| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1971151.0698 | 1920731.5974 | 50419.4724 | 35305186.4555 | 25074060.2912 | 10231126.1643 |
| Total P&L (%) | 1971.1511 | 1920.7316 | 50.4195 | 35305.1865 | 25074.0603 | 10231.1262 |
| Avg Daily Profit (%) | 1.059 | 1.0319 | 0.0271 | 0.3158 | 0.2975 | 0.2495 |
| Buy And Hold Return (%) | 7716.832 | 7716.832 | 7716.832 | 7716.832 | 7716.832 | 7716.832 |
| Max Trade Drawdown | -137211 | -99407 | -66350 | -3553627 | -2354107 | -3553627 |
| Profit Factor | 5.993 | 11.9099 | 1.2305 | 3.9008 | 6.3844 | 2.3616 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
| Ratio Avg Win / Avg Loss | 5.2666 | 9.8082 | 1.1536 | 3.428 | 5.2577 | 2.214 |
| Largest Winning Trade | 1111496 | 1111496 | 67341 | 6066293 | 5195323 | 6066293 |
| Largest Losing Trade | -44850 | -44850 | -28983 | -3553627 | -1329157 | -3553627 |
| Avg Bars in Trades | 168 | 174 | 161 | 168 | 174 | 161 |
| Avg Bars in Winners | 240 | 266 | 213 | 240 | 266 | 213 |
| Avg Bars in Losers | 85 | 62 | 106 | 85 | 62 | 106 |
| Bars Traded | 10423 | 5409 | 5014 | 10423 | 5409 | 5014 |
| Profit Streak | 0 | 379.0007 | 0 | 0 | 379.0007 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -301945 | -141915 | -322638 | -143776 | 593159 | -51284 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11168,
"evaluation_days": 1861.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757923256933,
"expiration_time": 1762747776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 201,
"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": [
[
1971151.0697817556,
1920731.5973858503,
50419.4723959056,
35305186.45551969,
25074060.291210316,
10231126.164309375
],
[
1971.15107,
1920.731597,
50.419472,
35305.186456,
25074.060291,
10231.126164
],
[
1.059001,
1.031914,
0.027088,
0.315834,
0.297455,
0.249474
],
[
7716.832008,
7716.832008,
7716.832008,
7716.832008,
7716.832008,
7716.832008
],
[
-137211,
-99407,
-66350,
-3553627,
-2354107,
-3553627
],
[
5.993037,
11.909925,
1.230514,
3.900775,
6.384362,
2.361587
],
[
62,
31,
31,
62,
31,
31
],
[
33,
17,
16,
33,
17,
16
],
[
29,
14,
15,
29,
14,
15
],
[
53.225806,
54.83871,
51.612903,
53.225806,
54.83871,
51.612903
],
[
5.266608,
9.808173,
1.153607,
3.427953,
5.25771,
2.213987
],
[
1111496,
1111496,
67341,
6066293,
5195323,
6066293
],
[
-44850,
-44850,
-28983,
-3553627,
-1329157,
-3553627
],
[
168,
174,
161,
168,
174,
161
],
[
240,
266,
213,
240,
266,
213
],
[
85,
62,
106,
85,
62,
106
],
[
10423,
5409,
5014,
10423,
5409,
5014
],
[
0,
379.000659,
0,
0,
379.000659,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-301945,
-141915,
-322638,
-143776,
593159,
-51284
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11168,
"evaluation_days": 1861.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757923256933,
"expiration_time": 1762747776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 201,
"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) |
|---|