| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2349148.6138 | -22084.1667 | -2327064.4471 | -1451890.7277 | -25274141.7587 | 23822251.031 |
| Total P&L (%) | -2349.1486 | -22.0842 | -2327.0644 | -1451.8907 | -25274.1418 | 23822.251 |
| Avg Daily Profit (%) | -1.2613 | -0.0119 | -1.2494 | 0 | 0 | 0.2945 |
| Buy And Hold Return (%) | 8941.841 | 8941.841 | 8941.841 | 8941.841 | 8941.841 | 8941.841 |
| Max Trade Drawdown | -2425402 | -156419 | -2368262 | -32594856 | -27953327 | -7622509 |
| Profit Factor | 0.1488 | 0.9036 | 0.0804 | 0.9686 | 0.2146 | 2.6867 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 70 | 33 | 37 | 45 | 22 | 23 |
| Losing Trades | 22 | 13 | 9 | 47 | 24 | 23 |
| Profitability (%) | 76.087 | 71.7391 | 80.4348 | 48.913 | 47.8261 | 50 |
| Ratio Avg Win / Avg Loss | 0.0468 | 0.356 | 0.0196 | 1.0117 | 0.2342 | 2.6867 |
| Largest Winning Trade | 29211 | 29211 | 21161 | 27862916 | 3100649 | 27862916 |
| Largest Losing Trade | -1582175 | -61531 | -1582175 | -14151792 | -14151792 | -5444407 |
| Avg Bars in Trades | 73 | 71 | 76 | 73 | 71 | 76 |
| Avg Bars in Winners | 24 | 27 | 22 | 63 | 58 | 68 |
| Avg Bars in Losers | 229 | 181 | 299 | 83 | 83 | 84 |
| Bars Traded | 6787 | 3277 | 3510 | 6787 | 3277 | 3510 |
| Profit Streak | 0 | 0 | 107.4233 | 96.6733 | 97.6733 | 0 |
| Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576873 | -577886 | -575419 | -578729 | -580990 | 382857 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7450,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758038975210,
"expiration_time": 1762851600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 5,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 222,
"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": [
[
-2349148.613790038,
-22084.1666824333,
-2327064.4471076042,
-1451890.727698535,
-25274141.758700617,
23822251.031002082
],
[
-2349.148614,
-22.084167,
-2327.064447,
-1451.890728,
-25274.141759,
23822.251031
],
[
-1.261288,
-0.011857,
-1.249431,
0,
0,
0.294521
],
[
8941.841004,
8941.841004,
8941.841004,
8941.841004,
8941.841004,
8941.841004
],
[
-2425402,
-156419,
-2368262,
-32594856,
-27953327,
-7622509
],
[
0.148791,
0.903634,
0.080433,
0.968645,
0.214642,
2.686687
],
[
92,
46,
46,
92,
46,
46
],
[
70,
33,
37,
45,
22,
23
],
[
22,
13,
9,
47,
24,
23
],
[
76.086957,
71.73913,
80.434783,
48.913043,
47.826087,
50
],
[
0.046763,
0.355977,
0.019565,
1.011696,
0.234154,
2.686687
],
[
29211,
29211,
21161,
27862916,
3100649,
27862916
],
[
-1582175,
-61531,
-1582175,
-14151792,
-14151792,
-5444407
],
[
73,
71,
76,
73,
71,
76
],
[
24,
27,
22,
63,
58,
68
],
[
229,
181,
299,
83,
83,
84
],
[
6787,
3277,
3510,
6787,
3277,
3510
],
[
0,
0,
107.423324,
96.673324,
97.673324,
0
],
[
0,
0,
3,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576873,
-577886,
-575419,
-578729,
-580990,
382857
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7450,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601899200000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758038975210,
"expiration_time": 1762851600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 5,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 222,
"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) |
|---|