| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -9076964.5069 | 35423.4022 | -9112387.9091 | 206425686.7992 | 84999343.0446 | 121426343.7546 |
| Total P&L (%) | -9076.9645 | 35.4234 | -9112.3879 | 206425.6868 | 84999.343 | 121426.3438 |
| Avg Daily Profit (%) | -4.8618 | 0.019 | -4.8808 | 0.4097 | 0.362 | 0.3812 |
| Buy And Hold Return (%) | 15335.2455 | 15335.2455 | 15335.2455 | 15335.2455 | 15335.2455 | 15335.2455 |
| Max Trade Drawdown | -9204979 | -67032 | -9173113 | -66541361 | -9684008 | -66541361 |
| Profit Factor | 0.0406 | 1.2767 | 0.0236 | 2.6229 | 4.4012 | 2.1881 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 64 | 30 | 34 | 34 | 18 | 16 |
| Losing Trades | 16 | 10 | 6 | 46 | 22 | 24 |
| Profitability (%) | 80 | 75 | 85 | 42.5 | 45 | 40 |
| Ratio Avg Win / Avg Loss | 0.0102 | 0.4256 | 0.0042 | 3.5486 | 5.3792 | 3.2821 |
| Largest Winning Trade | 20277 | 20014 | 20277 | 132383743 | 29183604 | 132383743 |
| Largest Losing Trade | -8721828 | -51131 | -8721828 | -66541361 | -7736300 | -66541361 |
| Avg Bars in Trades | 42 | 16 | 68 | 42 | 16 | 68 |
| Avg Bars in Winners | 12 | 5 | 19 | 54 | 25 | 87 |
| Avg Bars in Losers | 161 | 48 | 348 | 33 | 8 | 56 |
| Bars Traded | 3380 | 641 | 2739 | 3380 | 641 | 2739 |
| Profit Streak | 161.2494 | 161.2494 | 214.7494 | 161.2494 | 161.2494 | 214.7494 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -599423 | -330887 | -574991 | -10896 | 530862 | 405780 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3734,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758391146241,
"expiration_time": 1763208864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 164,
"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": [
[
-9076964.506895531,
35423.4022168733,
-9112387.909112405,
206425686.79920188,
84999343.04459102,
121426343.7546109
],
[
-9076.964507,
35.423402,
-9112.387909,
206425.686799,
84999.343045,
121426.343755
],
[
-4.861791,
0.018973,
-4.880765,
0.409675,
0.362004,
0.381159
],
[
15335.245531,
15335.245531,
15335.245531,
15335.245531,
15335.245531,
15335.245531
],
[
-9204979,
-67032,
-9173113,
-66541361,
-9684008,
-66541361
],
[
0.040606,
1.276662,
0.023649,
2.622909,
4.401162,
2.188083
],
[
80,
40,
40,
80,
40,
40
],
[
64,
30,
34,
34,
18,
16
],
[
16,
10,
6,
46,
22,
24
],
[
80,
75,
85,
42.5,
45,
40
],
[
0.010151,
0.425554,
0.004173,
3.548642,
5.379198,
3.282124
],
[
20277,
20014,
20277,
132383743,
29183604,
132383743
],
[
-8721828,
-51131,
-8721828,
-66541361,
-7736300,
-66541361
],
[
42,
16,
68,
42,
16,
68
],
[
12,
5,
19,
54,
25,
87
],
[
161,
48,
348,
33,
8,
56
],
[
3380,
641,
2739,
3380,
641,
2739
],
[
161.249378,
161.249378,
214.749378,
161.249378,
161.249378,
214.749378
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-599423,
-330887,
-574991,
-10896,
530862,
405780
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3734,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758391146241,
"expiration_time": 1763208864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 164,
"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) |
|---|