| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1298738.1157 | 124210.4597 | -1422948.5754 | -126820.0654 | -18913292.0354 | 18786471.97 |
| Total P&L (%) | -1298.7381 | 124.2105 | -1422.9486 | -126.8201 | -18913.292 | 18786.472 |
| Avg Daily Profit (%) | -0.695 | 0.0665 | -0.7615 | 0 | 0 | 0.2809 |
| Buy And Hold Return (%) | 7735.1102 | 7735.1102 | 7735.1102 | 7735.1102 | 7735.1102 | 7735.1102 |
| Max Trade Drawdown | -1532342 | -134160 | -1553507 | -26290792 | -21729669 | -8034662 |
| Profit Factor | 0.4388 | 1.3137 | 0.2581 | 0.9979 | 0.4048 | 1.6368 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 121 | 59 | 62 | 98 | 44 | 54 |
| Losing Trades | 62 | 33 | 29 | 85 | 48 | 37 |
| Profitability (%) | 66.1202 | 64.1304 | 68.1319 | 53.5519 | 47.8261 | 59.3407 |
| Ratio Avg Win / Avg Loss | 0.2248 | 0.7348 | 0.1207 | 0.8656 | 0.4416 | 1.1215 |
| Largest Winning Trade | 35095 | 29841 | 35095 | 26665783 | 3735144 | 26665783 |
| Largest Losing Trade | -789507 | -65040 | -789507 | -6775140 | -6775140 | -6523026 |
| Avg Bars in Trades | 59 | 58 | 61 | 59 | 58 | 61 |
| Avg Bars in Winners | 34 | 36 | 33 | 59 | 56 | 62 |
| Avg Bars in Losers | 108 | 97 | 120 | 59 | 59 | 60 |
| Bars Traded | 10939 | 5354 | 5585 | 10939 | 5354 | 5585 |
| Profit Streak | 35.1399 | 45.9733 | 0 | 0 | 0 | 100.9733 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577187 | -269098 | -578460 | -579359 | -581931 | 321924 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598054400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758612089009,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 20,
"poles": 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": [
[
-1298738.1157483668,
124210.4596502307,
-1422948.5753985974,
-126820.0653626125,
-18913292.035356827,
18786471.96999422
],
[
-1298.738116,
124.21046,
-1422.948575,
-126.820065,
-18913.292035,
18786.47197
],
[
-0.695007,
0.06647,
-0.761477,
0,
0,
0.280862
],
[
7735.110163,
7735.110163,
7735.110163,
7735.110163,
7735.110163,
7735.110163
],
[
-1532342,
-134160,
-1553507,
-26290792,
-21729669,
-8034662
],
[
0.438775,
1.31365,
0.258146,
0.99793,
0.404782,
1.636831
],
[
183,
92,
91,
183,
92,
91
],
[
121,
59,
62,
98,
44,
54
],
[
62,
33,
29,
85,
48,
37
],
[
66.120219,
64.130435,
68.131868,
53.551913,
47.826087,
59.340659
],
[
0.224827,
0.734753,
0.120746,
0.865552,
0.44158,
1.121532
],
[
35095,
29841,
35095,
26665783,
3735144,
26665783
],
[
-789507,
-65040,
-789507,
-6775140,
-6775140,
-6523026
],
[
59,
58,
61,
59,
58,
61
],
[
34,
36,
33,
59,
56,
62
],
[
108,
97,
120,
59,
59,
60
],
[
10939,
5354,
5585,
10939,
5354,
5585
],
[
35.139919,
45.973252,
0,
0,
0,
100.973252
],
[
1,
1,
0,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577187,
-269098,
-578460,
-579359,
-581931,
321924
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598054400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758612089009,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 20,
"poles": 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) |
|---|