| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3105305.8942 | 3017200.7052 | 88105.189 | 35111311.758 | 33865589.9713 | 1245721.7867 |
| Total P&L (%) | 3105.3059 | 3017.2007 | 88.1052 | 35111.3118 | 33865.59 | 1245.7218 |
| Avg Daily Profit (%) | 1.6691 | 1.6217 | 0.0474 | 0.3157 | 0.3137 | 0.1398 |
| Buy And Hold Return (%) | 9254.4025 | 9254.4025 | 9254.4025 | 9254.4025 | 9254.4025 | 9254.4025 |
| Max Trade Drawdown | -132492 | -143102 | -90311 | -11633216 | -12462612 | -16238948 |
| Profit Factor | 7.3551 | 11.5998 | 1.4319 | 1.7761 | 2.4767 | 1.0558 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 42.4658 | 41.6667 | 43.2432 | 42.4658 | 41.6667 | 43.2432 |
| Ratio Avg Win / Avg Loss | 9.965 | 16.2398 | 1.8794 | 2.4063 | 3.4674 | 1.3858 |
| Largest Winning Trade | 2160258 | 2160258 | 42147 | 15379216 | 15379216 | 3894528 |
| Largest Losing Trade | -57837 | -57837 | -44784 | -5890003 | -3085689 | -5890003 |
| Avg Bars in Trades | 142 | 229 | 58 | 142 | 229 | 58 |
| Avg Bars in Winners | 222 | 365 | 88 | 222 | 365 | 88 |
| Avg Bars in Losers | 84 | 132 | 36 | 84 | 132 | 36 |
| Bars Traded | 10438 | 8256 | 2182 | 10438 | 8256 | 2182 |
| Profit Streak | 0 | 214.1179 | 0 | 0 | 214.1179 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -222536 | -145254 | -296063 | -69218 | 335539 | -333465 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11163,
"evaluation_days": 1860.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600243200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757861386619,
"expiration_time": 1762673616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 80,
"offset": 0,
"std": 1.69129
}
}
}
{
"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": [
[
3105305.8941947524,
3017200.705173627,
88105.1890211247,
35111311.75798761,
33865589.971256316,
1245721.7867312974
],
[
3105.305894,
3017.200705,
88.105189,
35111.311758,
33865.589971,
1245.721787
],
[
1.669071,
1.621715,
0.047356,
0.315679,
0.313737,
0.139819
],
[
9254.402504,
9254.402504,
9254.402504,
9254.402504,
9254.402504,
9254.402504
],
[
-132492,
-143102,
-90311,
-11633216,
-12462612,
-16238948
],
[
7.355141,
11.599848,
1.431924,
1.776088,
2.476696,
1.055842
],
[
73,
36,
37,
73,
36,
37
],
[
31,
15,
16,
31,
15,
16
],
[
42,
21,
21,
42,
21,
21
],
[
42.465753,
41.666667,
43.243243,
42.465753,
41.666667,
43.243243
],
[
9.96503,
16.239787,
1.8794,
2.406313,
3.467374,
1.385792
],
[
2160258,
2160258,
42147,
15379216,
15379216,
3894528
],
[
-57837,
-57837,
-44784,
-5890003,
-3085689,
-5890003
],
[
142,
229,
58,
142,
229,
58
],
[
222,
365,
88,
222,
365,
88
],
[
84,
132,
36,
84,
132,
36
],
[
10438,
8256,
2182,
10438,
8256,
2182
],
[
0,
214.117901,
0,
0,
214.117901,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-222536,
-145254,
-296063,
-69218,
335539,
-333465
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11163,
"evaluation_days": 1860.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600243200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757861386619,
"expiration_time": 1762673616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 80,
"offset": 0,
"std": 1.69129
}
}
}
| # | 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) |
|---|