| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2388932.5454 | -5740.8441 | -2383191.7013 | -2747770.5701 | -32131106.818 | 29383336.2479 |
| Total P&L (%) | -2388.9325 | -5.7408 | -2383.1917 | -2747.7706 | -32131.1068 | 29383.3362 |
| Avg Daily Profit (%) | -1.2859 | -0.0031 | -1.2828 | 0 | 0 | 0.3066 |
| Buy And Hold Return (%) | 8388.717 | 8388.717 | 8388.717 | 8388.717 | 8388.717 | 8388.717 |
| Max Trade Drawdown | -2475143 | -140775 | -2430293 | -38946117 | -33493979 | -10618202 |
| Profit Factor | 0.1546 | 0.9736 | 0.0863 | 0.9528 | 0.1822 | 2.5563 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 67 | 34 | 33 | 40 | 17 | 23 |
| Losing Trades | 21 | 10 | 11 | 48 | 27 | 21 |
| Profitability (%) | 76.1364 | 77.2727 | 75 | 45.4545 | 38.6364 | 52.2727 |
| Ratio Avg Win / Avg Loss | 0.0484 | 0.2864 | 0.0288 | 1.1433 | 0.2893 | 2.334 |
| Largest Winning Trade | 19880 | 19880 | 19080 | 34437100 | 2219754 | 34437100 |
| Largest Losing Trade | -1618259 | -62918 | -1618259 | -16003221 | -16003221 | -7454132 |
| Avg Bars in Trades | 78 | 74 | 82 | 78 | 74 | 82 |
| Avg Bars in Winners | 31 | 39 | 23 | 67 | 59 | 73 |
| Avg Bars in Losers | 227 | 193 | 258 | 87 | 83 | 91 |
| Bars Traded | 6887 | 3269 | 3618 | 6887 | 3269 | 3618 |
| Profit Streak | 40.1501 | 147.4001 | 0 | 0 | 0 | 91.1501 |
| Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576329 | -575771 | -577478 | -580644 | -585138 | 434515 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7431,
"evaluation_days": 1857.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601640000000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757626568434,
"expiration_time": 1762428888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 210,
"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": [
[
-2388932.545363555,
-5740.8440532506,
-2383191.701310305,
-2747770.570051221,
-32131106.817960538,
29383336.247909315
],
[
-2388.932545,
-5.740844,
-2383.191701,
-2747.77057,
-32131.106818,
29383.336248
],
[
-1.285928,
-0.00309,
-1.282838,
0,
0,
0.30656
],
[
8388.717005,
8388.717005,
8388.717005,
8388.717005,
8388.717005,
8388.717005
],
[
-2475143,
-140775,
-2430293,
-38946117,
-33493979,
-10618202
],
[
0.154562,
0.973595,
0.08629,
0.952762,
0.182179,
2.556302
],
[
88,
44,
44,
88,
44,
44
],
[
67,
34,
33,
40,
17,
23
],
[
21,
10,
11,
48,
27,
21
],
[
76.136364,
77.272727,
75,
45.454545,
38.636364,
52.272727
],
[
0.048445,
0.286351,
0.028763,
1.143315,
0.289343,
2.334015
],
[
19880,
19880,
19080,
34437100,
2219754,
34437100
],
[
-1618259,
-62918,
-1618259,
-16003221,
-16003221,
-7454132
],
[
78,
74,
82,
78,
74,
82
],
[
31,
39,
23,
67,
59,
73
],
[
227,
193,
258,
87,
83,
91
],
[
6887,
3269,
3618,
6887,
3269,
3618
],
[
40.150098,
147.400098,
0,
0,
0,
91.150098
],
[
1,
5,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576329,
-575771,
-577478,
-580644,
-585138,
434515
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7431,
"evaluation_days": 1857.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601640000000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757626568434,
"expiration_time": 1762428888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 210,
"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) |
|---|