| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1902434.6683 | 17213.8977 | -1919648.566 | -2412692.6978 | -25217435.5719 | 22804742.8741 |
| Total P&L (%) | -1902.4347 | 17.2139 | -1919.6486 | -2412.6927 | -25217.4356 | 22804.7429 |
| Avg Daily Profit (%) | -1.023 | 0.0093 | -1.0322 | 0 | 0 | 0.2926 |
| Buy And Hold Return (%) | 8917.4195 | 8917.4195 | 8917.4195 | 8917.4195 | 8917.4195 | 8917.4195 |
| Max Trade Drawdown | -2061019 | -168124 | -1978930 | -28190089 | -25967351 | -4971435 |
| Profit Factor | 0.1815 | 1.0771 | 0.0864 | 0.937 | 0.0923 | 3.1715 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 57 | 30 | 27 | 26 | 10 | 16 |
| Losing Trades | 19 | 8 | 11 | 50 | 28 | 22 |
| Profitability (%) | 75 | 78.9474 | 71.0526 | 34.2105 | 26.3158 | 42.1053 |
| Ratio Avg Win / Avg Loss | 0.0605 | 0.2872 | 0.0352 | 1.8019 | 0.2584 | 4.3608 |
| Largest Winning Trade | 22179 | 22179 | 19053 | 27945115 | 1059953 | 27945115 |
| Largest Losing Trade | -1201395 | -58770 | -1201395 | -11252476 | -11252476 | -2976649 |
| Avg Bars in Trades | 90 | 88 | 92 | 90 | 88 | 92 |
| Avg Bars in Winners | 32 | 36 | 28 | 96 | 78 | 107 |
| Avg Bars in Losers | 263 | 281 | 250 | 87 | 91 | 81 |
| Bars Traded | 6875 | 3359 | 3516 | 6875 | 3359 | 3516 |
| Profit Streak | 39.0736 | 145.5736 | 0 | 0 | 0 | 93.3236 |
| Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -630490 | -478442 | -578035 | -637918 | -604780 | 319955 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7439,
"evaluation_days": 1859.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601920800000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757792756716,
"expiration_time": 1762606872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 167,
"offset": 56
}
}
}
{
"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": [
[
-1902434.6683046028,
17213.8976578807,
-1919648.5659624839,
-2412692.697797658,
-25217435.57189713,
22804742.874099474
],
[
-1902.434668,
17.213898,
-1919.648566,
-2412.692698,
-25217.435572,
22804.742874
],
[
-1.022952,
0.009256,
-1.032208,
0,
0,
0.292613
],
[
8917.419501,
8917.419501,
8917.419501,
8917.419501,
8917.419501,
8917.419501
],
[
-2061019,
-168124,
-1978930,
-28190089,
-25967351,
-4971435
],
[
0.18153,
1.077133,
0.086406,
0.936978,
0.092287,
3.171497
],
[
76,
38,
38,
76,
38,
38
],
[
57,
30,
27,
26,
10,
16
],
[
19,
8,
11,
50,
28,
22
],
[
75,
78.947368,
71.052632,
34.210526,
26.315789,
42.105263
],
[
0.06051,
0.287235,
0.035203,
1.80188,
0.258403,
4.360808
],
[
22179,
22179,
19053,
27945115,
1059953,
27945115
],
[
-1201395,
-58770,
-1201395,
-11252476,
-11252476,
-2976649
],
[
90,
88,
92,
90,
88,
92
],
[
32,
36,
28,
96,
78,
107
],
[
263,
281,
250,
87,
91,
81
],
[
6875,
3359,
3516,
6875,
3359,
3516
],
[
39.073573,
145.573573,
0,
0,
0,
93.323573
],
[
1,
4,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-630490,
-478442,
-578035,
-637918,
-604780,
319955
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7439,
"evaluation_days": 1859.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601920800000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757792756716,
"expiration_time": 1762606872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 167,
"offset": 56
}
}
}
| # | 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) |
|---|