| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -11209442.2199 | -10233.8713 | -11199208.3485 | 41861577.2674 | 26063078.7355 | 15798498.5319 |
| Total P&L (%) | -11209.4422 | -10.2339 | -11199.2083 | 41861.5773 | 26063.0787 | 15798.4985 |
| Avg Daily Profit (%) | -6.0352 | -0.0055 | -6.0297 | 0.3257 | 0.3002 | 0.2733 |
| Buy And Hold Return (%) | 7710.3545 | 7710.3545 | 7710.3545 | 7710.3545 | 7710.3545 | 7710.3545 |
| Max Trade Drawdown | -11314684 | -90507 | -11268134 | -27934172 | -5328633 | -41207204 |
| Profit Factor | 0.0382 | 0.9357 | 0.0258 | 1.5276 | 2.7599 | 1.2448 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 56 | 25 | 31 | 34 | 18 | 16 |
| Losing Trades | 19 | 13 | 6 | 41 | 20 | 21 |
| Profitability (%) | 74.6667 | 65.7895 | 83.7838 | 45.3333 | 47.3684 | 43.2432 |
| Ratio Avg Win / Avg Loss | 0.013 | 0.4866 | 0.005 | 1.8421 | 3.0666 | 1.6338 |
| Largest Winning Trade | 33358 | 15180 | 33358 | 36698892 | 10473125 | 36698892 |
| Largest Losing Trade | -10715540 | -39792 | -10715540 | -13528536 | -2375746 | -13528536 |
| Avg Bars in Trades | 136 | 19 | 256 | 136 | 19 | 256 |
| Avg Bars in Winners | 67 | 13 | 110 | 109 | 22 | 206 |
| Avg Bars in Losers | 340 | 31 | 1011 | 159 | 16 | 295 |
| Bars Traded | 10246 | 742 | 9504 | 10246 | 742 | 9504 |
| Profit Streak | 81.7011 | 192.8678 | 0 | 81.7011 | 192.8678 | 0 |
| Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -638022 | -577028 | -576515 | -51883 | 434409 | 12148 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11144,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600891200000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757580574800,
"expiration_time": 1762391808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 228,
"offset": 35
}
}
}
{
"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": [
[
-11209442.219884835,
-10233.8713476688,
-11199208.348537166,
41861577.267437875,
26063078.735492054,
15798498.531945834
],
[
-11209.44222,
-10.233871,
-11199.208349,
41861.577267,
26063.078735,
15798.498532
],
[
-6.035245,
-0.00551,
-6.029735,
0.325692,
0.300177,
0.273281
],
[
7710.354491,
7710.354491,
7710.354491,
7710.354491,
7710.354491,
7710.354491
],
[
-11314684,
-90507,
-11268134,
-27934172,
-5328633,
-41207204
],
[
0.038197,
0.93571,
0.025768,
1.527634,
2.759904,
1.244828
],
[
75,
38,
37,
75,
38,
37
],
[
56,
25,
31,
34,
18,
16
],
[
19,
13,
6,
41,
20,
21
],
[
74.666667,
65.789474,
83.783784,
45.333333,
47.368421,
43.243243
],
[
0.01296,
0.486569,
0.004987,
1.842147,
3.06656,
1.633837
],
[
33358,
15180,
33358,
36698892,
10473125,
36698892
],
[
-10715540,
-39792,
-10715540,
-13528536,
-2375746,
-13528536
],
[
136,
19,
256,
136,
19,
256
],
[
67,
13,
110,
109,
22,
206
],
[
340,
31,
1011,
159,
16,
295
],
[
10246,
742,
9504,
10246,
742,
9504
],
[
81.701097,
192.867764,
0,
81.701097,
192.867764,
0
],
[
1,
5,
0,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-638022,
-577028,
-576515,
-51883,
434409,
12148
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11144,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600891200000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757580574800,
"expiration_time": 1762391808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 228,
"offset": 35
}
}
}
| # | 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) |
|---|