| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1677226.8384 | 1667003.8339 | 10223.0044 | 13364277.0421 | 13920389.6532 | -556112.6112 |
| Total P&L (%) | 1677.2268 | 1667.0038 | 10.223 | 13364.277 | 13920.3897 | -556.1126 |
| Avg Daily Profit (%) | 0.8978 | 0.8923 | 0.0055 | 0.2628 | 0.2649 | 0 |
| Buy And Hold Return (%) | 6891.3616 | 6891.3616 | 6891.3616 | 6891.3616 | 6891.3616 | 6891.3616 |
| Max Trade Drawdown | -159952 | -57457 | -112916 | -4860383 | -2229326 | -2631057 |
| Profit Factor | 5.2394 | 12.2919 | 1.0412 | 2.434 | 5.4137 | 0.9098 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 |
| Ratio Avg Win / Avg Loss | 5.5887 | 13.1114 | 1.1106 | 2.5963 | 5.7746 | 0.9705 |
| Largest Winning Trade | 837909 | 837909 | 64969 | 5600291 | 5600291 | 3437326 |
| Largest Losing Trade | -60108 | -27999 | -60108 | -2590429 | -1137138 | -2590429 |
| Avg Bars in Trades | 167 | 174 | 161 | 167 | 174 | 161 |
| Avg Bars in Winners | 262 | 297 | 227 | 262 | 297 | 227 |
| Avg Bars in Losers | 79 | 58 | 99 | 79 | 58 | 99 |
| Bars Traded | 10409 | 5404 | 5005 | 10409 | 5404 | 5005 |
| Profit Streak | 0 | 230.23 | 0 | 0 | 230.23 | 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 | -303683 | -143697 | -527138 | -153208 | 368692 | -581445 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11209,
"evaluation_days": 1868.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599969600000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758519068130,
"expiration_time": 1763355888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 76,
"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": [
[
1677226.8383639338,
1667003.8339442175,
10223.0044197153,
13364277.04209457,
13920389.65324878,
-556112.6111542126
],
[
1677.226838,
1667.003834,
10.223004,
13364.277042,
13920.389653,
-556.112611
],
[
0.897791,
0.892319,
0.005472,
0.262774,
0.264946,
0
],
[
6891.361604,
6891.361604,
6891.361604,
6891.361604,
6891.361604,
6891.361604
],
[
-159952,
-57457,
-112916,
-4860383,
-2229326,
-2631057
],
[
5.239438,
12.291892,
1.041222,
2.434043,
5.413683,
0.909801
],
[
62,
31,
31,
62,
31,
31
],
[
30,
15,
15,
30,
15,
15
],
[
32,
16,
16,
32,
16,
16
],
[
48.387097,
48.387097,
48.387097,
48.387097,
48.387097,
48.387097
],
[
5.588734,
13.111351,
1.110637,
2.596313,
5.774595,
0.970454
],
[
837909,
837909,
64969,
5600291,
5600291,
3437326
],
[
-60108,
-27999,
-60108,
-2590429,
-1137138,
-2590429
],
[
167,
174,
161,
167,
174,
161
],
[
262,
297,
227,
262,
297,
227
],
[
79,
58,
99,
79,
58,
99
],
[
10409,
5404,
5005,
10409,
5404,
5005
],
[
0,
230.229955,
0,
0,
230.229955,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-303683,
-143697,
-527138,
-153208,
368692,
-581445
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11209,
"evaluation_days": 1868.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599969600000,
"last_datapoint_time": 1758513600000,
"evaluation_time": 1758519068130,
"expiration_time": 1763355888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 76,
"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) |
|---|