| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1498834.0288 | 75013.4387 | -1573847.4675 | -2218743.4234 | -29795465.8406 | 27576722.4171 |
| Total P&L (%) | -1498.834 | 75.0134 | -1573.8475 | -2218.7434 | -29795.4658 | 27576.7224 |
| Avg Daily Profit (%) | -0.8087 | 0.0405 | -0.8492 | 0 | 0 | 0.3039 |
| Buy And Hold Return (%) | 4698.1439 | 4698.1439 | 4698.1439 | 4698.1439 | 4698.1439 | 4698.1439 |
| Max Trade Drawdown | -1673869 | -164651 | -1674397 | -36813486 | -32384219 | -8203184 |
| Profit Factor | 0.2755 | 1.3358 | 0.1471 | 0.9568 | 0.1772 | 2.8169 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 49 | 25 | 24 | 30 | 12 | 18 |
| Losing Trades | 19 | 9 | 10 | 38 | 22 | 16 |
| Profitability (%) | 72.0588 | 73.5294 | 70.5882 | 44.1176 | 35.2941 | 52.9412 |
| Ratio Avg Win / Avg Loss | 0.1068 | 0.4809 | 0.0613 | 1.212 | 0.3249 | 2.5039 |
| Largest Winning Trade | 75286 | 75286 | 44010 | 27874418 | 3345602 | 27874418 |
| Largest Losing Trade | -912012 | -58726 | -912012 | -15297447 | -15297447 | -5175298 |
| Avg Bars in Trades | 318 | 317 | 318 | 318 | 317 | 318 |
| Avg Bars in Winners | 145 | 190 | 98 | 276 | 255 | 291 |
| Avg Bars in Losers | 763 | 672 | 846 | 350 | 352 | 349 |
| Bars Traded | 21638 | 10810 | 10828 | 21638 | 10810 | 10828 |
| Profit Streak | 35.5871 | 143.5871 | 0 | 0 | 0 | 87.0871 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -690875 | -301599 | -578126 | -695176 | -586514 | 520954 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22241,
"evaluation_days": 1853.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598767200000,
"last_datapoint_time": 1757296800000,
"evaluation_time": 1757297121368,
"expiration_time": 1763061667200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 220,
"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": [
[
-1498834.0288079698,
75013.4386866478,
-1573847.4674946184,
-2218743.4234119104,
-29795465.84055746,
27576722.41714555
],
[
-1498.834029,
75.013439,
-1573.847467,
-2218.743423,
-29795.465841,
27576.722417
],
[
-0.808686,
0.040473,
-0.849159,
0,
0,
0.303855
],
[
4698.143852,
4698.143852,
4698.143852,
4698.143852,
4698.143852,
4698.143852
],
[
-1673869,
-164651,
-1674397,
-36813486,
-32384219,
-8203184
],
[
0.275492,
1.335814,
0.147143,
0.956826,
0.177223,
2.816931
],
[
68,
34,
34,
68,
34,
34
],
[
49,
25,
24,
30,
12,
18
],
[
19,
9,
10,
38,
22,
16
],
[
72.058824,
73.529412,
70.588235,
44.117647,
35.294118,
52.941176
],
[
0.106823,
0.480893,
0.06131,
1.21198,
0.324909,
2.503939
],
[
75286,
75286,
44010,
27874418,
3345602,
27874418
],
[
-912012,
-58726,
-912012,
-15297447,
-15297447,
-5175298
],
[
318,
317,
318,
318,
317,
318
],
[
145,
190,
98,
276,
255,
291
],
[
763,
672,
846,
350,
352,
349
],
[
21638,
10810,
10828,
21638,
10810,
10828
],
[
35.587053,
143.587053,
0,
0,
0,
87.087053
],
[
1,
3,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-690875,
-301599,
-578126,
-695176,
-586514,
520954
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22241,
"evaluation_days": 1853.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598767200000,
"last_datapoint_time": 1757296800000,
"evaluation_time": 1757297121368,
"expiration_time": 1763061667200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 220,
"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) |
|---|