| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2688921.9206 | 51316.7912 | -2740238.7118 | -79715616.5752 | 40827457.4699 | -120543074.0451 |
| Total P&L (%) | -2688.9219 | 51.3168 | -2740.2387 | -79715.6166 | 40827.4575 | -120543.074 |
| Avg Daily Profit (%) | -1.4429 | 0.0275 | -1.4705 | 0 | 0.3233 | 0 |
| Buy And Hold Return (%) | 5632.5231 | 5632.5231 | 5632.5231 | 5632.5231 | 5632.5231 | 5632.5231 |
| Max Trade Drawdown | -2789744 | -35586 | -2824729 | -270207446 | -15172598 | -273432354 |
| Profit Factor | 0.1642 | 1.6985 | 0.1284 | 0.7912 | 2.4085 | 0.6583 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 44 | 21 | 23 | 47 | 21 | 26 |
| Losing Trades | 35 | 19 | 16 | 32 | 19 | 13 |
| Profitability (%) | 55.6962 | 52.5 | 58.9744 | 59.4937 | 52.5 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.1306 | 1.5368 | 0.0893 | 0.5387 | 2.1791 | 0.3291 |
| Largest Winning Trade | 50047 | 33095 | 50047 | 68322420 | 28872666 | 68322420 |
| Largest Losing Trade | -1826728 | -13927 | -1826728 | -239057254 | -9980098 | -239057254 |
| Avg Bars in Trades | 130 | 8 | 255 | 130 | 8 | 255 |
| Avg Bars in Winners | 101 | 9 | 186 | 128 | 10 | 224 |
| Avg Bars in Losers | 167 | 8 | 356 | 134 | 7 | 319 |
| Bars Traded | 10326 | 348 | 9978 | 10326 | 348 | 9978 |
| Profit Streak | 82.665 | 202.8317 | 0 | 0 | 0 | 163.4984 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -610759 | -316657 | -579594 | -610547 | 515158 | -578018 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11181,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599048000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758124659261,
"expiration_time": 1762940592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 135,
"offset": 0,
"std": 1.26824
}
}
}
{
"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": [
[
-2688921.92062411,
51316.7911648412,
-2740238.7117889505,
-79715616.5752448,
40827457.46987153,
-120543074.04511632
],
[
-2688.921921,
51.316791,
-2740.238712,
-79715.616575,
40827.45747,
-120543.074045
],
[
-1.442942,
0.027538,
-1.47048,
0,
0.323268,
0
],
[
5632.523094,
5632.523094,
5632.523094,
5632.523094,
5632.523094,
5632.523094
],
[
-2789744,
-35586,
-2824729,
-270207446,
-15172598,
-273432354
],
[
0.164228,
1.698542,
0.128375,
0.791188,
2.408532,
0.658298
],
[
79,
40,
39,
79,
40,
39
],
[
44,
21,
23,
47,
21,
26
],
[
35,
19,
16,
32,
19,
13
],
[
55.696203,
52.5,
58.974359,
59.493671,
52.5,
66.666667
],
[
0.130636,
1.536776,
0.089304,
0.538681,
2.179148,
0.329149
],
[
50047,
33095,
50047,
68322420,
28872666,
68322420
],
[
-1826728,
-13927,
-1826728,
-239057254,
-9980098,
-239057254
],
[
130,
8,
255,
130,
8,
255
],
[
101,
9,
186,
128,
10,
224
],
[
167,
8,
356,
134,
7,
319
],
[
10326,
348,
9978,
10326,
348,
9978
],
[
82.665038,
202.831704,
0,
0,
0,
163.498371
],
[
1,
3,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-610759,
-316657,
-579594,
-610547,
515158,
-578018
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11181,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599048000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758124659261,
"expiration_time": 1762940592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 135,
"offset": 0,
"std": 1.26824
}
}
}
| # | 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) |
|---|