| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -9167633.5414 | -8148.6778 | -9159484.8636 | 91677479.945 | 41538891.1726 | 50138588.7724 |
| Total P&L (%) | -9167.6335 | -8.1487 | -9159.4849 | 91677.4799 | 41538.8912 | 50138.5888 |
| Avg Daily Profit (%) | -4.9051 | -0.0044 | -4.9007 | 0.3657 | 0.3232 | 0.3333 |
| Buy And Hold Return (%) | 11387.3319 | 11387.3319 | 11387.3319 | 11387.3319 | 11387.3319 | 11387.3319 |
| Max Trade Drawdown | -9258965 | -84576 | -9201629 | -27750122 | -3242809 | -27750122 |
| Profit Factor | 0.0313 | 0.9352 | 0.0192 | 2.5325 | 5.589 | 1.9876 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 57 | 27 | 30 | 31 | 20 | 11 |
| Losing Trades | 16 | 10 | 6 | 42 | 17 | 25 |
| Profitability (%) | 78.0822 | 72.973 | 83.3333 | 42.4658 | 54.0541 | 30.5556 |
| Ratio Avg Win / Avg Loss | 0.0088 | 0.3464 | 0.0038 | 3.4311 | 4.7506 | 4.5172 |
| Largest Winning Trade | 20277 | 20014 | 20277 | 61303977 | 11818969 | 61303977 |
| Largest Losing Trade | -8721828 | -46226 | -8721828 | -27750122 | -3242809 | -27750122 |
| Avg Bars in Trades | 45 | 19 | 72 | 45 | 19 | 72 |
| Avg Bars in Winners | 13 | 6 | 18 | 51 | 30 | 91 |
| Avg Bars in Losers | 160 | 53 | 340 | 40 | 6 | 63 |
| Bars Traded | 3316 | 711 | 2605 | 3316 | 711 | 2605 |
| Profit Streak | 93.0163 | 163.5163 | 0 | 93.0163 | 163.5163 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -652578 | -576550 | -576567 | -64366 | 596074 | 126921 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3738,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1605355200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758587009660,
"expiration_time": 1763386848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 192,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-9167633.541433187,
-8148.6778062931,
-9159484.863626895,
91677479.94501208,
41538891.17259929,
50138588.7724128
],
[
-9167.633541,
-8.148678,
-9159.484864,
91677.479945,
41538.891173,
50138.588772
],
[
-4.905101,
-0.00436,
-4.900741,
0.365672,
0.32324,
0.333319
],
[
11387.331874,
11387.331874,
11387.331874,
11387.331874,
11387.331874,
11387.331874
],
[
-9258965,
-84576,
-9201629,
-27750122,
-3242809,
-27750122
],
[
0.031344,
0.935223,
0.019168,
2.53249,
5.588963,
1.98755
],
[
73,
37,
36,
73,
37,
36
],
[
57,
27,
30,
31,
20,
11
],
[
16,
10,
6,
42,
17,
25
],
[
78.082192,
72.972973,
83.333333,
42.465753,
54.054054,
30.555556
],
[
0.008798,
0.346379,
0.003834,
3.431115,
4.750619,
4.51716
],
[
20277,
20014,
20277,
61303977,
11818969,
61303977
],
[
-8721828,
-46226,
-8721828,
-27750122,
-3242809,
-27750122
],
[
45,
19,
72,
45,
19,
72
],
[
13,
6,
18,
51,
30,
91
],
[
160,
53,
340,
40,
6,
63
],
[
3316,
711,
2605,
3316,
711,
2605
],
[
93.016315,
163.516315,
0,
93.016315,
163.516315,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-652578,
-576550,
-576567,
-64366,
596074,
126921
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3738,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1605355200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758587009660,
"expiration_time": 1763386848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 192,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|