| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1269152.6458 | 1261007.212 | 8145.4338 | 12033174.3783 | 26186763.5698 | -14153589.1915 |
| Total P&L (%) | 1269.1526 | 1261.0072 | 8.1454 | 12033.1744 | 26186.7636 | -14153.5892 |
| Avg Daily Profit (%) | 0.6797 | 0.6754 | 0.0044 | 0.2573 | 0.2988 | 0 |
| Buy And Hold Return (%) | 6798.248 | 6798.248 | 6798.248 | 6798.248 | 6798.248 | 6798.248 |
| Max Trade Drawdown | -80992 | -33085 | -116270 | -16156976 | -4967957 | -18600688 |
| Profit Factor | 3.7228 | 10.9976 | 1.024 | 1.3359 | 3.4044 | 0.4323 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
| Profitability (%) | 46.1538 | 51.1111 | 41.3043 | 46.1538 | 51.1111 | 41.3043 |
| Ratio Avg Win / Avg Loss | 4.3432 | 10.5194 | 1.4551 | 1.5586 | 3.2564 | 0.6143 |
| Largest Winning Trade | 546264 | 546264 | 66312 | 14340159 | 14340159 | 2405082 |
| Largest Losing Trade | -43830 | -32294 | -43830 | -6001955 | -4150999 | -6001955 |
| Avg Bars in Trades | 119 | 119 | 118 | 119 | 119 | 118 |
| Avg Bars in Winners | 177 | 177 | 177 | 177 | 177 | 177 |
| Avg Bars in Losers | 69 | 59 | 77 | 69 | 59 | 77 |
| Bars Traded | 10845 | 5390 | 5455 | 10845 | 5390 | 5455 |
| Profit Streak | 0 | 152.3062 | 0 | 0 | 152.3062 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148034 | -143556 | -550249 | 9621 | 526737 | -584086 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599768000000,
"last_datapoint_time": 1758427200000,
"evaluation_time": 1758439255258,
"expiration_time": 1763266896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 184
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 136,
"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": [
[
1269152.6458279705,
1261007.2120490891,
8145.4337788816,
12033174.378268287,
26186763.569799446,
-14153589.191531157
],
[
1269.152646,
1261.007212,
8.145434,
12033.174378,
26186.76357,
-14153.589192
],
[
0.67972,
0.675357,
0.004362,
0.257325,
0.298846,
0
],
[
6798.248037,
6798.248037,
6798.248037,
6798.248037,
6798.248037,
6798.248037
],
[
-80992,
-33085,
-116270,
-16156976,
-4967957,
-18600688
],
[
3.722776,
10.997555,
1.023958,
1.335913,
3.404439,
0.432297
],
[
91,
45,
46,
91,
45,
46
],
[
42,
23,
19,
42,
23,
19
],
[
49,
22,
27,
49,
22,
27
],
[
46.153846,
51.111111,
41.304348,
46.153846,
51.111111,
41.304348
],
[
4.343239,
10.519401,
1.455098,
1.558565,
3.25642,
0.614317
],
[
546264,
546264,
66312,
14340159,
14340159,
2405082
],
[
-43830,
-32294,
-43830,
-6001955,
-4150999,
-6001955
],
[
119,
119,
118,
119,
119,
118
],
[
177,
177,
177,
177,
177,
177
],
[
69,
59,
77,
69,
59,
77
],
[
10845,
5390,
5455,
10845,
5390,
5455
],
[
0,
152.306195,
0,
0,
152.306195,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148034,
-143556,
-550249,
9621,
526737,
-584086
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599768000000,
"last_datapoint_time": 1758427200000,
"evaluation_time": 1758439255258,
"expiration_time": 1763266896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 184
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 136,
"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) |
|---|