| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1375751.4542 | 1316084.1389 | 59667.3153 | 26765175.2183 | 40925311.0426 | -14160135.8243 |
| Total P&L (%) | 1375.7515 | 1316.0841 | 59.6673 | 26765.1752 | 40925.311 | -14160.1358 |
| Avg Daily Profit (%) | 0.7421 | 0.7099 | 0.0322 | 0.3022 | 0.3251 | 0 |
| Buy And Hold Return (%) | 6266.8224 | 6266.8224 | 6266.8224 | 6266.8224 | 6266.8224 | 6266.8224 |
| Max Trade Drawdown | -72830 | -35145 | -92116 | -23929502 | -9848241 | -23949926 |
| Profit Factor | 4.9453 | 11.1287 | 1.2727 | 1.5125 | 2.9036 | 0.5392 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
| Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Profitability (%) | 44.4444 | 51.6129 | 37.5 | 44.4444 | 51.6129 | 37.5 |
| Ratio Avg Win / Avg Loss | 6.1816 | 10.4332 | 2.1212 | 1.8906 | 2.7221 | 0.8987 |
| Largest Winning Trade | 560141 | 560141 | 62339 | 22474865 | 22474865 | 4936627 |
| Largest Losing Trade | -50184 | -29034 | -50184 | -10371689 | -6292617 | -10371689 |
| Avg Bars in Trades | 171 | 143 | 199 | 171 | 143 | 199 |
| Avg Bars in Winners | 276 | 227 | 342 | 276 | 227 | 342 |
| Avg Bars in Losers | 88 | 53 | 114 | 88 | 53 | 114 |
| Bars Traded | 10833 | 4440 | 6393 | 10833 | 4440 | 6393 |
| 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 | -298789 | -144684 | -319534 | -144015 | 522248 | -585671 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11123,
"evaluation_days": 1853.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1757275200000,
"evaluation_time": 1757288531617,
"expiration_time": 1762080336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 20,
"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": [
[
1375751.454167829,
1316084.1389126955,
59667.3152551334,
26765175.21834961,
40925311.042640224,
-14160135.824290618
],
[
1375.751454,
1316.084139,
59.667315,
26765.175218,
40925.311043,
-14160.135824
],
[
0.742113,
0.709927,
0.032186,
0.302178,
0.325086,
0
],
[
6266.82243,
6266.82243,
6266.82243,
6266.82243,
6266.82243,
6266.82243
],
[
-72830,
-35145,
-92116,
-23929502,
-9848241,
-23949926
],
[
4.945278,
11.128719,
1.272737,
1.512466,
2.903565,
0.539192
],
[
63,
31,
32,
63,
31,
32
],
[
28,
16,
12,
28,
16,
12
],
[
35,
15,
20,
35,
15,
20
],
[
44.444444,
51.612903,
37.5,
44.444444,
51.612903,
37.5
],
[
6.181597,
10.433174,
2.121228,
1.890582,
2.722092,
0.898653
],
[
560141,
560141,
62339,
22474865,
22474865,
4936627
],
[
-50184,
-29034,
-50184,
-10371689,
-6292617,
-10371689
],
[
171,
143,
199,
171,
143,
199
],
[
276,
227,
342,
276,
227,
342
],
[
88,
53,
114,
88,
53,
114
],
[
10833,
4440,
6393,
10833,
4440,
6393
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-298789,
-144684,
-319534,
-144015,
522248,
-585671
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11123,
"evaluation_days": 1853.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1757275200000,
"evaluation_time": 1757288531617,
"expiration_time": 1762080336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 20,
"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) |
|---|