| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1879209.5276 | 1847978.0247 | 31231.5029 | 19384839.8123 | 48119375.1244 | -28734535.3121 |
| Total P&L (%) | 1879.2095 | 1847.978 | 31.2315 | 19384.8398 | 48119.3751 | -28734.5353 |
| Avg Daily Profit (%) | 1.0131 | 0.9962 | 0.0168 | 0.2846 | 0.3336 | 0 |
| Buy And Hold Return (%) | 6734.6352 | 6734.6352 | 6734.6352 | 6734.6352 | 6734.6352 | 6734.6352 |
| Max Trade Drawdown | -111609 | -79379 | -105480 | -36029829 | -18248008 | -36816932 |
| Profit Factor | 4.9893 | 11.4067 | 1.1064 | 1.2905 | 3.1729 | 0.3553 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Profitability (%) | 48.4375 | 53.125 | 43.75 | 48.4375 | 53.125 | 43.75 |
| Ratio Avg Win / Avg Loss | 5.3111 | 10.0647 | 1.4225 | 1.3738 | 2.7996 | 0.4569 |
| Largest Winning Trade | 1174202 | 1174202 | 62719 | 37253653 | 37253653 | 4480840 |
| Largest Losing Trade | -47649 | -27427 | -47649 | -16552542 | -7429036 | -16552542 |
| Avg Bars in Trades | 105 | 109 | 101 | 105 | 109 | 101 |
| Avg Bars in Winners | 141 | 143 | 138 | 141 | 143 | 138 |
| Avg Bars in Losers | 71 | 70 | 73 | 71 | 70 | 73 |
| Bars Traded | 6760 | 3497 | 3263 | 6760 | 3497 | 3263 |
| Profit Streak | 0 | 210.943 | 0 | 0 | 210.943 | 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 | -288747 | -142948 | -442070 | -138539 | 583490 | -583240 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7420,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601100000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757392676922,
"expiration_time": 1762184160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 88,
"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": [
[
1879209.5276038854,
1847978.0247070557,
31231.5028968291,
19384839.812292147,
48119375.12443793,
-28734535.31214577
],
[
1879.209528,
1847.978025,
31.231503,
19384.839812,
48119.375124,
-28734.535312
],
[
1.013051,
0.996215,
0.016836,
0.284621,
0.33362,
0
],
[
6734.635169,
6734.635169,
6734.635169,
6734.635169,
6734.635169,
6734.635169
],
[
-111609,
-79379,
-105480,
-36029829,
-18248008,
-36816932
],
[
4.989259,
11.406675,
1.106414,
1.290546,
3.172894,
0.355343
],
[
64,
32,
32,
64,
32,
32
],
[
31,
17,
14,
31,
17,
14
],
[
33,
15,
18,
33,
15,
18
],
[
48.4375,
53.125,
43.75,
48.4375,
53.125,
43.75
],
[
5.311147,
10.064713,
1.422532,
1.373807,
2.799612,
0.456869
],
[
1174202,
1174202,
62719,
37253653,
37253653,
4480840
],
[
-47649,
-27427,
-47649,
-16552542,
-7429036,
-16552542
],
[
105,
109,
101,
105,
109,
101
],
[
141,
143,
138,
141,
143,
138
],
[
71,
70,
73,
71,
70,
73
],
[
6760,
3497,
3263,
6760,
3497,
3263
],
[
0,
210.94302,
0,
0,
210.94302,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-288747,
-142948,
-442070,
-138539,
583490,
-583240
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7420,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601100000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757392676922,
"expiration_time": 1762184160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 88,
"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) |
|---|