| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1561773.8861 | 1471150.1609 | 90623.7253 | 61895422.5983 | 77149028.7803 | -15253606.182 |
| Total P&L (%) | 1561.7739 | 1471.1502 | 90.6237 | 61895.4226 | 77149.0288 | -15253.6062 |
| Avg Daily Profit (%) | 0.8373 | 0.7887 | 0.0486 | 0.3453 | 0.3571 | 0 |
| Buy And Hold Return (%) | 7247.7383 | 7247.7383 | 7247.7383 | 7247.7383 | 7247.7383 | 7247.7383 |
| Max Trade Drawdown | -41751 | -40248 | -65317 | -21119342 | -11657656 | -24276622 |
| Profit Factor | 5.3131 | 10.2048 | 1.448 | 1.727 | 3.2214 | 0.6974 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 31.7647 | 33.3333 | 30.2326 | 31.7647 | 33.3333 | 30.2326 |
| Ratio Avg Win / Avg Loss | 11.4134 | 20.4096 | 3.3416 | 3.7099 | 6.4429 | 1.6094 |
| Largest Winning Trade | 561215 | 561215 | 62684 | 42206502 | 42206502 | 14993270 |
| Largest Losing Trade | -26279 | -17989 | -26279 | -7700784 | -4329210 | -7700784 |
| Avg Bars in Trades | 84 | 85 | 84 | 84 | 85 | 84 |
| Avg Bars in Winners | 205 | 214 | 195 | 205 | 214 | 195 |
| Avg Bars in Losers | 28 | 20 | 35 | 28 | 20 | 35 |
| Bars Traded | 7210 | 3591 | 3619 | 7210 | 3591 | 3619 |
| 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 | -151419 | -150618 | -299340 | 204792 | 327599 | -585636 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7461,
"evaluation_days": 1865.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600084800000,
"last_datapoint_time": 1758261600000,
"evaluation_time": 1758273777334,
"expiration_time": 1763096328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 20,
"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": [
[
1561773.8861280794,
1471150.1608547247,
90623.7252733549,
61895422.598260865,
77149028.78027058,
-15253606.18200971
],
[
1561.773886,
1471.150161,
90.623725,
61895.422598,
77149.02878,
-15253.606182
],
[
0.8373,
0.788715,
0.048585,
0.345302,
0.357136,
0
],
[
7247.7383,
7247.7383,
7247.7383,
7247.7383,
7247.7383,
7247.7383
],
[
-41751,
-40248,
-65317,
-21119342,
-11657656,
-24276622
],
[
5.31313,
10.204798,
1.448026,
1.727018,
3.22143,
0.697388
],
[
85,
42,
43,
85,
42,
43
],
[
27,
14,
13,
27,
14,
13
],
[
58,
28,
30,
58,
28,
30
],
[
31.764706,
33.333333,
30.232558,
31.764706,
33.333333,
30.232558
],
[
11.413391,
20.409595,
3.341599,
3.709891,
6.44286,
1.609358
],
[
561215,
561215,
62684,
42206502,
42206502,
14993270
],
[
-26279,
-17989,
-26279,
-7700784,
-4329210,
-7700784
],
[
84,
85,
84,
84,
85,
84
],
[
205,
214,
195,
205,
214,
195
],
[
28,
20,
35,
28,
20,
35
],
[
7210,
3591,
3619,
7210,
3591,
3619
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151419,
-150618,
-299340,
204792,
327599,
-585636
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7461,
"evaluation_days": 1865.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600084800000,
"last_datapoint_time": 1758261600000,
"evaluation_time": 1758273777334,
"expiration_time": 1763096328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 20,
"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) |
|---|