| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1929758.5129 | 1978551.8181 | -48793.3051 | 3800791.6439 | 17609743.091 | -13808951.4471 |
| Total P&L (%) | 1929.7585 | 1978.5518 | -48.7933 | 3800.7916 | 17609.7431 | -13808.9514 |
| Avg Daily Profit (%) | 1.0357 | 1.0619 | -0.0262 | 0.1968 | 0.2782 | 0 |
| Buy And Hold Return (%) | 7819.629 | 7819.629 | 7819.629 | 7819.629 | 7819.629 | 7819.629 |
| Max Trade Drawdown | -150828 | -53838 | -129867 | -17445344 | -6207469 | -16264296 |
| Profit Factor | 5.4126 | 11.7482 | 0.8073 | 1.1266 | 2.6019 | 0.2745 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 26 | 17 | 9 | 26 | 17 | 9 |
| Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Profitability (%) | 40.625 | 53.125 | 28.125 | 40.625 | 53.125 | 28.125 |
| Ratio Avg Win / Avg Loss | 7.9107 | 10.3661 | 2.0632 | 1.6465 | 2.2958 | 0.7014 |
| Largest Winning Trade | 1420256 | 1420256 | 61808 | 13835668 | 13835668 | 1357514 |
| Largest Losing Trade | -39564 | -33783 | -39564 | -4368448 | -2871022 | -4368448 |
| Avg Bars in Trades | 158 | 163 | 154 | 158 | 163 | 154 |
| Avg Bars in Winners | 241 | 239 | 247 | 241 | 239 | 247 |
| Avg Bars in Losers | 101 | 77 | 117 | 101 | 77 | 117 |
| Bars Traded | 10151 | 5219 | 4932 | 10151 | 5219 | 4932 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -291733 | -143483 | -594074 | -385364 | 317950 | -596852 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600790400000,
"last_datapoint_time": 1758081600000,
"evaluation_time": 1758084607853,
"expiration_time": 1762910928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 70,
"offset": 186
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1929758.5129415074,
1978551.8180609175,
-48793.30511941,
3800791.6439114213,
17609743.091018982,
-13808951.447107555
],
[
1929.758513,
1978.551818,
-48.793305,
3800.791644,
17609.743091,
-13808.951447
],
[
1.035739,
1.061928,
-0.026188,
0.196835,
0.27823,
0
],
[
7819.628953,
7819.628953,
7819.628953,
7819.628953,
7819.628953,
7819.628953
],
[
-150828,
-53838,
-129867,
-17445344,
-6207469,
-16264296
],
[
5.412605,
11.748239,
0.807329,
1.126584,
2.601924,
0.274473
],
[
64,
32,
32,
64,
32,
32
],
[
26,
17,
9,
26,
17,
9
],
[
38,
15,
23,
38,
15,
23
],
[
40.625,
53.125,
28.125,
40.625,
53.125,
28.125
],
[
7.91073,
10.366093,
2.063175,
1.646546,
2.295815,
0.701432
],
[
1420256,
1420256,
61808,
13835668,
13835668,
1357514
],
[
-39564,
-33783,
-39564,
-4368448,
-2871022,
-4368448
],
[
158,
163,
154,
158,
163,
154
],
[
241,
239,
247,
241,
239,
247
],
[
101,
77,
117,
101,
77,
117
],
[
10151,
5219,
4932,
10151,
5219,
4932
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-291733,
-143483,
-594074,
-385364,
317950,
-596852
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11179,
"evaluation_days": 1863.17,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600790400000,
"last_datapoint_time": 1758081600000,
"evaluation_time": 1758084607853,
"expiration_time": 1762910928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 70,
"offset": 186
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|