| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1430527.7451 | 1409629.632 | 20898.1131 | 20062526.8712 | 19452584.0592 | 609942.812 |
| Total P&L (%) | 1430.5277 | 1409.6296 | 20.8981 | 20062.5269 | 19452.5841 | 609.9428 |
| Avg Daily Profit (%) | 0.7694 | 0.7582 | 0.0112 | 0.2858 | 0.2842 | 0.1055 |
| Buy And Hold Return (%) | 9420.2169 | 9420.2169 | 9420.2169 | 9420.2169 | 9420.2169 | 9420.2169 |
| Max Trade Drawdown | -137722 | -57104 | -105742 | -5487799 | -2914341 | -3801724 |
| Profit Factor | 4.456 | 8.7598 | 1.09 | 2.4634 | 4.4128 | 1.0761 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Profitability (%) | 59.4595 | 64.8649 | 54.0541 | 59.4595 | 64.8649 | 54.0541 |
| Ratio Avg Win / Avg Loss | 3.0382 | 4.7449 | 0.9265 | 1.6796 | 2.3903 | 0.9147 |
| Largest Winning Trade | 775543 | 775543 | 67194 | 5466322 | 5466322 | 4100312 |
| Largest Losing Trade | -57104 | -57104 | -38248 | -2914341 | -2914341 | -2573458 |
| Avg Bars in Trades | 93 | 93 | 93 | 93 | 93 | 93 |
| Avg Bars in Winners | 114 | 110 | 119 | 114 | 110 | 119 |
| Avg Bars in Losers | 62 | 62 | 63 | 62 | 62 | 63 |
| Bars Traded | 6939 | 3468 | 3471 | 6939 | 3468 | 3471 |
| Profit Streak | 0 | 220.7349 | 0 | 0 | 220.7349 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -212750 | -141534 | -466291 | -59832 | 452605 | -355436 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7437,
"evaluation_days": 1859.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600322400000,
"last_datapoint_time": 1757743200000,
"evaluation_time": 1757763493913,
"expiration_time": 1762562376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 125,
"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": [
[
1430527.745051705,
1409629.6319554544,
20898.1130962506,
20062526.87122538,
19452584.05919804,
609942.8120273387
],
[
1430.527745,
1409.629632,
20.898113,
20062.526871,
19452.584059,
609.942812
],
[
0.769411,
0.758171,
0.01124,
0.285814,
0.284157,
0.105475
],
[
9420.216904,
9420.216904,
9420.216904,
9420.216904,
9420.216904,
9420.216904
],
[
-137722,
-57104,
-105742,
-5487799,
-2914341,
-3801724
],
[
4.455957,
8.759814,
1.089972,
2.463352,
4.412841,
1.076146
],
[
74,
37,
37,
74,
37,
37
],
[
44,
24,
20,
44,
24,
20
],
[
30,
13,
17,
30,
13,
17
],
[
59.459459,
64.864865,
54.054054,
59.459459,
64.864865,
54.054054
],
[
3.038152,
4.744899,
0.926476,
1.679558,
2.390289,
0.914724
],
[
775543,
775543,
67194,
5466322,
5466322,
4100312
],
[
-57104,
-57104,
-38248,
-2914341,
-2914341,
-2573458
],
[
93,
93,
93,
93,
93,
93
],
[
114,
110,
119,
114,
110,
119
],
[
62,
62,
63,
62,
62,
63
],
[
6939,
3468,
3471,
6939,
3468,
3471
],
[
0,
220.734883,
0,
0,
220.734883,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-212750,
-141534,
-466291,
-59832,
452605,
-355436
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7437,
"evaluation_days": 1859.25,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600322400000,
"last_datapoint_time": 1757743200000,
"evaluation_time": 1757763493913,
"expiration_time": 1762562376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 125,
"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) |
|---|