| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1991688.8733 | 115317.8862 | -2107006.7596 | -19054613.3974 | -110572166.9621 | 91517553.5647 |
| Total P&L (%) | -1991.6889 | 115.3179 | -2107.0068 | -19054.6134 | -110572.167 | 91517.5536 |
| Avg Daily Profit (%) | -1.074 | 0.0622 | -1.1362 | 0 | 0 | 0.3684 |
| Buy And Hold Return (%) | 10828.9474 | 10828.9474 | 10828.9474 | 10828.9474 | 10828.9474 | 10828.9474 |
| Max Trade Drawdown | -2147547 | -152106 | -2187502 | -198794543 | -128441696 | -96474012 |
| Profit Factor | 0.2629 | 1.4566 | 0.1398 | 0.9379 | 0.3693 | 1.6963 |
| Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
| Winning Trades | 171 | 84 | 87 | 120 | 57 | 63 |
| Losing Trades | 67 | 35 | 32 | 118 | 62 | 56 |
| Profitability (%) | 71.8487 | 70.5882 | 73.1092 | 50.4202 | 47.8992 | 52.9412 |
| Ratio Avg Win / Avg Loss | 0.103 | 0.6069 | 0.0514 | 0.9223 | 0.4017 | 1.5078 |
| Largest Winning Trade | 37438 | 37438 | 27569 | 97074832 | 7413989 | 97074832 |
| Largest Losing Trade | -1489407 | -55837 | -1489407 | -94715895 | -57229215 | -94715895 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 4 | 4 | 3 | 12 | 8 | 15 |
| Avg Bars in Losers | 41 | 37 | 45 | 17 | 19 | 14 |
| Bars Traded | 3467 | 1690 | 1777 | 3467 | 1690 | 1777 |
| Profit Streak | 33.639 | 35.639 | 0 | 0 | 0 | 62.639 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575881 | -273047 | -577464 | -579200 | -581555 | 507121 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1604664000000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757301608143,
"expiration_time": 1762096464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.79937,
"nb": 0.96914,
"nc": 0.1
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 176,
"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": [
[
-1991688.8733338218,
115317.8862462984,
-2107006.7595801214,
-19054613.397436086,
-110572166.96213318,
91517553.56469707
],
[
-1991.688873,
115.317886,
-2107.00676,
-19054.613397,
-110572.166962,
91517.553565
],
[
-1.073976,
0.062183,
-1.136159,
0,
0,
0.368442
],
[
10828.947368,
10828.947368,
10828.947368,
10828.947368,
10828.947368,
10828.947368
],
[
-2147547,
-152106,
-2187502,
-198794543,
-128441696,
-96474012
],
[
0.262877,
1.456629,
0.139799,
0.937886,
0.369345,
1.696264
],
[
238,
119,
119,
238,
119,
119
],
[
171,
84,
87,
120,
57,
63
],
[
67,
35,
32,
118,
62,
56
],
[
71.848739,
70.588235,
73.109244,
50.420168,
47.89916,
52.941176
],
[
0.102999,
0.606929,
0.05142,
0.922255,
0.401744,
1.50779
],
[
37438,
37438,
27569,
97074832,
7413989,
97074832
],
[
-1489407,
-55837,
-1489407,
-94715895,
-57229215,
-94715895
],
[
14,
14,
14,
14,
14,
14
],
[
4,
4,
3,
12,
8,
15
],
[
41,
37,
45,
17,
19,
14
],
[
3467,
1690,
1777,
3467,
1690,
1777
],
[
33.638983,
35.638983,
0,
0,
0,
62.638983
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575881,
-273047,
-577464,
-579200,
-581555,
507121
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1604664000000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757301608143,
"expiration_time": 1762096464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.79937,
"nb": 0.96914,
"nc": 0.1
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 176,
"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) |
|---|