| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1349615.2669 | 1373856.66 | -24241.3932 | 8007281.4568 | 15533093.9417 | -7525812.4848 |
| Total P&L (%) | 1349.6153 | 1373.8567 | -24.2414 | 8007.2815 | 15533.0939 | -7525.8125 |
| Avg Daily Profit (%) | 0.7268 | 0.7398 | -0.0131 | 0.237 | 0.2724 | 0 |
| Buy And Hold Return (%) | 8127.4725 | 8127.4725 | 8127.4725 | 8127.4725 | 8127.4725 | 8127.4725 |
| Max Trade Drawdown | -113222 | -52263 | -99811 | -9274360 | -3909260 | -8903413 |
| Profit Factor | 3.9106 | 8.5553 | 0.914 | 1.3957 | 2.964 | 0.3895 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Profitability (%) | 54.6875 | 59.375 | 50 | 54.6875 | 59.375 | 50 |
| Ratio Avg Win / Avg Loss | 3.2402 | 5.8536 | 0.914 | 1.1564 | 2.028 | 0.3895 |
| Largest Winning Trade | 748133 | 748133 | 62581 | 7996156 | 7996156 | 2539599 |
| Largest Losing Trade | -52263 | -52263 | -51119 | -3779956 | -2159179 | -3779956 |
| Avg Bars in Trades | 162 | 165 | 159 | 162 | 165 | 159 |
| Avg Bars in Winners | 210 | 213 | 207 | 210 | 213 | 207 |
| Avg Bars in Losers | 104 | 96 | 112 | 104 | 96 | 112 |
| Bars Traded | 10415 | 5308 | 5107 | 10415 | 5308 | 5107 |
| Profit Streak | 0 | 219.0875 | 0 | 0 | 219.0875 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -289133 | -142440 | -580810 | -299647 | 323771 | -580810 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11142,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600660800000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556360285,
"expiration_time": 1762362144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 145,
"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": [
[
1349615.2668542843,
1373856.6600193619,
-24241.3931650773,
8007281.456827881,
15533093.9416722,
-7525812.484844316
],
[
1349.615267,
1373.85666,
-24.241393,
8007.281457,
15533.093942,
-7525.812485
],
[
0.726772,
0.739826,
-0.013054,
0.236971,
0.272421,
0
],
[
8127.472527,
8127.472527,
8127.472527,
8127.472527,
8127.472527,
8127.472527
],
[
-113222,
-52263,
-99811,
-9274360,
-3909260,
-8903413
],
[
3.910598,
8.555275,
0.913992,
1.395677,
2.964004,
0.389536
],
[
64,
32,
32,
64,
32,
32
],
[
35,
19,
16,
35,
19,
16
],
[
29,
13,
16,
29,
13,
16
],
[
54.6875,
59.375,
50,
54.6875,
59.375,
50
],
[
3.24021,
5.853609,
0.913992,
1.156418,
2.028003,
0.389536
],
[
748133,
748133,
62581,
7996156,
7996156,
2539599
],
[
-52263,
-52263,
-51119,
-3779956,
-2159179,
-3779956
],
[
162,
165,
159,
162,
165,
159
],
[
210,
213,
207,
210,
213,
207
],
[
104,
96,
112,
104,
96,
112
],
[
10415,
5308,
5107,
10415,
5308,
5107
],
[
0,
219.087503,
0,
0,
219.087503,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-289133,
-142440,
-580810,
-299647,
323771,
-580810
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11142,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600660800000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556360285,
"expiration_time": 1762362144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 145,
"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) |
|---|