| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3229356.512 | 31491.3898 | -3260847.9018 | 5523310.8432 | -35095796.7195 | 40619107.5628 |
| Total P&L (%) | -3229.3565 | 31.4914 | -3260.8479 | 5523.3108 | -35095.7967 | 40619.1076 |
| Avg Daily Profit (%) | -1.7269 | 0.0168 | -1.7438 | 0.2157 | 0 | 0.3219 |
| Buy And Hold Return (%) | 7275.9278 | 7275.9278 | 7275.9278 | 7275.9278 | 7275.9278 | 7275.9278 |
| Max Trade Drawdown | -3362985 | -60581 | -3358717 | -100870138 | -38640239 | -90903749 |
| Profit Factor | 0.1623 | 1.2527 | 0.1259 | 1.0299 | 0.3938 | 1.3209 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 71 | 35 | 36 | 61 | 28 | 33 |
| Losing Trades | 26 | 14 | 12 | 36 | 21 | 15 |
| Profitability (%) | 73.1959 | 71.4286 | 75 | 62.8866 | 57.1429 | 68.75 |
| Ratio Avg Win / Avg Loss | 0.0594 | 0.5011 | 0.042 | 0.6078 | 0.2954 | 0.6004 |
| Largest Winning Trade | 46766 | 24567 | 46766 | 34193345 | 5894322 | 34193345 |
| Largest Losing Trade | -2469112 | -35591 | -2469112 | -89700688 | -30853831 | -89700688 |
| Avg Bars in Trades | 70 | 7 | 135 | 70 | 7 | 135 |
| Avg Bars in Winners | 36 | 4 | 68 | 64 | 4 | 114 |
| Avg Bars in Losers | 164 | 15 | 337 | 82 | 10 | 182 |
| Bars Traded | 6883 | 368 | 6515 | 6883 | 368 | 6515 |
| Profit Streak | 113.6264 | 274.3764 | 113.6264 | 113.6264 | 274.3764 | 113.6264 |
| Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575809 | -333434 | -576490 | -343510 | -578062 | 365639 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7480,
"evaluation_days": 1870,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599501600000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758682923557,
"expiration_time": 1763519040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 102,
"offset": 0,
"std": 2.0186
}
}
}
{
"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": [
[
-3229356.5120038935,
31491.3898380017,
-3260847.901841896,
5523310.843220008,
-35095796.71954912,
40619107.562769115
],
[
-3229.356512,
31.49139,
-3260.847902,
5523.310843,
-35095.79672,
40619.107563
],
[
-1.726929,
0.01684,
-1.743769,
0.215714,
0,
0.321869
],
[
7275.927763,
7275.927763,
7275.927763,
7275.927763,
7275.927763,
7275.927763
],
[
-3362985,
-60581,
-3358717,
-100870138,
-38640239,
-90903749
],
[
0.162341,
1.252685,
0.125916,
1.029941,
0.393819,
1.320906
],
[
97,
49,
48,
97,
49,
48
],
[
71,
35,
36,
61,
28,
33
],
[
26,
14,
12,
36,
21,
15
],
[
73.195876,
71.428571,
75,
62.886598,
57.142857,
68.75
],
[
0.059449,
0.501074,
0.041972,
0.607834,
0.295364,
0.600412
],
[
46766,
24567,
46766,
34193345,
5894322,
34193345
],
[
-2469112,
-35591,
-2469112,
-89700688,
-30853831,
-89700688
],
[
70,
7,
135,
70,
7,
135
],
[
36,
4,
68,
64,
4,
114
],
[
164,
15,
337,
82,
10,
182
],
[
6883,
368,
6515,
6883,
368,
6515
],
[
113.62643,
274.37643,
113.62643,
113.62643,
274.37643,
113.62643
],
[
5,
6,
2,
5,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575809,
-333434,
-576490,
-343510,
-578062,
365639
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7480,
"evaluation_days": 1870,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1599501600000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758682923557,
"expiration_time": 1763519040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 102,
"offset": 0,
"std": 2.0186
}
}
}
| # | 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) |
|---|