| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 122136.4784 | 96037.4028 | 26099.0757 | 133927.4123 | 163636.2608 | -29708.8486 |
| Total P&L (%) | 122.1365 | 96.0374 | 26.0991 | 133.9274 | 163.6363 | -29.7088 |
| Avg Daily Profit (%) | 0.2345 | 0.1844 | 0.0501 | 0.1633 | 0.1863 | -0.0677 |
| Buy And Hold Return (%) | 28.8365 | 28.8365 | 28.8365 | 28.8365 | 28.8365 | 28.8365 |
| Max Trade Drawdown | -54234 | -21858 | -44853 | -183782 | -35435 | -153605 |
| Profit Factor | 1.3676 | 1.6852 | 1.1359 | 1.1966 | 1.6233 | 0.929 |
| Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
| Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
| Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
| Profitability (%) | 59.7884 | 58.5106 | 61.0526 | 59.7884 | 58.5106 | 61.0526 |
| Ratio Avg Win / Avg Loss | 0.9198 | 1.1949 | 0.7246 | 0.8048 | 1.1511 | 0.5927 |
| Largest Winning Trade | 18648 | 18520 | 18648 | 35576 | 35576 | 31591 |
| Largest Losing Trade | -27468 | -19232 | -27468 | -67575 | -28052 | -67575 |
| Avg Bars in Trades | 128 | 129 | 127 | 128 | 129 | 127 |
| Avg Bars in Winners | 96 | 101 | 91 | 96 | 101 | 91 |
| Avg Bars in Losers | 176 | 170 | 183 | 176 | 170 | 183 |
| Bars Traded | 24300 | 12199 | 12101 | 24300 | 12199 | 12101 |
| 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 | 231239 | 251386 | -363912 | 52203 | 317296 | -580214 |
{
"trading_pair": "SOL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712331000000,
"first_datapoint_time": 1712939400000,
"last_datapoint_time": 1757329200000,
"evaluation_time": 1757330794057,
"expiration_time": 1763809200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 182,
"offset": 60
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 192,
"offset": 147
}
}
}
{
"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": [
[
122136.4784447848,
96037.4027814557,
26099.075663329,
133927.4122823616,
163636.2608324236,
-29708.8485500622
],
[
122.136478,
96.037403,
26.099076,
133.927412,
163.636261,
-29.708849
],
[
0.234504,
0.184393,
0.050111,
0.163304,
0.186299,
-0.067662
],
[
28.836537,
28.836537,
28.836537,
28.836537,
28.836537,
28.836537
],
[
-54234,
-21858,
-44853,
-183782,
-35435,
-153605
],
[
1.367641,
1.685158,
1.135898,
1.196633,
1.623335,
0.929026
],
[
189,
94,
95,
189,
94,
95
],
[
113,
55,
58,
113,
55,
58
],
[
76,
39,
37,
76,
39,
37
],
[
59.78836,
58.510638,
61.052632,
59.78836,
58.510638,
61.052632
],
[
0.919829,
1.19493,
0.724625,
0.804815,
1.151092,
0.592654
],
[
18648,
18520,
18648,
35576,
35576,
31591
],
[
-27468,
-19232,
-27468,
-67575,
-28052,
-67575
],
[
128,
129,
127,
128,
129,
127
],
[
96,
101,
91,
96,
101,
91
],
[
176,
170,
183,
176,
170,
183
],
[
24300,
12199,
12101,
24300,
12199,
12101
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
231239,
251386,
-363912,
52203,
317296,
-580214
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712331000000,
"first_datapoint_time": 1712939400000,
"last_datapoint_time": 1757329200000,
"evaluation_time": 1757330794057,
"expiration_time": 1763809200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 182,
"offset": 60
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 192,
"offset": 147
}
}
}
| # | 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) |
|---|