| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 54326.0088 | 37841.1691 | 16484.8397 | 65764.97 | 52610.8145 | 13154.1555 |
| Total P&L (%) | 54.326 | 37.8412 | 16.4848 | 65.765 | 52.6108 | 13.1542 |
| Avg Daily Profit (%) | 1.0431 | 0.7266 | 0.3165 | 0.9752 | 0.815 | 0.2376 |
| Buy And Hold Return (%) | 19.3945 | 19.3945 | 19.3945 | 19.3945 | 19.3945 | 19.3945 |
| Max Trade Drawdown | -14542 | -11404 | -13488 | -20175 | -11657 | -24003 |
| Profit Factor | 1.5623 | 1.8789 | 1.3078 | 1.5278 | 2.042 | 1.1775 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
| Losing Trades | 74 | 34 | 40 | 74 | 34 | 40 |
| Profitability (%) | 56.4706 | 60 | 52.9412 | 56.4706 | 60 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.2042 | 1.2526 | 1.1625 | 1.1777 | 1.3613 | 1.0467 |
| Largest Winning Trade | 11563 | 11563 | 6184 | 13873 | 13873 | 8947 |
| Largest Losing Trade | -5968 | -5968 | -5283 | -8665 | -6577 | -8665 |
| Avg Bars in Trades | 144 | 126 | 162 | 144 | 126 | 162 |
| Avg Bars in Winners | 138 | 129 | 148 | 138 | 129 | 148 |
| Avg Bars in Losers | 152 | 122 | 178 | 152 | 122 | 178 |
| Bars Traded | 24566 | 10784 | 13782 | 24566 | 10784 | 13782 |
| Profit Streak | 0 | 1.2751 | 0 | 0 | 1.2751 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397128 | 138712 | -159031 | 406299 | 311633 | -185117 |
{
"trading_pair": "SOL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1753203960000,
"first_datapoint_time": 1753248420000,
"last_datapoint_time": 1757703780000,
"evaluation_time": 1757703970539,
"expiration_time": 1764183780000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 248,
"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": [
[
54326.0088180272,
37841.1691036251,
16484.839714402,
65764.9700013146,
52610.8145293431,
13154.1554719715
],
[
54.326009,
37.841169,
16.48484,
65.76497,
52.610815,
13.154155
],
[
1.043126,
0.726597,
0.316529,
0.975156,
0.814979,
0.237572
],
[
19.394452,
19.394452,
19.394452,
19.394452,
19.394452,
19.394452
],
[
-14542,
-11404,
-13488,
-20175,
-11657,
-24003
],
[
1.562253,
1.878851,
1.307757,
1.52781,
2.041984,
1.177498
],
[
170,
85,
85,
170,
85,
85
],
[
96,
51,
45,
96,
51,
45
],
[
74,
34,
40,
74,
34,
40
],
[
56.470588,
60,
52.941176,
56.470588,
60,
52.941176
],
[
1.204237,
1.252567,
1.162451,
1.177687,
1.361323,
1.046665
],
[
11563,
11563,
6184,
13873,
13873,
8947
],
[
-5968,
-5968,
-5283,
-8665,
-6577,
-8665
],
[
144,
126,
162,
144,
126,
162
],
[
138,
129,
148,
138,
129,
148
],
[
152,
122,
178,
152,
122,
178
],
[
24566,
10784,
13782,
24566,
10784,
13782
],
[
0,
1.275122,
0,
0,
1.275122,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397128,
138712,
-159031,
406299,
311633,
-185117
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1753203960000,
"first_datapoint_time": 1753248420000,
"last_datapoint_time": 1757703780000,
"evaluation_time": 1757703970539,
"expiration_time": 1764183780000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 248,
"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) |
|---|