| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1334604.8244 | 1335075.2385 | -470.4141 | 9036675.1329 | 24851604.1362 | -15814929.0033 |
| Total P&L (%) | 1334.6048 | 1335.0752 | -0.4704 | 9036.6751 | 24851.6041 | -15814.929 |
| Avg Daily Profit (%) | 0.7169 | 0.7171 | -0.0003 | 0.2428 | 0.2969 | 0 |
| Buy And Hold Return (%) | 6421.2077 | 6421.2077 | 6421.2077 | 6421.2077 | 6421.2077 | 6421.2077 |
| Max Trade Drawdown | -125756 | -52688 | -130577 | -17119878 | -6454123 | -27230360 |
| Profit Factor | 3.9149 | 8.8536 | 0.9984 | 1.1635 | 2.308 | 0.564 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Profitability (%) | 38.806 | 45.4545 | 32.3529 | 38.806 | 45.4545 | 32.3529 |
| Ratio Avg Win / Avg Loss | 6.1735 | 10.6244 | 2.0875 | 1.8347 | 2.7696 | 1.1793 |
| Largest Winning Trade | 577087 | 577087 | 61968 | 19445635 | 19445635 | 7917164 |
| Largest Losing Trade | -38935 | -24934 | -38935 | -6808052 | -3207873 | -6808052 |
| Avg Bars in Trades | 80 | 61 | 99 | 80 | 61 | 99 |
| Avg Bars in Winners | 136 | 101 | 184 | 136 | 101 | 184 |
| Avg Bars in Losers | 45 | 28 | 59 | 45 | 28 | 59 |
| Bars Traded | 5426 | 2033 | 3393 | 5426 | 2033 | 3393 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -271953 | -146584 | -584880 | -195863 | 328704 | -585991 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5585,
"evaluation_days": 1861.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599667200000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757941317925,
"expiration_time": 1762748640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 12,
"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": [
[
1334604.8243943455,
1335075.2384957613,
-470.4141014155,
9036675.132892,
24851604.13620325,
-15814929.003311254
],
[
1334.604824,
1335.075238,
-0.470414,
9036.675133,
24851.604136,
-15814.929003
],
[
0.716886,
0.717139,
-0.000253,
0.242812,
0.296922,
0
],
[
6421.207744,
6421.207744,
6421.207744,
6421.207744,
6421.207744,
6421.207744
],
[
-125756,
-52688,
-130577,
-17119878,
-6454123,
-27230360
],
[
3.91487,
8.853638,
0.998366,
1.163488,
2.307982,
0.564017
],
[
67,
33,
34,
67,
33,
34
],
[
26,
15,
11,
26,
15,
11
],
[
41,
18,
23,
41,
18,
23
],
[
38.80597,
45.454545,
32.352941,
38.80597,
45.454545,
32.352941
],
[
6.17345,
10.624366,
2.087492,
1.834731,
2.769578,
1.179309
],
[
577087,
577087,
61968,
19445635,
19445635,
7917164
],
[
-38935,
-24934,
-38935,
-6808052,
-3207873,
-6808052
],
[
80,
61,
99,
80,
61,
99
],
[
136,
101,
184,
136,
101,
184
],
[
45,
28,
59,
45,
28,
59
],
[
5426,
2033,
3393,
5426,
2033,
3393
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-271953,
-146584,
-584880,
-195863,
328704,
-585991
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5585,
"evaluation_days": 1861.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599667200000,
"last_datapoint_time": 1757923200000,
"evaluation_time": 1757941317925,
"expiration_time": 1762748640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 12,
"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) |
|---|