | 1.7037 | 2.6583 | 1.3048 |
| Largest Winning Trade | 1020569 | 1020569 | 20717 | 14238155 | 14238155 | 2923775 |
| Largest Losing Trade | -62059 | -62059 | -15092 | -11764940 | -11764940 | -1887048 |
| Avg Bars in Trades | 39 | 75 | 4 | 39 | 75 | 4 |
| Avg Bars in Winners | 52 | 135 | 3 | 52 | 135 | 3 |
| Avg Bars in Losers | 26 | 40 | 4 | 26 | 40 | 4 |
| Bars Traded | 3490 | 3309 | 181 | 3490 | 3309 | 181 |
| Profit Streak | 191.3254 | 191.3254 | 194.8254 | 191.3254 | 191.3254 | 194.8254 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143104 | -148103 | -276099 | 378491 | 135268 | -148731 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599307200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758052113168,
"expiration_time": 1762852896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 23,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
2135337.8995591365,
2028294.3437176067,
107043.5558415301,
33665664.34684861,
24540828.89267935,
9124835.454169266
],
[
2135.3379,
2028.294344,
107.043556,
33665.664347,
24540.828893,
9124.835454
],
[
1.146182,
1.088725,
0.057458,
0.312997,
0.296035,
0.243155
],
[
9037.494242,
9037.494242,
9037.494242,
9037.494242,
9037.494242,
9037.494242
],
[
-164620,
-181219,
-37505,
-22397476,
-25534017,
-3134705
],
[
5.569673,
6.506014,
2.082268,
1.592546,
1.519028,
1.957185
],
[
89,
44,
45,
89,
44,
45
],
[
43,
16,
27,
43,
16,
27
],
[
46,
28,
18,
46,
28,
18
],
[
48.314607,
36.363636,
60,
48.314607,
36.363636,
60
],
[
5.958255,
11.385525,
1.388179,
1.703654,
2.6583,
1.30479
],
[
1020569,
1020569,
20717,
14238155,
14238155,
2923775
],
[
-62059,
-62059,
-15092,
-11764940,
-11764940,
-1887048
],
[
39,
75,
4,
39,
75,
4
],
[
52,
135,
3,
52,
135,
3
],
[
26,
40,
4,
26,
40,
4
],
[
3490,
3309,
181,
3490,
3309,
181
],
[
191.325384,
191.325384,
194.825384,
191.325384,
191.325384,
194.825384
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143104,
-148103,
-276099,
378491,
135268,
-148731
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599307200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758052113168,
"expiration_time": 1762852896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 23,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|