| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2703991.8035 | -10715.4553 | -2693276.3482 | -6623234.2235 | -48341084.0636 | 41717849.8401 |
| Total P&L (%) | -2703.9918 | -10.7155 | -2693.2763 | -6623.2342 | -48341.0841 | 41717.8498 |
| Avg Daily Profit (%) | -1.4569 | -0.0058 | -1.4511 | 0 | 0 | 0.3257 |
| Buy And Hold Return (%) | 4509.3817 | 4509.3817 | 4509.3817 | 4509.3817 | 4509.3817 | 4509.3817 |
| Max Trade Drawdown | -2845709 | -125286 | -2782370 | -84377256 | -58875749 | -39300398 |
| Profit Factor | 0.1927 | 0.9665 | 0.1109 | 0.9546 | 0.417 | 1.6635 |
| Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
| Winning Trades | 209 | 105 | 104 | 164 | 78 | 86 |
| Losing Trades | 48 | 24 | 24 | 93 | 51 | 42 |
| Profitability (%) | 81.323 | 81.3953 | 81.25 | 63.8132 | 60.4651 | 67.1875 |
| Ratio Avg Win / Avg Loss | 0.0443 | 0.2209 | 0.0256 | 0.5413 | 0.2727 | 0.8124 |
| Largest Winning Trade | 18852 | 18852 | 14509 | 47690718 | 3871640 | 47690718 |
| Largest Losing Trade | -1929183 | -62277 | -1929183 | -33321152 | -29568867 | -33321152 |
| Avg Bars in Trades | 41 | 41 | 42 | 41 | 41 | 42 |
| Avg Bars in Winners | 10 | 12 | 7 | 29 | 23 | 34 |
| Avg Bars in Losers | 179 | 168 | 190 | 64 | 70 | 57 |
| Bars Traded | 10790 | 5402 | 5388 | 10790 | 5402 | 5388 |
| Profit Streak | 39.8515 | 85.3515 | 39.8515 | 0 | 0 | 0 |
| Trades During Streak | 5 | 8 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573877 | -575101 | -575716 | -577642 | -579633 | 413964 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11136,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598932800000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757463968733,
"expiration_time": 1762273152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 127,
"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": [
[
-2703991.803493643,
-10715.4553149046,
-2693276.348178738,
-6623234.223509719,
-48341084.06358949,
41717849.84007974
],
[
-2703.991803,
-10.715455,
-2693.276348,
-6623.234224,
-48341.084064,
41717.84984
],
[
-1.456892,
-0.005773,
-1.451119,
0,
0,
0.32574
],
[
4509.381663,
4509.381663,
4509.381663,
4509.381663,
4509.381663,
4509.381663
],
[
-2845709,
-125286,
-2782370,
-84377256,
-58875749,
-39300398
],
[
0.192736,
0.966535,
0.110947,
0.954573,
0.417048,
1.663503
],
[
257,
129,
128,
257,
129,
128
],
[
209,
105,
104,
164,
78,
86
],
[
48,
24,
24,
93,
51,
42
],
[
81.322957,
81.395349,
81.25,
63.81323,
60.465116,
67.1875
],
[
0.044265,
0.220922,
0.025603,
0.541313,
0.272685,
0.812409
],
[
18852,
18852,
14509,
47690718,
3871640,
47690718
],
[
-1929183,
-62277,
-1929183,
-33321152,
-29568867,
-33321152
],
[
41,
41,
42,
41,
41,
42
],
[
10,
12,
7,
29,
23,
34
],
[
179,
168,
190,
64,
70,
57
],
[
10790,
5402,
5388,
10790,
5402,
5388
],
[
39.85149,
85.35149,
39.85149,
0,
0,
0
],
[
5,
8,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573877,
-575101,
-575716,
-577642,
-579633,
413964
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11136,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598932800000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757463968733,
"expiration_time": 1762273152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 127,
"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) |
|---|