| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -10466437.4549 | 27140.539 | -10493577.9939 | 246580236.3632 | 82501124.9625 | 164079111.4006 |
| Total P&L (%) | -10466.4375 | 27.1405 | -10493.578 | 246580.2364 | 82501.125 | 164079.1114 |
| Avg Daily Profit (%) | -5.6354 | 0.0146 | -5.6501 | 0.4214 | 0.3623 | 0.3994 |
| Buy And Hold Return (%) | 9816.6924 | 9816.6924 | 9816.6924 | 9816.6924 | 9816.6924 | 9816.6924 |
| Max Trade Drawdown | -10600581 | -75246 | -10573971 | -35007913 | -5877361 | -45554589 |
| Profit Factor | 0.0349 | 1.2618 | 0.0231 | 3.4079 | 4.2827 | 3.1233 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 52 | 26 | 26 | 28 | 15 | 13 |
| Losing Trades | 11 | 6 | 5 | 35 | 17 | 18 |
| Profitability (%) | 82.5397 | 81.25 | 83.871 | 44.4444 | 46.875 | 41.9355 |
| Ratio Avg Win / Avg Loss | 0.0074 | 0.2912 | 0.0044 | 4.2598 | 4.8538 | 4.3246 |
| Largest Winning Trade | 29886 | 16445 | 29886 | 132356582 | 20433620 | 132356582 |
| Largest Losing Trade | -10114834 | -51719 | -10114834 | -28335653 | -5877361 | -28335653 |
| Avg Bars in Trades | 103 | 25 | 183 | 103 | 25 | 183 |
| Avg Bars in Winners | 36 | 9 | 63 | 98 | 40 | 165 |
| Avg Bars in Losers | 419 | 93 | 810 | 107 | 11 | 197 |
| Bars Traded | 6509 | 809 | 5700 | 6509 | 809 | 5700 |
| Profit Streak | 154.4919 | 154.4919 | 199.2419 | 154.4919 | 154.4919 | 199.2419 |
| Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -726677 | -336085 | -575062 | -136026 | 586785 | 504874 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7429,
"evaluation_days": 1857.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1757570400000,
"evaluation_time": 1757591297291,
"expiration_time": 1762384392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 228,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
-10466437.454882678,
27140.5389890655,
-10493577.993871745,
246580236.36315125,
82501124.9625056,
164079111.4006457
],
[
-10466.437455,
27.140539,
-10493.577994,
246580.236363,
82501.124963,
164079.111401
],
[
-5.635449,
0.014613,
-5.650062,
0.421436,
0.362297,
0.399425
],
[
9816.692379,
9816.692379,
9816.692379,
9816.692379,
9816.692379,
9816.692379
],
[
-10600581,
-75246,
-10573971,
-35007913,
-5877361,
-45554589
],
[
0.034905,
1.261774,
0.023062,
3.407872,
4.28273,
3.123341
],
[
63,
32,
31,
63,
32,
31
],
[
52,
26,
26,
28,
15,
13
],
[
11,
6,
5,
35,
17,
18
],
[
82.539683,
81.25,
83.870968,
44.444444,
46.875,
41.935484
],
[
0.007384,
0.291179,
0.004435,
4.25984,
4.85376,
4.324627
],
[
29886,
16445,
29886,
132356582,
20433620,
132356582
],
[
-10114834,
-51719,
-10114834,
-28335653,
-5877361,
-28335653
],
[
103,
25,
183,
103,
25,
183
],
[
36,
9,
63,
98,
40,
165
],
[
419,
93,
810,
107,
11,
197
],
[
6509,
809,
5700,
6509,
809,
5700
],
[
154.491867,
154.491867,
199.241867,
154.491867,
154.491867,
199.241867
],
[
2,
1,
8,
2,
1,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-726677,
-336085,
-575062,
-136026,
586785,
504874
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7429,
"evaluation_days": 1857.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1757570400000,
"evaluation_time": 1757591297291,
"expiration_time": 1762384392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 228,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|