| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2815358.6949 | -43611.6429 | -2771747.052 | -706209.1984 | -20310628.2971 | 19604419.0986 |
| Total P&L (%) | -2815.3587 | -43.6116 | -2771.7471 | -706.2092 | -20310.6283 | 19604.4191 |
| Avg Daily Profit (%) | -1.5051 | -0.0233 | -1.4818 | 0 | 0 | 0.2829 |
| Buy And Hold Return (%) | 6967.0145 | 6967.0145 | 6967.0145 | 6967.0145 | 6967.0145 | 6967.0145 |
| Max Trade Drawdown | -2899621 | -158681 | -2809868 | -22984021 | -21124668 | -4416014 |
| Profit Factor | 0.129 | 0.8348 | 0.0663 | 0.9787 | 0.1744 | 3.2847 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 72 | 36 | 36 | 41 | 17 | 24 |
| Losing Trades | 24 | 12 | 12 | 55 | 31 | 24 |
| Profitability (%) | 75 | 75 | 75 | 42.7083 | 35.4167 | 50 |
| Ratio Avg Win / Avg Loss | 0.043 | 0.2783 | 0.0221 | 1.3129 | 0.318 | 3.2847 |
| Largest Winning Trade | 16877 | 16682 | 16877 | 23812426 | 1753723 | 23812426 |
| Largest Losing Trade | -1998919 | -64124 | -1998919 | -9866196 | -9866196 | -2916174 |
| Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
| Avg Bars in Winners | 11 | 14 | 9 | 30 | 21 | 36 |
| Avg Bars in Losers | 108 | 99 | 118 | 39 | 42 | 36 |
| Bars Traded | 3448 | 1692 | 1756 | 3448 | 1692 | 1756 |
| Profit Streak | 53.3493 | 76.3493 | 53.3493 | 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 | -575595 | -576483 | -576885 | -581691 | -586360 | 426154 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758702178535,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 103,
"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": [
[
-2815358.69487962,
-43611.6429181697,
-2771747.051961452,
-706209.1984280436,
-20310628.29707172,
19604419.098643668
],
[
-2815.358695,
-43.611643,
-2771.747052,
-706.209198,
-20310.628297,
19604.419099
],
[
-1.505137,
-0.023316,
-1.481821,
0,
0,
0.28286
],
[
6967.014501,
6967.014501,
6967.014501,
6967.014501,
6967.014501,
6967.014501
],
[
-2899621,
-158681,
-2809868,
-22984021,
-21124668,
-4416014
],
[
0.129045,
0.834841,
0.06626,
0.978716,
0.174371,
3.284713
],
[
96,
48,
48,
96,
48,
48
],
[
72,
36,
36,
41,
17,
24
],
[
24,
12,
12,
55,
31,
24
],
[
75,
75,
75,
42.708333,
35.416667,
50
],
[
0.043015,
0.27828,
0.022087,
1.312912,
0.31797,
3.284713
],
[
16877,
16682,
16877,
23812426,
1753723,
23812426
],
[
-1998919,
-64124,
-1998919,
-9866196,
-9866196,
-2916174
],
[
35,
35,
36,
35,
35,
36
],
[
11,
14,
9,
30,
21,
36
],
[
108,
99,
118,
39,
42,
36
],
[
3448,
1692,
1756,
3448,
1692,
1756
],
[
53.349288,
76.349289,
53.349289,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575595,
-576483,
-576885,
-581691,
-586360,
426154
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758702178535,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 103,
"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) |
|---|