| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1720620.6712 | 229601.6586 | -1950222.3298 | 34746394.8835 | -50062882.4841 | 84809277.3676 |
| Total P&L (%) | -1720.6207 | 229.6017 | -1950.2223 | 34746.3949 | -50062.8825 | 84809.2774 |
| Avg Daily Profit (%) | -0.9227 | 0.1231 | -1.0459 | 0.3144 | 0 | 0.3623 |
| Buy And Hold Return (%) | 8612.1106 | 8612.1106 | 8612.1106 | 8612.1106 | 8612.1106 | 8612.1106 |
| Max Trade Drawdown | -2101904 | -146956 | -2093915 | -87745861 | -88194543 | -15295446 |
| Profit Factor | 0.3488 | 1.7997 | 0.1719 | 1.1606 | 0.6394 | 2.0951 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 131 | 68 | 63 | 109 | 59 | 50 |
| Losing Trades | 51 | 23 | 28 | 73 | 32 | 41 |
| Profitability (%) | 71.978 | 74.7253 | 69.2308 | 59.8901 | 64.8352 | 54.9451 |
| Ratio Avg Win / Avg Loss | 0.1358 | 0.6087 | 0.0764 | 0.7773 | 0.3468 | 1.718 |
| Largest Winning Trade | 52497 | 52497 | 31258 | 73635376 | 11513022 | 73635376 |
| Largest Losing Trade | -1385239 | -70160 | -1385239 | -44086697 | -44086697 | -13783942 |
| Avg Bars in Trades | 57 | 48 | 66 | 57 | 48 | 66 |
| Avg Bars in Winners | 25 | 26 | 23 | 41 | 31 | 53 |
| Avg Bars in Losers | 141 | 114 | 164 | 81 | 79 | 82 |
| Bars Traded | 10504 | 4418 | 6086 | 10504 | 4418 | 6086 |
| Profit Streak | 11.8123 | 94.6456 | 0 | 11.8123 | 94.6456 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576349 | -189240 | -578318 | -35794 | -577529 | 494601 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11188,
"evaluation_days": 1864.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1601452800000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758223780928,
"expiration_time": 1763044416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.80348,
"nc": 0.1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 78,
"offset": 224,
"a": 0.97838
}
}
}
{
"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": [
[
-1720620.6711894413,
229601.658571623,
-1950222.3297610644,
34746394.88353261,
-50062882.48409943,
84809277.36763203
],
[
-1720.620671,
229.601659,
-1950.22233,
34746.394884,
-50062.882484,
84809.277368
],
[
-0.922748,
0.123133,
-1.045881,
0.314411,
0,
0.362336
],
[
8612.110581,
8612.110581,
8612.110581,
8612.110581,
8612.110581,
8612.110581
],
[
-2101904,
-146956,
-2093915,
-87745861,
-88194543,
-15295446
],
[
0.3488,
1.799668,
0.171918,
1.160649,
0.639427,
2.095087
],
[
182,
91,
91,
182,
91,
91
],
[
131,
68,
63,
109,
59,
50
],
[
51,
23,
28,
73,
32,
41
],
[
71.978022,
74.725275,
69.230769,
59.89011,
64.835165,
54.945055
],
[
0.135792,
0.608711,
0.076408,
0.777315,
0.346808,
1.717971
],
[
52497,
52497,
31258,
73635376,
11513022,
73635376
],
[
-1385239,
-70160,
-1385239,
-44086697,
-44086697,
-13783942
],
[
57,
48,
66,
57,
48,
66
],
[
25,
26,
23,
41,
31,
53
],
[
141,
114,
164,
81,
79,
82
],
[
10504,
4418,
6086,
10504,
4418,
6086
],
[
11.812279,
94.645612,
0,
11.812279,
94.645613,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576349,
-189240,
-578318,
-35794,
-577529,
494601
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11188,
"evaluation_days": 1864.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1601452800000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758223780928,
"expiration_time": 1763044416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.80348,
"nc": 0.1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 78,
"offset": 224,
"a": 0.97838
}
}
}
| # | 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) |
|---|