| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 11951379.9086 | 11945706.2549 | 5673.6537 | 7059960.8531 | 7134297.8667 | -74337.0137 |
| Total P&L (%) | 11951.3799 | 11945.7063 | 5.6737 | 7059.9609 | 7134.2979 | -74.337 |
| Avg Daily Profit (%) | 6.4341 | 6.4311 | 0.0031 | 0.2302 | 0.2308 | -0.0732 |
| Buy And Hold Return (%) | 6593.0664 | 6593.0664 | 6593.0664 | 6593.0664 | 6593.0664 | 6593.0664 |
| Max Trade Drawdown | -204402 | -203093 | -32515 | -11414428 | -11856287 | -1436678 |
| Profit Factor | 31.9846 | 39.8008 | 1.0729 | 1.3057 | 1.3579 | 0.9765 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
| Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
| Profitability (%) | 49.2754 | 38.2353 | 60 | 49.2754 | 38.2353 | 60 |
| Ratio Avg Win / Avg Loss | 32.9254 | 64.2935 | 0.7153 | 1.3441 | 2.1936 | 0.651 |
| Largest Winning Trade | 11393515 | 11393515 | 10165 | 11963577 | 11963577 | 515994 |
| Largest Losing Trade | -66594 | -66594 | -16826 | -5217058 | -5217058 | -685858 |
| Avg Bars in Trades | 94 | 186 | 5 | 94 | 186 | 5 |
| Avg Bars in Winners | 129 | 330 | 4 | 129 | 330 | 4 |
| Avg Bars in Losers | 60 | 96 | 6 | 60 | 96 | 6 |
| Bars Traded | 6505 | 6324 | 181 | 6505 | 6324 | 181 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -90224 | 422512 | -494970 | -241891 | -134981 | -579213 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7430,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599847200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757613113441,
"expiration_time": 1762406640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 20,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
11951379.908588093,
11945706.2548638,
5673.6537242983,
7059960.853058937,
7134297.866739143,
-74337.0136802036
],
[
11951.379909,
11945.706255,
5.673654,
7059.960853,
7134.297867,
-74.337014
],
[
6.434121,
6.431067,
0.003054,
0.230202,
0.230759,
-0.073196
],
[
6593.066392,
6593.066392,
6593.066392,
6593.066392,
6593.066392,
6593.066392
],
[
-204402,
-203093,
-32515,
-11414428,
-11856287,
-1436678
],
[
31.984643,
39.800762,
1.072883,
1.305681,
1.357925,
0.976501
],
[
69,
34,
35,
69,
34,
35
],
[
34,
13,
21,
34,
13,
21
],
[
35,
21,
14,
35,
21,
14
],
[
49.275362,
38.235294,
60,
49.275362,
38.235294,
60
],
[
32.925368,
64.293539,
0.715255,
1.344083,
2.193571,
0.651001
],
[
11393515,
11393515,
10165,
11963577,
11963577,
515994
],
[
-66594,
-66594,
-16826,
-5217058,
-5217058,
-685858
],
[
94,
186,
5,
94,
186,
5
],
[
129,
330,
4,
129,
330,
4
],
[
60,
96,
6,
60,
96,
6
],
[
6505,
6324,
181,
6505,
6324,
181
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-90224,
422512,
-494970,
-241891,
-134981,
-579213
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7430,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599847200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757613113441,
"expiration_time": 1762406640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 20,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|