| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1526077.8877 | 1411924.9958 | 114152.8919 | 83010547.9523 | 81692403.8563 | 1318144.096 |
| Total P&L (%) | 1526.0779 | 1411.925 | 114.1529 | 83010.548 | 81692.4039 | 1318.1441 |
| Avg Daily Profit (%) | 0.8176 | 0.7564 | 0.0612 | 0.3608 | 0.36 | 0.1422 |
| Buy And Hold Return (%) | 5165.0076 | 5165.0076 | 5165.0076 | 5165.0076 | 5165.0076 | 5165.0076 |
| Max Trade Drawdown | -90225 | -80026 | -111242 | -44787792 | -18567261 | -32917810 |
| Profit Factor | 3.1898 | 4.9946 | 1.3324 | 1.5728 | 2.1486 | 1.0179 |
| Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
| Losing Trades | 99 | 47 | 52 | 99 | 47 | 52 |
| Profitability (%) | 43.4286 | 45.977 | 40.9091 | 43.4286 | 45.977 | 40.9091 |
| Ratio Avg Win / Avg Loss | 4.1552 | 5.8687 | 1.9246 | 2.0488 | 2.5246 | 1.4702 |
| Largest Winning Trade | 356683 | 356683 | 67194 | 30081116 | 30081116 | 18645990 |
| Largest Losing Trade | -24285 | -22186 | -24285 | -12469135 | -12469135 | -10718747 |
| Avg Bars in Trades | 124 | 126 | 122 | 124 | 126 | 122 |
| Avg Bars in Winners | 197 | 199 | 195 | 197 | 199 | 195 |
| Avg Bars in Losers | 68 | 64 | 71 | 68 | 64 | 71 |
| Bars Traded | 21735 | 10999 | 10736 | 21735 | 10999 | 10736 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148139 | -147079 | -279504 | 382880 | 417810 | -373331 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22399,
"evaluation_days": 1866.58,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598904000000,
"last_datapoint_time": 1758434400000,
"evaluation_time": 1758438966212,
"expiration_time": 1764240220800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 22,
"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": [
[
1526077.8876716718,
1411924.99579448,
114152.891877192,
83010547.95230132,
81692403.8562919,
1318144.0960094212
],
[
1526.077888,
1411.924996,
114.152892,
83010.547952,
81692.403856,
1318.144096
],
[
0.81758,
0.756424,
0.061156,
0.360814,
0.359954,
0.142175
],
[
5165.007578,
5165.007578,
5165.007578,
5165.007578,
5165.007578,
5165.007578
],
[
-90225,
-80026,
-111242,
-44787792,
-18567261,
-32917810
],
[
3.18983,
4.994627,
1.332384,
1.572835,
2.148601,
1.017864
],
[
175,
87,
88,
175,
87,
88
],
[
76,
40,
36,
76,
40,
36
],
[
99,
47,
52,
99,
47,
52
],
[
43.428571,
45.977011,
40.909091,
43.428571,
45.977011,
40.909091
],
[
4.155174,
5.868687,
1.924554,
2.048824,
2.524606,
1.470248
],
[
356683,
356683,
67194,
30081116,
30081116,
18645990
],
[
-24285,
-22186,
-24285,
-12469135,
-12469135,
-10718747
],
[
124,
126,
122,
124,
126,
122
],
[
197,
199,
195,
197,
199,
195
],
[
68,
64,
71,
68,
64,
71
],
[
21735,
10999,
10736,
21735,
10999,
10736
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148139,
-147079,
-279504,
382880,
417810,
-373331
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22399,
"evaluation_days": 1866.58,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598904000000,
"last_datapoint_time": 1758434400000,
"evaluation_time": 1758438966212,
"expiration_time": 1764240220800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 22,
"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) |
|---|