| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1413716.769 | 1364242.3854 | 49474.3836 | 38572732.0419 | 48218163.7384 | -9645431.6965 |
| Total P&L (%) | 1413.7168 | 1364.2424 | 49.4744 | 38572.732 | 48218.1637 | -9645.4317 |
| Avg Daily Profit (%) | 0.7558 | 0.7293 | 0.0265 | 0.319 | 0.331 | 0 |
| Buy And Hold Return (%) | 8106.712 | 8106.712 | 8106.712 | 8106.712 | 8106.712 | 8106.712 |
| Max Trade Drawdown | -66153 | -31923 | -57594 | -23884631 | -12751026 | -14827673 |
| Profit Factor | 5.0073 | 10.7902 | 1.2318 | 1.7945 | 3.2634 | 0.646 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 30 | 20 | 10 | 30 | 20 | 10 |
| Losing Trades | 52 | 21 | 31 | 52 | 21 | 31 |
| Profitability (%) | 36.5854 | 48.7805 | 24.3902 | 36.5854 | 48.7805 | 24.3902 |
| Ratio Avg Win / Avg Loss | 8.6794 | 11.3297 | 3.8186 | 3.1105 | 3.4266 | 2.0025 |
| Largest Winning Trade | 471698 | 471698 | 62168 | 26065199 | 26065199 | 9144556 |
| Largest Losing Trade | -24739 | -23680 | -24739 | -9226172 | -9226172 | -7356192 |
| Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
| Avg Bars in Winners | 81 | 75 | 93 | 81 | 75 | 93 |
| Avg Bars in Losers | 20 | 14 | 23 | 20 | 14 | 23 |
| Bars Traded | 3481 | 1807 | 1673 | 3481 | 1807 | 1673 |
| Profit Streak | 0 | 161.314 | 0 | 0 | 161.314 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -159183 | -144160 | -355005 | -3084 | 547959 | -610466 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758699127827,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
}
}
{
"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": [
[
1413716.7690030355,
1364242.385354857,
49474.3836481789,
38572732.04188618,
48218163.73840313,
-9645431.696516935
],
[
1413.716769,
1364.242385,
49.474384,
38572.732042,
48218.163738,
-9645.431697
],
[
0.755796,
0.729346,
0.02645,
0.319017,
0.33096,
0
],
[
8106.712043,
8106.712043,
8106.712043,
8106.712043,
8106.712043,
8106.712043
],
[
-66153,
-31923,
-57594,
-23884631,
-12751026,
-14827673
],
[
5.007336,
10.790182,
1.231802,
1.794511,
3.263384,
0.64598
],
[
82,
41,
41,
82,
41,
41
],
[
30,
20,
10,
30,
20,
10
],
[
52,
21,
31,
52,
21,
31
],
[
36.585366,
48.780488,
24.390244,
36.585366,
48.780488,
24.390244
],
[
8.679382,
11.329691,
3.818585,
3.110486,
3.426553,
2.002538
],
[
471698,
471698,
62168,
26065199,
26065199,
9144556
],
[
-24739,
-23680,
-24739,
-9226172,
-9226172,
-7356192
],
[
42,
44,
40,
42,
44,
40
],
[
81,
75,
93,
81,
75,
93
],
[
20,
14,
23,
20,
14,
23
],
[
3481,
1807,
1673,
3481,
1807,
1673
],
[
0,
161.313979,
0,
0,
161.313979,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-159183,
-144160,
-355005,
-3084,
547959,
-610466
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758699127827,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
}
}
| # | 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) |
|---|