| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2306963.2387 | 2207843.6189 | 99119.6198 | 86320907.1979 | 99837978.8122 | -13517071.6143 |
| Total P&L (%) | 2306.9632 | 2207.8436 | 99.1196 | 86320.9072 | 99837.9788 | -13517.0716 |
| Avg Daily Profit (%) | 1.2412 | 1.1879 | 0.0533 | 0.3645 | 0.3723 | 0 |
| Buy And Hold Return (%) | 9364.603 | 9364.603 | 9364.603 | 9364.603 | 9364.603 | 9364.603 |
| Max Trade Drawdown | -54225 | -42748 | -57543 | -37452047 | -19642689 | -23723506 |
| Profit Factor | 8.6207 | 16.3761 | 1.6229 | 1.9783 | 3.6164 | 0.7301 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Profitability (%) | 33.3333 | 35 | 31.7073 | 33.3333 | 35 | 31.7073 |
| Ratio Avg Win / Avg Loss | 17.2415 | 30.4128 | 3.4954 | 3.9567 | 6.7162 | 1.5724 |
| Largest Winning Trade | 1408064 | 1408064 | 61861 | 49172823 | 49172823 | 22441961 |
| Largest Losing Trade | -21833 | -21833 | -19302 | -8897176 | -8897176 | -8514497 |
| Avg Bars in Trades | 66 | 67 | 65 | 66 | 67 | 65 |
| Avg Bars in Winners | 145 | 159 | 130 | 145 | 159 | 130 |
| Avg Bars in Losers | 27 | 18 | 35 | 27 | 18 | 35 |
| Bars Traded | 5400 | 2717 | 2683 | 5400 | 2717 | 2683 |
| 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 | -166459 | -149552 | -291485 | -9557 | 377481 | -585078 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5576,
"evaluation_days": 1858.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600272000000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757682345909,
"expiration_time": 1762481664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
2306963.2386582154,
2207843.6189014884,
99119.6197567266,
86320907.19785124,
99837978.81218737,
-13517071.614336133
],
[
2306.963239,
2207.843619,
99.11962,
86320.907198,
99837.978812,
-13517.071614
],
[
1.24119,
1.187862,
0.053328,
0.364461,
0.372308,
0
],
[
9364.602993,
9364.602993,
9364.602993,
9364.602993,
9364.602993,
9364.602993
],
[
-54225,
-42748,
-57543,
-37452047,
-19642689,
-23723506
],
[
8.620749,
16.3761,
1.622877,
1.978342,
3.616401,
0.730054
],
[
81,
40,
41,
81,
40,
41
],
[
27,
14,
13,
27,
14,
13
],
[
54,
26,
28,
54,
26,
28
],
[
33.333333,
35,
31.707317,
33.333333,
35,
31.707317
],
[
17.241498,
30.412757,
3.495427,
3.956684,
6.716173,
1.572425
],
[
1408064,
1408064,
61861,
49172823,
49172823,
22441961
],
[
-21833,
-21833,
-19302,
-8897176,
-8897176,
-8514497
],
[
66,
67,
65,
66,
67,
65
],
[
145,
159,
130,
145,
159,
130
],
[
27,
18,
35,
27,
18,
35
],
[
5400,
2717,
2683,
5400,
2717,
2683
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166459,
-149552,
-291485,
-9557,
377481,
-585078
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5576,
"evaluation_days": 1858.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600272000000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757682345909,
"expiration_time": 1762481664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|