| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3112129.8956 | 93492.2302 | -3205622.1258 | -12111627.2966 | -248037771.4127 | 235926144.1161 |
| Total P&L (%) | -3112.1299 | 93.4922 | -3205.6221 | -12111.6273 | -248037.7714 | 235926.1441 |
| Avg Daily Profit (%) | -1.6654 | 0.05 | -1.7155 | 0 | 0 | 0.4165 |
| Buy And Hold Return (%) | 7344.5382 | 7344.5382 | 7344.5382 | 7344.5382 | 7344.5382 | 7344.5382 |
| Max Trade Drawdown | -3268888 | -94626 | -3311447 | -383552007 | -345141651 | -181952700 |
| Profit Factor | 0.2452 | 1.2958 | 0.158 | 0.9852 | 0.5157 | 1.7729 |
| Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
| Winning Trades | 250 | 114 | 136 | 179 | 84 | 95 |
| Losing Trades | 91 | 57 | 34 | 162 | 87 | 75 |
| Profitability (%) | 73.3138 | 66.6667 | 80 | 52.4927 | 49.1228 | 55.8824 |
| Ratio Avg Win / Avg Loss | 0.0893 | 0.6479 | 0.0395 | 0.8916 | 0.5341 | 1.3996 |
| Largest Winning Trade | 25516 | 23253 | 25516 | 76876495 | 17561764 | 76876495 |
| Largest Losing Trade | -2407940 | -60120 | -2407940 | -211571072 | -211571072 | -137276021 |
| Avg Bars in Trades | 31 | 13 | 49 | 31 | 13 | 49 |
| Avg Bars in Winners | 9 | 5 | 13 | 27 | 9 | 42 |
| Avg Bars in Losers | 90 | 29 | 193 | 36 | 18 | 57 |
| Bars Traded | 10745 | 2337 | 8408 | 10745 | 2337 | 8408 |
| Profit Streak | 51.8919 | 91.0585 | 51.8919 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574561 | -289746 | -575712 | -578671 | -580501 | 476506 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599408000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758561856160,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.32656,
"nb": 0.62514,
"nc": 0.15202
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 160,
"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": [
[
-3112129.895574172,
93492.2302092026,
-3205622.1257833755,
-12111627.296641877,
-248037771.41273558,
235926144.11609358
],
[
-3112.129896,
93.49223,
-3205.622126,
-12111.627297,
-248037.771413,
235926.144116
],
[
-1.665425,
0.050031,
-1.715457,
0,
0,
0.416483
],
[
7344.538241,
7344.538241,
7344.538241,
7344.538241,
7344.538241,
7344.538241
],
[
-3268888,
-94626,
-3311447,
-383552007,
-345141651,
-181952700
],
[
0.245206,
1.295836,
0.157994,
0.985183,
0.515707,
1.772869
],
[
341,
171,
170,
341,
171,
170
],
[
250,
114,
136,
179,
84,
95
],
[
91,
57,
34,
162,
87,
75
],
[
73.313783,
66.666667,
80,
52.492669,
49.122807,
55.882353
],
[
0.089255,
0.647918,
0.039498,
0.891618,
0.534126,
1.399633
],
[
25516,
23253,
25516,
76876495,
17561764,
76876495
],
[
-2407940,
-60120,
-2407940,
-211571072,
-211571072,
-137276021
],
[
31,
13,
49,
31,
13,
49
],
[
9,
5,
13,
27,
9,
42
],
[
90,
29,
193,
36,
18,
57
],
[
10745,
2337,
8408,
10745,
2337,
8408
],
[
51.891854,
91.05852,
51.891854,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574561,
-289746,
-575712,
-578671,
-580501,
476506
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599408000000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758561856160,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.32656,
"nb": 0.62514,
"nc": 0.15202
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 160,
"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) |
|---|