| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2285918.1997 | 19660.2659 | -2305578.4656 | -3937335.8555 | -22696679.7363 | 18759343.8808 |
| Total P&L (%) | -2285.9182 | 19.6603 | -2305.5785 | -3937.3359 | -22696.6797 | 18759.3439 |
| Avg Daily Profit (%) | -1.2261 | 0.0105 | -1.2366 | 0 | 0 | 0.2814 |
| Buy And Hold Return (%) | 6124.0121 | 6124.0121 | 6124.0121 | 6124.0121 | 6124.0121 | 6124.0121 |
| Max Trade Drawdown | -2380874 | -125844 | -2352352 | -35476184 | -26206867 | -16304199 |
| Profit Factor | 0.1778 | 1.0883 | 0.0985 | 0.9298 | 0.2778 | 1.7614 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 58 | 28 | 30 | 41 | 18 | 23 |
| Losing Trades | 23 | 13 | 10 | 40 | 23 | 17 |
| Profitability (%) | 71.6049 | 68.2927 | 75 | 50.6173 | 43.9024 | 57.5 |
| Ratio Avg Win / Avg Loss | 0.0705 | 0.5053 | 0.0328 | 0.9071 | 0.355 | 1.3019 |
| Largest Winning Trade | 33486 | 33486 | 27753 | 20419907 | 3077579 | 20419907 |
| Largest Losing Trade | -1574802 | -60151 | -1574802 | -12690128 | -10996940 | -12690128 |
| Avg Bars in Trades | 266 | 265 | 266 | 266 | 265 | 266 |
| Avg Bars in Winners | 105 | 124 | 87 | 209 | 182 | 230 |
| Avg Bars in Losers | 672 | 570 | 804 | 324 | 330 | 316 |
| Bars Traded | 21567 | 10893 | 10674 | 21567 | 10893 | 10674 |
| Profit Streak | 47.2584 | 154.1751 | 0 | 0 | 0 | 75.9251 |
| Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -593417 | -465810 | -577509 | -596975 | -583113 | 340761 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22373,
"evaluation_days": 1864.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1758247200000,
"evaluation_time": 1758247928277,
"expiration_time": 1764046281600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 226,
"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": [
[
-2285918.1997199897,
19660.2659220683,
-2305578.4656420588,
-3937335.855523573,
-22696679.73627827,
18759343.880754698
],
[
-2285.9182,
19.660266,
-2305.578466,
-3937.335856,
-22696.679736,
18759.343881
],
[
-1.226075,
0.010545,
-1.23662,
0,
0,
0.281426
],
[
6124.012082,
6124.012082,
6124.012082,
6124.012082,
6124.012082,
6124.012082
],
[
-2380874,
-125844,
-2352352,
-35476184,
-26206867,
-16304199
],
[
0.177805,
1.088289,
0.098533,
0.929776,
0.277834,
1.76135
],
[
81,
41,
40,
81,
41,
40
],
[
58,
28,
30,
41,
18,
23
],
[
23,
13,
10,
40,
23,
17
],
[
71.604938,
68.292683,
75,
50.617284,
43.902439,
57.5
],
[
0.070509,
0.505277,
0.032844,
0.907099,
0.35501,
1.301867
],
[
33486,
33486,
27753,
20419907,
3077579,
20419907
],
[
-1574802,
-60151,
-1574802,
-12690128,
-10996940,
-12690128
],
[
266,
265,
266,
266,
265,
266
],
[
105,
124,
87,
209,
182,
230
],
[
672,
570,
804,
324,
330,
316
],
[
21567,
10893,
10674,
21567,
10893,
10674
],
[
47.258429,
154.175096,
0,
0,
0,
75.925096
],
[
1,
4,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-593417,
-465810,
-577509,
-596975,
-583113,
340761
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22373,
"evaluation_days": 1864.42,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1758247200000,
"evaluation_time": 1758247928277,
"expiration_time": 1764046281600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 226,
"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) |
|---|