| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1619413.5938 | 1520515.0999 | 98898.4938 | 72000240.8726 | 65271512.8524 | 6728728.0202 |
| Total P&L (%) | 1619.4136 | 1520.5151 | 98.8985 | 72000.2409 | 65271.5129 | 6728.728 |
| Avg Daily Profit (%) | 0.8714 | 0.8182 | 0.0532 | 0.3547 | 0.3494 | 0.2275 |
| Buy And Hold Return (%) | 7648.3148 | 7648.3148 | 7648.3148 | 7648.3148 | 7648.3148 | 7648.3148 |
| Max Trade Drawdown | -89943 | -48699 | -81676 | -12560835 | -4803402 | -16718904 |
| Profit Factor | 5.1462 | 9.7009 | 1.4582 | 2.2711 | 4.003 | 1.1927 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 42.5532 | 40.4255 | 44.6809 | 42.5532 | 40.4255 | 44.6809 |
| Ratio Avg Win / Avg Loss | 6.9473 | 14.2961 | 1.8054 | 3.066 | 5.8991 | 1.4767 |
| Largest Winning Trade | 571243 | 571243 | 64920 | 23453447 | 23453447 | 18731919 |
| Largest Losing Trade | -34049 | -34049 | -32379 | -7757432 | -4704006 | -7757432 |
| Avg Bars in Trades | 230 | 226 | 234 | 230 | 226 | 234 |
| Avg Bars in Winners | 451 | 483 | 421 | 451 | 483 | 421 |
| Avg Bars in Losers | 67 | 52 | 82 | 67 | 52 | 82 |
| Bars Traded | 21668 | 10665 | 11003 | 21668 | 10665 | 11003 |
| Profit Streak | 0 | 73.8951 | 0 | 0 | 73.8951 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147293 | -146744 | -287454 | 397376 | 493286 | -167995 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22301,
"evaluation_days": 1858.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1757728800000,
"evaluation_time": 1757734138423,
"expiration_time": 1763509219200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 219,
"a": 0.49168
}
},
"second_band": {
"type": "midprice",
"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": [
[
1619413.5937665398,
1520515.099929934,
98898.4938366049,
72000240.8726134,
65271512.852424204,
6728728.020189182
],
[
1619.413594,
1520.5151,
98.898494,
72000.240873,
65271.512852,
6728.72802
],
[
0.871393,
0.818176,
0.053216,
0.354726,
0.349436,
0.227533
],
[
7648.31475,
7648.31475,
7648.31475,
7648.31475,
7648.31475,
7648.31475
],
[
-89943,
-48699,
-81676,
-12560835,
-4803402,
-16718904
],
[
5.146163,
9.700914,
1.458229,
2.271082,
4.002974,
1.192749
],
[
94,
47,
47,
94,
47,
47
],
[
40,
19,
21,
40,
19,
21
],
[
54,
28,
26,
54,
28,
26
],
[
42.553191,
40.425532,
44.680851,
42.553191,
40.425532,
44.680851
],
[
6.94732,
14.296083,
1.805426,
3.065961,
5.89912,
1.476737
],
[
571243,
571243,
64920,
23453447,
23453447,
18731919
],
[
-34049,
-34049,
-32379,
-7757432,
-4704006,
-7757432
],
[
230,
226,
234,
230,
226,
234
],
[
451,
483,
421,
451,
483,
421
],
[
67,
52,
82,
67,
52,
82
],
[
21668,
10665,
11003,
21668,
10665,
11003
],
[
0,
73.895121,
0,
0,
73.895121,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147293,
-146744,
-287454,
397376,
493286,
-167995
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22301,
"evaluation_days": 1858.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1757728800000,
"evaluation_time": 1757734138423,
"expiration_time": 1763509219200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 219,
"a": 0.49168
}
},
"second_band": {
"type": "midprice",
"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) |
|---|