| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2245867.0262 | -9111.6122 | -2236755.4141 | -1615058.5079 | -28638954.0344 | 27023895.5265 |
| Total P&L (%) | -2245.867 | -9.1116 | -2236.7554 | -1615.0585 | -28638.954 | 27023.8955 |
| Avg Daily Profit (%) | -1.2099 | -0.0049 | -1.205 | 0 | 0 | 0.3023 |
| Buy And Hold Return (%) | 8654.0671 | 8654.0671 | 8654.0671 | 8654.0671 | 8654.0671 | 8654.0671 |
| Max Trade Drawdown | -2333003 | -150693 | -2276806 | -32828328 | -29347968 | -8277456 |
| Profit Factor | 0.1568 | 0.9581 | 0.0855 | 0.9665 | 0.1373 | 2.7916 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 59 | 30 | 29 | 36 | 16 | 20 |
| Losing Trades | 19 | 9 | 10 | 42 | 23 | 19 |
| Profitability (%) | 75.641 | 76.9231 | 74.359 | 46.1538 | 41.0256 | 51.2821 |
| Ratio Avg Win / Avg Loss | 0.0505 | 0.2874 | 0.0295 | 1.1276 | 0.1974 | 2.652 |
| Largest Winning Trade | 26577 | 26577 | 15000 | 32494002 | 1107821 | 32494002 |
| Largest Losing Trade | -1493189 | -61108 | -1493189 | -13853727 | -13853727 | -6003303 |
| Avg Bars in Trades | 88 | 83 | 92 | 88 | 83 | 92 |
| Avg Bars in Winners | 33 | 40 | 25 | 72 | 56 | 85 |
| Avg Bars in Losers | 258 | 225 | 287 | 101 | 102 | 100 |
| Bars Traded | 6882 | 3258 | 3624 | 6882 | 3258 | 3624 |
| Profit Streak | 38.4067 | 145.9067 | 0 | 0 | 0 | 89.6567 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -615408 | -575915 | -577599 | -619384 | -584247 | 431400 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7425,
"evaluation_days": 1856.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601834400000,
"last_datapoint_time": 1757484000000,
"evaluation_time": 1757497538165,
"expiration_time": 1762295400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 219,
"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": [
[
-2245867.0262478427,
-9111.6121609385,
-2236755.414086904,
-1615058.5078914068,
-28638954.03443637,
27023895.52654496
],
[
-2245.867026,
-9.111612,
-2236.755414,
-1615.058508,
-28638.954034,
27023.895527
],
[
-1.209895,
-0.004909,
-1.204986,
0,
0,
0.302301
],
[
8654.067138,
8654.067138,
8654.067138,
8654.067138,
8654.067138,
8654.067138
],
[
-2333003,
-150693,
-2276806,
-32828328,
-29347968,
-8277456
],
[
0.156808,
0.958141,
0.085493,
0.966549,
0.137311,
2.791614
],
[
78,
39,
39,
78,
39,
39
],
[
59,
30,
29,
36,
16,
20
],
[
19,
9,
10,
42,
23,
19
],
[
75.641026,
76.923077,
74.358974,
46.153846,
41.025641,
51.282051
],
[
0.050498,
0.287442,
0.02948,
1.12764,
0.197385,
2.652033
],
[
26577,
26577,
15000,
32494002,
1107821,
32494002
],
[
-1493189,
-61108,
-1493189,
-13853727,
-13853727,
-6003303
],
[
88,
83,
92,
88,
83,
92
],
[
33,
40,
25,
72,
56,
85
],
[
258,
225,
287,
101,
102,
100
],
[
6882,
3258,
3624,
6882,
3258,
3624
],
[
38.406692,
145.906692,
0,
0,
0,
89.656692
],
[
1,
3,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-615408,
-575915,
-577599,
-619384,
-584247,
431400
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7425,
"evaluation_days": 1856.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601834400000,
"last_datapoint_time": 1757484000000,
"evaluation_time": 1757497538165,
"expiration_time": 1762295400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 219,
"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) |
|---|