| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 802521.4865 | 823727.8728 | -21206.3862 | 4849383.6213 | 21986879.3956 | -17137495.7743 |
| Total P&L (%) | 802.5215 | 823.7279 | -21.2064 | 4849.3836 | 21986.8794 | -17137.4958 |
| Avg Daily Profit (%) | 0.4318 | 0.4432 | -0.0114 | 0.2101 | 0.2908 | 0 |
| Buy And Hold Return (%) | 7299.1059 | 7299.1059 | 7299.1059 | 7299.1059 | 7299.1059 | 7299.1059 |
| Max Trade Drawdown | -128115 | -56740 | -212236 | -17992481 | -6480060 | -27891799 |
| Profit Factor | 1.793 | 3.2382 | 0.9671 | 1.0809 | 2.2621 | 0.5973 |
| Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
| Winning Trades | 108 | 65 | 43 | 108 | 65 | 43 |
| Losing Trades | 109 | 43 | 66 | 109 | 43 | 66 |
| Profitability (%) | 49.7696 | 60.1852 | 39.4495 | 49.7696 | 60.1852 | 39.4495 |
| Ratio Avg Win / Avg Loss | 1.8096 | 2.1422 | 1.4843 | 1.0909 | 1.4964 | 0.9168 |
| Largest Winning Trade | 185783 | 185783 | 49623 | 4723410 | 4723410 | 2595008 |
| Largest Losing Trade | -50202 | -48051 | -50202 | -8063283 | -4643327 | -8063283 |
| Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
| Avg Bars in Winners | 60 | 52 | 71 | 60 | 52 | 71 |
| Avg Bars in Losers | 39 | 52 | 30 | 39 | 52 | 30 |
| Bars Traded | 10764 | 5700 | 5064 | 10764 | 5700 | 5064 |
| 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 | -151312 | -148418 | -583478 | -288197 | 358641 | -585145 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11152,
"evaluation_days": 1858.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600156800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757700484784,
"expiration_time": 1762510464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 174,
"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": [
[
802521.4865447801,
823727.8727562508,
-21206.3862114707,
4849383.621342377,
21986879.395628653,
-17137495.774286274
],
[
802.521487,
823.727873,
-21.206386,
4849.383621,
21986.879396,
-17137.495774
],
[
0.431772,
0.443181,
-0.011409,
0.210147,
0.290822,
0
],
[
7299.105904,
7299.105904,
7299.105904,
7299.105904,
7299.105904,
7299.105904
],
[
-128115,
-56740,
-212236,
-17992481,
-6480060,
-27891799
],
[
1.793022,
3.238185,
0.967068,
1.080852,
2.262063,
0.59731
],
[
217,
108,
109,
217,
108,
109
],
[
108,
65,
43,
108,
65,
43
],
[
109,
43,
66,
109,
43,
66
],
[
49.769585,
60.185185,
39.449541,
49.769585,
60.185185,
39.449541
],
[
1.809624,
2.142184,
1.484337,
1.090859,
1.496441,
0.916801
],
[
185783,
185783,
49623,
4723410,
4723410,
2595008
],
[
-50202,
-48051,
-50202,
-8063283,
-4643327,
-8063283
],
[
49,
52,
46,
49,
52,
46
],
[
60,
52,
71,
60,
52,
71
],
[
39,
52,
30,
39,
52,
30
],
[
10764,
5700,
5064,
10764,
5700,
5064
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151312,
-148418,
-583478,
-288197,
358641,
-585145
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11152,
"evaluation_days": 1858.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600156800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757700484784,
"expiration_time": 1762510464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 174,
"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) |
|---|