| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1431752.9733 | 1396049.8505 | 35703.1228 | 26791629.0994 | 23792982.577 | 2998646.5224 |
| Total P&L (%) | 1431.753 | 1396.0499 | 35.7031 | 26791.6291 | 23792.9826 | 2998.6465 |
| Avg Daily Profit (%) | 0.7675 | 0.7484 | 0.0191 | 0.3003 | 0.294 | 0.1842 |
| Buy And Hold Return (%) | 8853.4004 | 8853.4004 | 8853.4004 | 8853.4004 | 8853.4004 | 8853.4004 |
| Max Trade Drawdown | -111027 | -79051 | -56197 | -5980022 | -4885842 | -10276383 |
| Profit Factor | 5.2088 | 10.5486 | 1.1841 | 2.2216 | 4.1544 | 1.2084 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
| Losing Trades | 30 | 12 | 18 | 30 | 12 | 18 |
| Profitability (%) | 53.125 | 62.5 | 43.75 | 53.125 | 62.5 | 43.75 |
| Ratio Avg Win / Avg Loss | 4.596 | 6.3291 | 1.5224 | 1.9603 | 2.4926 | 1.5537 |
| Largest Winning Trade | 570601 | 570601 | 63231 | 8629681 | 7390540 | 8629681 |
| Largest Losing Trade | -59149 | -59149 | -32072 | -4461390 | -4048034 | -4461390 |
| Avg Bars in Trades | 108 | 109 | 107 | 108 | 109 | 107 |
| Avg Bars in Winners | 139 | 147 | 128 | 139 | 147 | 128 |
| Avg Bars in Losers | 74 | 47 | 91 | 74 | 47 | 91 |
| Bars Traded | 6963 | 3512 | 3451 | 6963 | 3512 | 3451 |
| Profit Streak | 0 | 221.4997 | 0 | 0 | 221.4997 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -288036 | -141579 | -352480 | -133059 | 560589 | -159702 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7462,
"evaluation_days": 1865.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758304775197,
"expiration_time": 1763118576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1431752.973267199,
1396049.8505090093,
35703.1227581899,
26791629.09939269,
23792982.57696529,
2998646.522427397
],
[
1431.752973,
1396.049851,
35.703123,
26791.629099,
23792.982577,
2998.646522
],
[
0.76749,
0.748352,
0.019139,
0.300338,
0.293981,
0.184225
],
[
8853.400409,
8853.400409,
8853.400409,
8853.400409,
8853.400409,
8853.400409
],
[
-111027,
-79051,
-56197,
-5980022,
-4885842,
-10276383
],
[
5.208768,
10.548554,
1.184058,
2.221639,
4.154369,
1.208413
],
[
64,
32,
32,
64,
32,
32
],
[
34,
20,
14,
34,
20,
14
],
[
30,
12,
18,
30,
12,
18
],
[
53.125,
62.5,
43.75,
53.125,
62.5,
43.75
],
[
4.595972,
6.329132,
1.52236,
1.96027,
2.492621,
1.553674
],
[
570601,
570601,
63231,
8629681,
7390540,
8629681
],
[
-59149,
-59149,
-32072,
-4461390,
-4048034,
-4461390
],
[
108,
109,
107,
108,
109,
107
],
[
139,
147,
128,
139,
147,
128
],
[
74,
47,
91,
74,
47,
91
],
[
6963,
3512,
3451,
6963,
3512,
3451
],
[
0,
221.499713,
0,
0,
221.499713,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-288036,
-141579,
-352480,
-133059,
560589,
-159702
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7462,
"evaluation_days": 1865.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601726400000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758304775197,
"expiration_time": 1763118576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|