| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2498311.2936 | 45440.2733 | -2543751.5669 | -5685510.6639 | -84637975.1449 | 78952464.481 |
| Total P&L (%) | -2498.3113 | 45.4403 | -2543.7516 | -5685.5107 | -84637.9751 | 78952.4645 |
| Avg Daily Profit (%) | -1.3427 | 0.0244 | -1.3671 | 0 | 0 | 0.3593 |
| Buy And Hold Return (%) | 4822.5993 | 4822.5993 | 4822.5993 | 4822.5993 | 4822.5993 | 4822.5993 |
| Max Trade Drawdown | -2676209 | -106422 | -2661150 | -120511718 | -100060317 | -75154391 |
| Profit Factor | 0.2456 | 1.1756 | 0.1668 | 0.9789 | 0.4552 | 1.6906 |
| Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
| Winning Trades | 148 | 68 | 80 | 109 | 47 | 62 |
| Losing Trades | 59 | 36 | 23 | 98 | 57 | 41 |
| Profitability (%) | 71.4976 | 65.3846 | 77.6699 | 52.657 | 45.1923 | 60.1942 |
| Ratio Avg Win / Avg Loss | 0.0979 | 0.6224 | 0.048 | 0.8801 | 0.552 | 1.118 |
| Largest Winning Trade | 20467 | 13832 | 20467 | 52348782 | 10070594 | 52348782 |
| Largest Losing Trade | -1757201 | -50596 | -1757201 | -56196838 | -49158443 | -56196838 |
| Avg Bars in Trades | 103 | 30 | 177 | 103 | 30 | 177 |
| Avg Bars in Winners | 41 | 17 | 61 | 91 | 20 | 144 |
| Avg Bars in Losers | 260 | 56 | 580 | 117 | 39 | 227 |
| Bars Traded | 21510 | 3203 | 18307 | 21510 | 3203 | 18307 |
| Profit Streak | 0 | 0 | 0 | 83.5046 | 83.5046 | 85.588 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576907 | -353286 | -577193 | -578388 | -582366 | 471273 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22328,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598896800000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757923599267,
"expiration_time": 1763710617600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 247,
"offset": 65,
"scalar": 5
}
}
} {
"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": [
[
-2498311.2935770177,
45440.2732801635,
-2543751.5668571815,
-5685510.663880268,
-84637975.14485459,
78952464.48097435
],
[
-2498.311294,
45.440273,
-2543.751567,
-5685.510664,
-84637.975145,
78952.464481
],
[
-1.342694,
0.024421,
-1.367116,
0,
0,
0.359262
],
[
4822.599329,
4822.599329,
4822.599329,
4822.599329,
4822.599329,
4822.599329
],
[
-2676209,
-106422,
-2661150,
-120511718,
-100060317,
-75154391
],
[
0.245593,
1.175648,
0.166782,
0.978916,
0.455162,
1.690644
],
[
207,
104,
103,
207,
104,
103
],
[
148,
68,
80,
109,
47,
62
],
[
59,
36,
23,
98,
57,
41
],
[
71.497585,
65.384615,
77.669903,
52.657005,
45.192308,
60.194175
],
[
0.097905,
0.622402,
0.04795,
0.880126,
0.552005,
1.118006
],
[
20467,
13832,
20467,
52348782,
10070594,
52348782
],
[
-1757201,
-50596,
-1757201,
-56196838,
-49158443,
-56196838
],
[
103,
30,
177,
103,
30,
177
],
[
41,
17,
61,
91,
20,
144
],
[
260,
56,
580,
117,
39,
227
],
[
21510,
3203,
18307,
21510,
3203,
18307
],
[
0,
0,
0,
83.504621,
83.504621,
85.587954
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576907,
-353286,
-577193,
-578388,
-582366,
471273
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22328,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598896800000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757923599267,
"expiration_time": 1763710617600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 247,
"offset": 65,
"scalar": 5
}
}
}
| # | 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) |
|---|