| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2642035.4288 | 11693.6044 | -2653729.0332 | -9006272.6807 | -58857051.4996 | 49850778.8189 |
| Total P&L (%) | -2642.0354 | 11.6936 | -2653.729 | -9006.2727 | -58857.0515 | 49850.7788 |
| Avg Daily Profit (%) | -1.4189 | 0.0063 | -1.4252 | 0 | 0 | 0.3343 |
| Buy And Hold Return (%) | 10074.8828 | 10074.8828 | 10074.8828 | 10074.8828 | 10074.8828 | 10074.8828 |
| Max Trade Drawdown | -2750360 | -124961 | -2727102 | -107562959 | -77999899 | -49083257 |
| Profit Factor | 0.2256 | 1.0313 | 0.1267 | 0.9552 | 0.483 | 1.5708 |
| Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
| Winning Trades | 172 | 84 | 88 | 145 | 75 | 70 |
| Losing Trades | 92 | 48 | 44 | 119 | 57 | 62 |
| Profitability (%) | 65.1515 | 63.6364 | 66.6667 | 54.9242 | 56.8182 | 53.0303 |
| Ratio Avg Win / Avg Loss | 0.1207 | 0.5893 | 0.0634 | 0.7839 | 0.3671 | 1.3913 |
| Largest Winning Trade | 27982 | 27982 | 21467 | 53093208 | 5710709 | 53093208 |
| Largest Losing Trade | -1929183 | -60559 | -1929183 | -44510640 | -35977755 | -44510640 |
| Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
| Avg Bars in Winners | 11 | 13 | 10 | 33 | 25 | 41 |
| Avg Bars in Losers | 95 | 87 | 105 | 50 | 59 | 42 |
| Bars Traded | 10826 | 5317 | 5509 | 10826 | 5317 | 5509 |
| Profit Streak | 0 | 0 | 0 | 40.111 | 40.111 | 41.2777 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577432 | -536357 | -578821 | -577770 | -579550 | 370192 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11172,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757990394212,
"expiration_time": 1762807104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.75877,
"nc": 0.1
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 156,
"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": [
[
-2642035.428757977,
11693.6044253366,
-2653729.0331833134,
-9006272.680664646,
-58857051.49955839,
49850778.81889377
],
[
-2642.035429,
11.693604,
-2653.729033,
-9006.272681,
-58857.0515,
49850.778819
],
[
-1.418923,
0.00628,
-1.425204,
0,
0,
0.334264
],
[
10074.882833,
10074.882833,
10074.882833,
10074.882833,
10074.882833,
10074.882833
],
[
-2750360,
-124961,
-2727102,
-107562959,
-77999899,
-49083257
],
[
0.225605,
1.031349,
0.1267,
0.955231,
0.482988,
1.570835
],
[
264,
132,
132,
264,
132,
132
],
[
172,
84,
88,
145,
75,
70
],
[
92,
48,
44,
119,
57,
62
],
[
65.151515,
63.636364,
66.666667,
54.924242,
56.818182,
53.030303
],
[
0.120673,
0.589343,
0.06335,
0.783948,
0.367071,
1.391311
],
[
27982,
27982,
21467,
53093208,
5710709,
53093208
],
[
-1929183,
-60559,
-1929183,
-44510640,
-35977755,
-44510640
],
[
41,
40,
41,
41,
40,
41
],
[
11,
13,
10,
33,
25,
41
],
[
95,
87,
105,
50,
59,
42
],
[
10826,
5317,
5509,
10826,
5317,
5509
],
[
0,
0,
0,
40.111044,
40.111044,
41.277711
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577432,
-536357,
-578821,
-577770,
-579550,
370192
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11172,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757990394212,
"expiration_time": 1762807104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.75877,
"nc": 0.1
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 156,
"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) |
|---|