| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2755068.4435 | -47142.186 | -2707926.2575 | -1719539.874 | -54646968.6585 | 52927428.7846 |
| Total P&L (%) | -2755.0684 | -47.1422 | -2707.9263 | -1719.5399 | -54646.9687 | 52927.4288 |
| Avg Daily Profit (%) | -1.4804 | -0.0253 | -1.4551 | 0 | 0 | 0.3377 |
| Buy And Hold Return (%) | 7779.8358 | 7779.8358 | 7779.8358 | 7779.8358 | 7779.8358 | 7779.8358 |
| Max Trade Drawdown | -2884396 | -157673 | -2802167 | -68415215 | -69885403 | -20565888 |
| Profit Factor | 0.1941 | 0.8553 | 0.1244 | 0.9864 | 0.386 | 2.4007 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 140 | 62 | 78 | 107 | 50 | 57 |
| Losing Trades | 64 | 40 | 24 | 97 | 52 | 45 |
| Profitability (%) | 68.6275 | 60.7843 | 76.4706 | 52.451 | 49.0196 | 55.8824 |
| Ratio Avg Win / Avg Loss | 0.0887 | 0.5518 | 0.0383 | 0.8942 | 0.4014 | 1.8953 |
| Largest Winning Trade | 28357 | 18746 | 28357 | 29001477 | 4168787 | 29001477 |
| Largest Losing Trade | -1878778 | -56133 | -1878778 | -31713513 | -31713513 | -10328199 |
| Avg Bars in Trades | 17 | 11 | 24 | 17 | 11 | 24 |
| Avg Bars in Winners | 6 | 5 | 7 | 15 | 8 | 21 |
| Avg Bars in Losers | 42 | 20 | 78 | 19 | 13 | 26 |
| Bars Traded | 3584 | 1130 | 2454 | 3584 | 1130 | 2454 |
| Profit Streak | 44.1612 | 82.6612 | 44.1612 | 0 | 0 | 0 |
| Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575596 | -578018 | -576519 | -579114 | -581163 | 518927 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3722,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599393600000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757865129664,
"expiration_time": 1762674912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 54,
"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": [
[
-2755068.443490395,
-47142.1860400615,
-2707926.2574503343,
-1719539.8739782732,
-54646968.6585489,
52927428.78457062
],
[
-2755.068443,
-47.142186,
-2707.926257,
-1719.539874,
-54646.968659,
52927.428785
],
[
-1.480424,
-0.025332,
-1.455092,
0,
0,
0.337667
],
[
7779.835817,
7779.835817,
7779.835817,
7779.835817,
7779.835817,
7779.835817
],
[
-2884396,
-157673,
-2802167,
-68415215,
-69885403,
-20565888
],
[
0.194078,
0.855326,
0.124407,
0.986437,
0.385966,
2.40072
],
[
204,
102,
102,
204,
102,
102
],
[
140,
62,
78,
107,
50,
57
],
[
64,
40,
24,
97,
52,
45
],
[
68.627451,
60.784314,
76.470588,
52.45098,
49.019608,
55.882353
],
[
0.088721,
0.551823,
0.038279,
0.894247,
0.401404,
1.895305
],
[
28357,
18746,
28357,
29001477,
4168787,
29001477
],
[
-1878778,
-56133,
-1878778,
-31713513,
-31713513,
-10328199
],
[
17,
11,
24,
17,
11,
24
],
[
6,
5,
7,
15,
8,
21
],
[
42,
20,
78,
19,
13,
26
],
[
3584,
1130,
2454,
3584,
1130,
2454
],
[
44.161223,
82.661223,
44.161223,
0,
0,
0
],
[
3,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575596,
-578018,
-576519,
-579114,
-581163,
518927
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3722,
"evaluation_days": 1861,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599393600000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757865129664,
"expiration_time": 1762674912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 54,
"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) |
|---|