| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2890310.5587 | 25304.874 | -2915615.4327 | -3694591.8569 | -78142060.6973 | 74447468.8405 |
| Total P&L (%) | -2890.3106 | 25.3049 | -2915.6154 | -3694.5919 | -78142.0607 | 74447.4688 |
| Avg Daily Profit (%) | -1.5573 | 0.0136 | -1.5709 | 0 | 0 | 0.357 |
| Buy And Hold Return (%) | 4956.8012 | 4956.8012 | 4956.8012 | 4956.8012 | 4956.8012 | 4956.8012 |
| Max Trade Drawdown | -3064875 | -106808 | -3024033 | -140776560 | -111612037 | -77509816 |
| Profit Factor | 0.2039 | 1.1074 | 0.1412 | 0.9865 | 0.4663 | 1.5855 |
| Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
| Winning Trades | 149 | 70 | 79 | 98 | 44 | 54 |
| Losing Trades | 40 | 25 | 15 | 91 | 51 | 40 |
| Profitability (%) | 78.836 | 73.6842 | 84.0426 | 51.8519 | 46.3158 | 57.4468 |
| Ratio Avg Win / Avg Loss | 0.0547 | 0.3955 | 0.0268 | 0.916 | 0.5405 | 1.1744 |
| Largest Winning Trade | 27280 | 27280 | 18153 | 34468964 | 13834036 | 34468964 |
| Largest Losing Trade | -2067678 | -47651 | -2067678 | -55135195 | -53221922 | -55135195 |
| Avg Bars in Trades | 56 | 20 | 93 | 56 | 20 | 93 |
| Avg Bars in Winners | 24 | 8 | 37 | 56 | 14 | 89 |
| Avg Bars in Losers | 179 | 52 | 391 | 57 | 24 | 99 |
| Bars Traded | 10758 | 1927 | 8831 | 10758 | 1927 | 8831 |
| Profit Streak | 38.4538 | 179.4538 | 0 | 0 | 0 | 81.4538 |
| Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575504 | -439557 | -576521 | -579548 | -582233 | 447413 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11136,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598990400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757472807860,
"expiration_time": 1762273152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 131,
"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": [
[
-2890310.558749977,
25304.8739512889,
-2915615.432701268,
-3694591.8568899385,
-78142060.69734712,
74447468.84045716
],
[
-2890.310559,
25.304874,
-2915.615433,
-3694.591857,
-78142.060697,
74447.46884
],
[
-1.557279,
0.013634,
-1.570913,
0,
0,
0.356995
],
[
4956.801161,
4956.801161,
4956.801161,
4956.801161,
4956.801161,
4956.801161
],
[
-3064875,
-106808,
-3024033,
-140776560,
-111612037,
-77509816
],
[
0.203859,
1.107426,
0.141164,
0.986495,
0.466307,
1.585497
],
[
189,
95,
94,
189,
95,
94
],
[
149,
70,
79,
98,
44,
54
],
[
40,
25,
15,
91,
51,
40
],
[
78.835979,
73.684211,
84.042553,
51.851852,
46.315789,
57.446809
],
[
0.054727,
0.395509,
0.026803,
0.916031,
0.540492,
1.174442
],
[
27280,
27280,
18153,
34468964,
13834036,
34468964
],
[
-2067678,
-47651,
-2067678,
-55135195,
-53221922,
-55135195
],
[
56,
20,
93,
56,
20,
93
],
[
24,
8,
37,
56,
14,
89
],
[
179,
52,
391,
57,
24,
99
],
[
10758,
1927,
8831,
10758,
1927,
8831
],
[
38.453795,
179.453795,
0,
0,
0,
81.453795
],
[
1,
10,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575504,
-439557,
-576521,
-579548,
-582233,
447413
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11136,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598990400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757472807860,
"expiration_time": 1762273152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 131,
"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) |
|---|