| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1462999.8492 | 1374638.3483 | 88361.501 | 38026865.9887 | 40987098.2857 | -2960232.297 |
| Total P&L (%) | 1462.9998 | 1374.6383 | 88.3615 | 38026.866 | 40987.0983 | -2960.2323 |
| Avg Daily Profit (%) | 0.7854 | 0.7379 | 0.0474 | 0.3196 | 0.3236 | 0 |
| Buy And Hold Return (%) | 8673.7037 | 8673.7037 | 8673.7037 | 8673.7037 | 8673.7037 | 8673.7037 |
| Max Trade Drawdown | -82241 | -53057 | -107703 | -16769869 | -6897743 | -11295005 |
| Profit Factor | 4.3594 | 8.9108 | 1.3376 | 1.8556 | 3.393 | 0.8916 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Profitability (%) | 51.6484 | 48.8889 | 54.3478 | 51.6484 | 48.8889 | 54.3478 |
| Ratio Avg Win / Avg Loss | 4.0811 | 9.3158 | 1.1236 | 1.7372 | 3.5472 | 0.749 |
| Largest Winning Trade | 538881 | 538881 | 62557 | 20138944 | 20138944 | 10037338 |
| Largest Losing Trade | -50118 | -32767 | -50118 | -7066854 | -4055141 | -7066854 |
| Avg Bars in Trades | 119 | 120 | 117 | 119 | 120 | 117 |
| Avg Bars in Winners | 164 | 193 | 138 | 164 | 193 | 138 |
| Avg Bars in Losers | 71 | 51 | 92 | 71 | 51 | 92 |
| Bars Traded | 10839 | 5442 | 5397 | 10839 | 5442 | 5397 |
| Profit Streak | 67.8313 | 74.1646 | 67.8313 | 67.8313 | 74.1646 | 67.8313 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143521 | -143606 | -293418 | 453272 | 540453 | -579171 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758052800000,
"evaluation_time": 1758067023397,
"expiration_time": 1762881264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 165,
"na": 0.2,
"nb": 0.01346,
"nc": 0.1
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 157,
"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": [
[
1462999.8492317249,
1374638.3482760475,
88361.5009556783,
38026865.98873127,
40987098.285749786,
-2960232.297018503
],
[
1462.999849,
1374.638348,
88.361501,
38026.865989,
40987.098286,
-2960.232297
],
[
0.785364,
0.73793,
0.047434,
0.319567,
0.323594,
0
],
[
8673.703704,
8673.703704,
8673.703704,
8673.703704,
8673.703704,
8673.703704
],
[
-82241,
-53057,
-107703,
-16769869,
-6897743,
-11295005
],
[
4.359403,
8.910811,
1.33761,
1.8556,
3.392982,
0.891633
],
[
91,
45,
46,
91,
45,
46
],
[
47,
22,
25,
47,
22,
25
],
[
44,
23,
21,
44,
23,
21
],
[
51.648352,
48.888889,
54.347826,
51.648352,
48.888889,
54.347826
],
[
4.081143,
9.315848,
1.123592,
1.737158,
3.547208,
0.748971
],
[
538881,
538881,
62557,
20138944,
20138944,
10037338
],
[
-50118,
-32767,
-50118,
-7066854,
-4055141,
-7066854
],
[
119,
120,
117,
119,
120,
117
],
[
164,
193,
138,
164,
193,
138
],
[
71,
51,
92,
71,
51,
92
],
[
10839,
5442,
5397,
10839,
5442,
5397
],
[
67.831289,
74.164623,
67.831289,
67.831289,
74.164623,
67.831289
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143521,
-143606,
-293418,
453272,
540453,
-579171
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758052800000,
"evaluation_time": 1758067023397,
"expiration_time": 1762881264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 165,
"na": 0.2,
"nb": 0.01346,
"nc": 0.1
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 157,
"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) |
|---|