| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1214053.0728 | 1205368.6855 | 8684.3873 | 13805126.3099 | 23151322.306 | -9346195.9961 |
| Total P&L (%) | 1214.0531 | 1205.3687 | 8.6844 | 13805.1263 | 23151.3223 | -9346.196 |
| Avg Daily Profit (%) | 0.6477 | 0.643 | 0.0046 | 0.2636 | 0.2911 | 0 |
| Buy And Hold Return (%) | 6403.3393 | 6403.3393 | 6403.3393 | 6403.3393 | 6403.3393 | 6403.3393 |
| Max Trade Drawdown | -77299 | -56387 | -82842 | -12590798 | -5155733 | -12383839 |
| Profit Factor | 3.4727 | 6.2349 | 1.0333 | 1.4283 | 2.7556 | 0.5093 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Profitability (%) | 58.8889 | 64.4444 | 53.3333 | 58.8889 | 64.4444 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.4243 | 3.4399 | 0.9041 | 0.9971 | 1.5203 | 0.4457 |
| Largest Winning Trade | 675790 | 675790 | 62227 | 10078915 | 10078915 | 3813372 |
| Largest Losing Trade | -45204 | -45204 | -31770 | -5253653 | -5155733 | -5253653 |
| Avg Bars in Trades | 115 | 114 | 116 | 115 | 114 | 116 |
| Avg Bars in Winners | 130 | 122 | 139 | 130 | 122 | 139 |
| Avg Bars in Losers | 94 | 99 | 90 | 94 | 99 | 90 |
| Bars Traded | 10387 | 5136 | 5251 | 10387 | 5136 | 5251 |
| Profit Streak | 46.0111 | 236.5111 | 46.0111 | 46.0111 | 236.5111 | 46.0111 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144891 | -142132 | -536906 | 155289 | 532941 | -579722 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11247,
"evaluation_days": 1874.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600459200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759076156594,
"expiration_time": 1763919504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 105,
"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": [
[
1214053.0727897102,
1205368.685450654,
8684.3873390561,
13805126.309917687,
23151322.30599024,
-9346195.996072555
],
[
1214.053073,
1205.368685,
8.684387,
13805.12631,
23151.322306,
-9346.195996
],
[
0.647668,
0.643035,
0.004633,
0.263609,
0.291111,
0
],
[
6403.339327,
6403.339327,
6403.339327,
6403.339327,
6403.339327,
6403.339327
],
[
-77299,
-56387,
-82842,
-12590798,
-5155733,
-12383839
],
[
3.472671,
6.234889,
1.033308,
1.428268,
2.755594,
0.509324
],
[
90,
45,
45,
90,
45,
45
],
[
53,
29,
24,
53,
29,
24
],
[
37,
16,
21,
37,
16,
21
],
[
58.888889,
64.444444,
53.333333,
58.888889,
64.444444,
53.333333
],
[
2.424318,
3.439939,
0.904144,
0.997093,
1.520328,
0.445659
],
[
675790,
675790,
62227,
10078915,
10078915,
3813372
],
[
-45204,
-45204,
-31770,
-5253653,
-5155733,
-5253653
],
[
115,
114,
116,
115,
114,
116
],
[
130,
122,
139,
130,
122,
139
],
[
94,
99,
90,
94,
99,
90
],
[
10387,
5136,
5251,
10387,
5136,
5251
],
[
46.011072,
236.511072,
46.011072,
46.011072,
236.511072,
46.011072
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144891,
-142132,
-536906,
155289,
532941,
-579722
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11247,
"evaluation_days": 1874.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600459200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759076156594,
"expiration_time": 1763919504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 105,
"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) |
|---|