| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 9647452.3566 | 9731776.7303 | -84324.3737 | 1540956.6141 | 4626776.7259 | -3085820.1118 |
| Total P&L (%) | 9647.4524 | 9731.7767 | -84.3244 | 1540.9566 | 4626.7767 | -3085.8201 |
| Avg Daily Profit (%) | 5.1861 | 5.2314 | -0.0453 | 0.1505 | 0.2075 | 0 |
| Buy And Hold Return (%) | 5926.6801 | 5926.6801 | 5926.6801 | 5926.6801 | 5926.6801 | 5926.6801 |
| Max Trade Drawdown | -276585 | -235041 | -99887 | -9739667 | -7464990 | -3099994 |
| Profit Factor | 17.5938 | 24.8564 | 0.5139 | 1.1079 | 1.4629 | 0.2811 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
| Profitability (%) | 35.1648 | 37.7778 | 32.6087 | 35.1648 | 37.7778 | 32.6087 |
| Ratio Avg Win / Avg Loss | 32.4386 | 40.94 | 1.062 | 2.0426 | 2.4095 | 0.5809 |
| Largest Winning Trade | 9426092 | 9426092 | 14552 | 9931196 | 9931196 | 236303 |
| Largest Losing Trade | -56385 | -56385 | -20516 | -2100139 | -2100139 | -971804 |
| Avg Bars in Trades | 230 | 443 | 22 | 230 | 443 | 22 |
| Avg Bars in Winners | 467 | 859 | 22 | 467 | 859 | 22 |
| Avg Bars in Losers | 102 | 190 | 21 | 102 | 190 | 21 |
| Bars Traded | 20974 | 19957 | 1017 | 20974 | 19957 | 1017 |
| Profit Streak | 0 | 97.4912 | 0 | 0 | 97.4912 | 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 | 344713 | 398495 | -585523 | -264460 | -159612 | -587189 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22323,
"evaluation_days": 1860.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757893635827,
"expiration_time": 1763673321600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 177,
"offset": 0,
"std": 4.45086
}
}
}
{
"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": [
[
9647452.35656919,
9731776.730312977,
-84324.3737437883,
1540956.6141065815,
4626776.7259201305,
-3085820.1118135494
],
[
9647.452357,
9731.77673,
-84.324374,
1540.956614,
4626.776726,
-3085.820112
],
[
5.186105,
5.231435,
-0.04533,
0.150516,
0.20749,
0
],
[
5926.680091,
5926.680091,
5926.680091,
5926.680091,
5926.680091,
5926.680091
],
[
-276585,
-235041,
-99887,
-9739667,
-7464990,
-3099994
],
[
17.593791,
24.856425,
0.513864,
1.107859,
1.462934,
0.281086
],
[
91,
45,
46,
91,
45,
46
],
[
32,
17,
15,
32,
17,
15
],
[
59,
28,
31,
59,
28,
31
],
[
35.164835,
37.777778,
32.608696,
35.164835,
37.777778,
32.608696
],
[
32.438552,
40.939994,
1.061985,
2.042615,
2.409539,
0.580911
],
[
9426092,
9426092,
14552,
9931196,
9931196,
236303
],
[
-56385,
-56385,
-20516,
-2100139,
-2100139,
-971804
],
[
230,
443,
22,
230,
443,
22
],
[
467,
859,
22,
467,
859,
22
],
[
102,
190,
21,
102,
190,
21
],
[
20974,
19957,
1017,
20974,
19957,
1017
],
[
0,
97.491155,
0,
0,
97.491155,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344713,
398495,
-585523,
-264460,
-159612,
-587189
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22323,
"evaluation_days": 1860.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757893635827,
"expiration_time": 1763673321600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 177,
"offset": 0,
"std": 4.45086
}
}
}
| # | 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) |
|---|