| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1076875.5697 | 1056432.3966 | 20443.1732 | 13691948.0339 | 25119101.9377 | -11427153.9038 |
| Total P&L (%) | 1076.8756 | 1056.4324 | 20.4432 | 13691.948 | 25119.1019 | -11427.1539 |
| Avg Daily Profit (%) | 0.5765 | 0.5655 | 0.0109 | 0.2641 | 0.2965 | 0 |
| Buy And Hold Return (%) | 6114.9059 | 6114.9059 | 6114.9059 | 6114.9059 | 6114.9059 | 6114.9059 |
| Max Trade Drawdown | -120987 | -89300 | -131857 | -12087830 | -5297246 | -14670458 |
| Profit Factor | 2.0464 | 3.2965 | 1.0359 | 1.1864 | 1.8034 | 0.7291 |
| Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
| Winning Trades | 143 | 67 | 76 | 143 | 67 | 76 |
| Losing Trades | 153 | 81 | 72 | 153 | 81 | 72 |
| Profitability (%) | 48.3108 | 45.2703 | 51.3514 | 48.3108 | 45.2703 | 51.3514 |
| Ratio Avg Win / Avg Loss | 2.1896 | 3.9854 | 0.9814 | 1.2694 | 2.1803 | 0.6908 |
| Largest Winning Trade | 310897 | 310897 | 67703 | 7632288 | 7632288 | 5930406 |
| Largest Losing Trade | -31668 | -21758 | -31668 | -3480596 | -3248282 | -3480596 |
| Avg Bars in Trades | 74 | 73 | 75 | 74 | 73 | 75 |
| Avg Bars in Winners | 110 | 112 | 108 | 110 | 112 | 108 |
| Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
| Bars Traded | 22041 | 10911 | 11130 | 22041 | 10911 | 11130 |
| Profit Streak | 0 | 16.9184 | 0 | 0 | 16.9184 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149741 | -149743 | -526658 | -11294 | 314154 | -580765 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22417,
"evaluation_days": 1868.08,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598414400000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758686549175,
"expiration_time": 1764374486400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
1076875.569709451,
1056432.3965507282,
20443.1731587218,
13691948.033869047,
25119101.937698588,
-11427153.90382954
],
[
1076.87557,
1056.432397,
20.443173,
13691.948034,
25119.101938,
-11427.153904
],
[
0.576461,
0.565518,
0.010943,
0.264077,
0.296474,
0
],
[
6114.905852,
6114.905852,
6114.905852,
6114.905852,
6114.905852,
6114.905852
],
[
-120987,
-89300,
-131857,
-12087830,
-5297246,
-14670458
],
[
2.046447,
3.296543,
1.035924,
1.18641,
1.803436,
0.729126
],
[
296,
148,
148,
296,
148,
148
],
[
143,
67,
76,
143,
67,
76
],
[
153,
81,
72,
153,
81,
72
],
[
48.310811,
45.27027,
51.351351,
48.310811,
45.27027,
51.351351
],
[
2.189555,
3.985373,
0.981402,
1.269376,
2.180274,
0.690751
],
[
310897,
310897,
67703,
7632288,
7632288,
5930406
],
[
-31668,
-21758,
-31668,
-3480596,
-3248282,
-3480596
],
[
74,
73,
75,
74,
73,
75
],
[
110,
112,
108,
110,
112,
108
],
[
41,
42,
40,
41,
42,
40
],
[
22041,
10911,
11130,
22041,
10911,
11130
],
[
0,
16.918393,
0,
0,
16.918393,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149741,
-149743,
-526658,
-11294,
314154,
-580765
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22417,
"evaluation_days": 1868.08,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598414400000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758686549175,
"expiration_time": 1764374486400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|