| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1354054.0632 | 1295481.6004 | 58572.4628 | 32513723.5938 | 56266232.7804 | -23752509.1866 |
| Total P&L (%) | 1354.0541 | 1295.4816 | 58.5725 | 32513.7236 | 56266.2328 | -23752.5092 |
| Avg Daily Profit (%) | 0.7247 | 0.6934 | 0.0314 | 0.3102 | 0.3396 | 0 |
| Buy And Hold Return (%) | 6896.472 | 6896.472 | 6896.472 | 6896.472 | 6896.472 | 6896.472 |
| Max Trade Drawdown | -70832 | -76882 | -118405 | -29022812 | -12190659 | -37883257 |
| Profit Factor | 2.9522 | 5.0668 | 1.1562 | 1.307 | 2.2469 | 0.6093 |
| Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Winning Trades | 75 | 44 | 31 | 75 | 44 | 31 |
| Losing Trades | 78 | 32 | 46 | 78 | 32 | 46 |
| Profitability (%) | 49.0196 | 57.8947 | 40.2597 | 49.0196 | 57.8947 | 40.2597 |
| Ratio Avg Win / Avg Loss | 3.0703 | 3.6849 | 1.7156 | 1.3592 | 1.6341 | 0.9041 |
| Largest Winning Trade | 500651 | 500651 | 59847 | 24051575 | 24051575 | 9221138 |
| Largest Losing Trade | -42535 | -34554 | -42535 | -15203243 | -12134040 | -15203243 |
| Avg Bars in Trades | 70 | 74 | 66 | 70 | 74 | 66 |
| Avg Bars in Winners | 90 | 78 | 106 | 90 | 78 | 106 |
| Avg Bars in Losers | 51 | 68 | 39 | 51 | 68 | 39 |
| Bars Traded | 10780 | 5662 | 5117 | 10780 | 5662 | 5117 |
| Profit Streak | 39.2268 | 0 | 39.3934 | 39.2268 | 0 | 39.3934 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146649 | -193836 | -409610 | 305518 | -34649 | -625977 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11210,
"evaluation_days": 1868.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1758528000000,
"evaluation_time": 1758533192303,
"expiration_time": 1763370720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 127,
"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": [
[
1354054.06318219,
1295481.6003846752,
58572.4627975163,
32513723.59381628,
56266232.78038215,
-23752509.186565865
],
[
1354.054063,
1295.4816,
58.572463,
32513.723594,
56266.23278,
-23752.509187
],
[
0.72474,
0.69339,
0.03135,
0.310239,
0.339619,
0
],
[
6896.472047,
6896.472047,
6896.472047,
6896.472047,
6896.472047,
6896.472047
],
[
-70832,
-76882,
-118405,
-29022812,
-12190659,
-37883257
],
[
2.952199,
5.066751,
1.156172,
1.30697,
2.246882,
0.609288
],
[
153,
76,
77,
153,
76,
77
],
[
75,
44,
31,
75,
44,
31
],
[
78,
32,
46,
78,
32,
46
],
[
49.019608,
57.894737,
40.25974,
49.019608,
57.894737,
40.25974
],
[
3.070287,
3.68491,
1.715611,
1.359248,
1.634096,
0.904105
],
[
500651,
500651,
59847,
24051575,
24051575,
9221138
],
[
-42535,
-34554,
-42535,
-15203243,
-12134040,
-15203243
],
[
70,
74,
66,
70,
74,
66
],
[
90,
78,
106,
90,
78,
106
],
[
51,
68,
39,
51,
68,
39
],
[
10780,
5662,
5117,
10780,
5662,
5117
],
[
39.226763,
0,
39.393429,
39.226763,
0,
39.393429
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146649,
-193836,
-409610,
305518,
-34649,
-625977
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11210,
"evaluation_days": 1868.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1758528000000,
"evaluation_time": 1758533192303,
"expiration_time": 1763370720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 127,
"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) |
|---|