| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1462802.731 | 1472097.9946 | -9295.2636 | 10882143.0044 | 17945163.7924 | -7063020.788 |
| Total P&L (%) | 1462.8027 | 1472.098 | -9.2953 | 10882.143 | 17945.1638 | -7063.0208 |
| Avg Daily Profit (%) | 0.7887 | 0.7937 | -0.005 | 0.2537 | 0.2805 | 0 |
| Buy And Hold Return (%) | 6759.0789 | 6759.0789 | 6759.0789 | 6759.0789 | 6759.0789 | 6759.0789 |
| Max Trade Drawdown | -108325 | -112283 | -89046 | -12182761 | -6718483 | -9599176 |
| Profit Factor | 3.0892 | 5.1663 | 0.9732 | 1.272 | 1.8977 | 0.6471 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
| Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
| Profitability (%) | 47.7273 | 48.8636 | 46.5909 | 47.7273 | 48.8636 | 46.5909 |
| Ratio Avg Win / Avg Loss | 3.3835 | 5.4066 | 1.1156 | 1.3932 | 1.986 | 0.7418 |
| Largest Winning Trade | 561111 | 561111 | 61064 | 12283683 | 12283683 | 2569768 |
| Largest Losing Trade | -45713 | -45713 | -45086 | -2678759 | -2678759 | -2156291 |
| Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
| Avg Bars in Winners | 54 | 62 | 46 | 54 | 62 | 46 |
| Avg Bars in Losers | 26 | 21 | 30 | 26 | 21 | 30 |
| Bars Traded | 6997 | 3657 | 3341 | 6997 | 3657 | 3341 |
| Profit Streak | 0 | 87.8553 | 0 | 0 | 87.8553 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146768 | -144060 | -580755 | -1041 | 345583 | -582422 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7419,
"evaluation_days": 1854.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601143200000,
"last_datapoint_time": 1757354400000,
"evaluation_time": 1757363497475,
"expiration_time": 1762161912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1462802.7309786903,
1472097.9946154936,
-9295.2636368037,
10882143.004407944,
17945163.79238327,
-7063020.787975323
],
[
1462.802731,
1472.097995,
-9.295264,
10882.143004,
17945.163792,
-7063.020788
],
[
0.788679,
0.793691,
-0.005012,
0.253663,
0.280509,
0
],
[
6759.078851,
6759.078851,
6759.078851,
6759.078851,
6759.078851,
6759.078851
],
[
-108325,
-112283,
-89046,
-12182761,
-6718483,
-9599176
],
[
3.089239,
5.1663,
0.973199,
1.272015,
1.897743,
0.647139
],
[
176,
88,
88,
176,
88,
88
],
[
84,
43,
41,
84,
43,
41
],
[
92,
45,
47,
92,
45,
47
],
[
47.727273,
48.863636,
46.590909,
47.727273,
48.863636,
46.590909
],
[
3.383453,
5.406593,
1.115618,
1.393159,
1.98601,
0.741843
],
[
561111,
561111,
61064,
12283683,
12283683,
2569768
],
[
-45713,
-45713,
-45086,
-2678759,
-2678759,
-2156291
],
[
39,
41,
37,
39,
41,
37
],
[
54,
62,
46,
54,
62,
46
],
[
26,
21,
30,
26,
21,
30
],
[
6997,
3657,
3341,
6997,
3657,
3341
],
[
0,
87.855295,
0,
0,
87.855295,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146768,
-144060,
-580755,
-1041,
345583,
-582422
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7419,
"evaluation_days": 1854.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601143200000,
"last_datapoint_time": 1757354400000,
"evaluation_time": 1757363497475,
"expiration_time": 1762161912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|