| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2414919.7313 | -27297.6734 | -2387622.0579 | -1457153.6458 | -19553392.3002 | 18096238.6544 |
| Total P&L (%) | -2414.9197 | -27.2977 | -2387.6221 | -1457.1536 | -19553.3923 | 18096.2387 |
| Avg Daily Profit (%) | -1.2924 | -0.0146 | -1.2778 | 0 | 0 | 0.2789 |
| Buy And Hold Return (%) | 7820.6914 | 7820.6914 | 7820.6914 | 7820.6914 | 7820.6914 | 7820.6914 |
| Max Trade Drawdown | -2471151 | -139454 | -2419562 | -23854381 | -20162074 | -6994602 |
| Profit Factor | 0.1418 | 0.8813 | 0.076 | 0.9602 | 0.2006 | 2.4854 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 65 | 32 | 33 | 46 | 20 | 26 |
| Losing Trades | 23 | 12 | 11 | 42 | 24 | 18 |
| Profitability (%) | 73.8636 | 72.7273 | 75 | 52.2727 | 45.4545 | 59.0909 |
| Ratio Avg Win / Avg Loss | 0.0502 | 0.3305 | 0.0253 | 0.8767 | 0.2408 | 1.7207 |
| Largest Winning Trade | 27929 | 27929 | 18811 | 22103361 | 1689304 | 22103361 |
| Largest Losing Trade | -1636583 | -62929 | -1636583 | -9456535 | -9456535 | -5128178 |
| Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
| Avg Bars in Winners | 14 | 17 | 12 | 33 | 30 | 36 |
| Avg Bars in Losers | 108 | 91 | 127 | 45 | 43 | 48 |
| Bars Traded | 3443 | 1640 | 1804 | 3443 | 1640 | 1804 |
| Profit Streak | 50.5647 | 74.5647 | 0 | 0 | 0 | 102.0647 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576607 | -577215 | -577478 | -580248 | -582487 | 376205 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3737,
"evaluation_days": 1868.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601380800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758504788009,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 100,
"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": [
[
-2414919.7313070046,
-27297.6733699243,
-2387622.05793708,
-1457153.6458146998,
-19553392.30017697,
18096238.654362276
],
[
-2414.919731,
-27.297673,
-2387.622058,
-1457.153646,
-19553.3923,
18096.238654
],
[
-1.292438,
-0.014609,
-1.277828,
0,
0,
0.27889
],
[
7820.691408,
7820.691408,
7820.691408,
7820.691408,
7820.691408,
7820.691408
],
[
-2471151,
-139454,
-2419562,
-23854381,
-20162074,
-6994602
],
[
0.141825,
0.881339,
0.075987,
0.960235,
0.200647,
2.485404
],
[
88,
44,
44,
88,
44,
44
],
[
65,
32,
33,
46,
20,
26
],
[
23,
12,
11,
42,
24,
18
],
[
73.863636,
72.727273,
75,
52.272727,
45.454545,
59.090909
],
[
0.050184,
0.330502,
0.025329,
0.876736,
0.240776,
1.720665
],
[
27929,
27929,
18811,
22103361,
1689304,
22103361
],
[
-1636583,
-62929,
-1636583,
-9456535,
-9456535,
-5128178
],
[
39,
37,
41,
39,
37,
41
],
[
14,
17,
12,
33,
30,
36
],
[
108,
91,
127,
45,
43,
48
],
[
3443,
1640,
1804,
3443,
1640,
1804
],
[
50.564676,
74.564676,
0,
0,
0,
102.064676
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576607,
-577215,
-577478,
-580248,
-582487,
376205
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3737,
"evaluation_days": 1868.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601380800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758504788009,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 100,
"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) |
|---|