| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2611240.0659 | 118129.5156 | -2729369.5816 | -115057786.8436 | 71314474.4126 | -186372261.2562 |
| Total P&L (%) | -2611.2401 | 118.1295 | -2729.3696 | -115057.7868 | 71314.4744 | -186372.2613 |
| Avg Daily Profit (%) | -1.3969 | 0.0632 | -1.4601 | 0 | 0.3521 | 0 |
| Buy And Hold Return (%) | 6107.1896 | 6107.1896 | 6107.1896 | 6107.1896 | 6107.1896 | 6107.1896 |
| Max Trade Drawdown | -2676401 | -89494 | -2781957 | -495220034 | -60489182 | -442589986 |
| Profit Factor | 0.2118 | 1.5636 | 0.1205 | 0.8142 | 1.5989 | 0.6273 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 46 | 25 | 21 | 43 | 20 | 23 |
| Losing Trades | 35 | 16 | 19 | 38 | 21 | 17 |
| Profitability (%) | 56.7901 | 60.9756 | 52.5 | 53.0864 | 48.7805 | 57.5 |
| Ratio Avg Win / Avg Loss | 0.1612 | 1.0007 | 0.109 | 0.7195 | 1.6788 | 0.4636 |
| Largest Winning Trade | 65995 | 65995 | 56614 | 129720684 | 102711192 | 129720684 |
| Largest Losing Trade | -1938812 | -42840 | -1938812 | -391688116 | -35927081 | -391688116 |
| Avg Bars in Trades | 66 | 30 | 103 | 66 | 30 | 103 |
| Avg Bars in Winners | 43 | 23 | 66 | 60 | 28 | 89 |
| Avg Bars in Losers | 96 | 40 | 144 | 72 | 31 | 122 |
| Bars Traded | 5368 | 1239 | 4129 | 5368 | 1239 | 4129 |
| Profit Streak | 42.3285 | 94.9952 | 0 | 0 | 0 | 162.9952 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -595624 | -270612 | -580425 | -596655 | 429158 | -578811 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599235200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758613985472,
"expiration_time": 1763430912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 31,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
-2611240.0659320066,
118129.5156423407,
-2729369.5815743473,
-115057786.84358995,
71314474.4126349,
-186372261.25622487
],
[
-2611.240066,
118.129516,
-2729.369582,
-115057.786844,
71314.474413,
-186372.261256
],
[
-1.396886,
0.063194,
-1.460079,
0,
0.352139,
0
],
[
6107.189598,
6107.189598,
6107.189598,
6107.189598,
6107.189598,
6107.189598
],
[
-2676401,
-89494,
-2781957,
-495220034,
-60489182,
-442589986
],
[
0.211811,
1.563613,
0.120513,
0.814158,
1.598886,
0.627284
],
[
81,
41,
40,
81,
41,
40
],
[
46,
25,
21,
43,
20,
23
],
[
35,
16,
19,
38,
21,
17
],
[
56.790123,
60.97561,
52.5,
53.08642,
48.780488,
57.5
],
[
0.16116,
1.000713,
0.109036,
0.719489,
1.678831,
0.463644
],
[
65995,
65995,
56614,
129720684,
102711192,
129720684
],
[
-1938812,
-42840,
-1938812,
-391688116,
-35927081,
-391688116
],
[
66,
30,
103,
66,
30,
103
],
[
43,
23,
66,
60,
28,
89
],
[
96,
40,
144,
72,
31,
122
],
[
5368,
1239,
4129,
5368,
1239,
4129
],
[
42.328535,
94.995202,
0,
0,
0,
162.995202
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-595624,
-270612,
-580425,
-596655,
429158,
-578811
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599235200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758613985472,
"expiration_time": 1763430912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 31,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|