| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1350935.3467 | 1363749.8356 | -12814.489 | 7546177.4324 | 14207176.5003 | -6660999.0679 |
| Total P&L (%) | 1350.9353 | 1363.7498 | -12.8145 | 7546.1774 | 14207.1765 | -6660.9991 |
| Avg Daily Profit (%) | 0.7229 | 0.7298 | -0.0069 | 0.2323 | 0.266 | 0 |
| Buy And Hold Return (%) | 7849.9133 | 7849.9133 | 7849.9133 | 7849.9133 | 7849.9133 | 7849.9133 |
| Max Trade Drawdown | -67372 | -36287 | -115746 | -7146011 | -1367847 | -10001399 |
| Profit Factor | 4.0552 | 9.8827 | 0.9556 | 1.4793 | 4.2701 | 0.4157 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Profitability (%) | 50 | 56.25 | 43.75 | 50 | 56.25 | 43.75 |
| Ratio Avg Win / Avg Loss | 4.0552 | 7.6865 | 1.2286 | 1.4793 | 3.3212 | 0.5344 |
| Largest Winning Trade | 700631 | 700631 | 61018 | 8312871 | 8312871 | 1644656 |
| Largest Losing Trade | -46824 | -25784 | -46824 | -3310334 | -1210177 | -3310334 |
| Avg Bars in Trades | 107 | 109 | 106 | 107 | 109 | 106 |
| Avg Bars in Winners | 151 | 146 | 157 | 151 | 146 | 157 |
| Avg Bars in Losers | 64 | 60 | 67 | 64 | 60 | 67 |
| Bars Traded | 6906 | 3491 | 3415 | 6906 | 3491 | 3415 |
| Profit Streak | 0 | 231.4838 | 0 | 0 | 231.4838 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -289668 | -142550 | -581574 | -299783 | 354163 | -583240 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7475,
"evaluation_days": 1868.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600711200000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758584198172,
"expiration_time": 1763407800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 79,
"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": [
[
1350935.346660046,
1363749.8356494745,
-12814.4889894285,
7546177.432368491,
14207176.500259576,
-6660999.067891085
],
[
1350.935347,
1363.749836,
-12.814489,
7546.177432,
14207.1765,
-6660.999068
],
[
0.722909,
0.729766,
-0.006857,
0.232339,
0.26595,
0
],
[
7849.91327,
7849.91327,
7849.91327,
7849.91327,
7849.91327,
7849.91327
],
[
-67372,
-36287,
-115746,
-7146011,
-1367847,
-10001399
],
[
4.055204,
9.882688,
0.955605,
1.479314,
4.270134,
0.41566
],
[
64,
32,
32,
64,
32,
32
],
[
32,
18,
14,
32,
18,
14
],
[
32,
14,
18,
32,
14,
18
],
[
50,
56.25,
43.75,
50,
56.25,
43.75
],
[
4.055204,
7.686535,
1.228635,
1.479314,
3.321215,
0.53442
],
[
700631,
700631,
61018,
8312871,
8312871,
1644656
],
[
-46824,
-25784,
-46824,
-3310334,
-1210177,
-3310334
],
[
107,
109,
106,
107,
109,
106
],
[
151,
146,
157,
151,
146,
157
],
[
64,
60,
67,
64,
60,
67
],
[
6906,
3491,
3415,
6906,
3491,
3415
],
[
0,
231.483775,
0,
0,
231.483775,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-289668,
-142550,
-581574,
-299783,
354163,
-583240
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7475,
"evaluation_days": 1868.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600711200000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758584198172,
"expiration_time": 1763407800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 79,
"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) |
|---|