| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1823834.7386 | 1765788.1649 | 58046.5738 | 29225523.7098 | 35096297.9353 | -5870774.2255 |
| Total P&L (%) | 1823.8347 | 1765.7882 | 58.0466 | 29225.5237 | 35096.2979 | -5870.7742 |
| Avg Daily Profit (%) | 0.9769 | 0.9458 | 0.0311 | 0.3048 | 0.3146 | 0 |
| Buy And Hold Return (%) | 8017.4281 | 8017.4281 | 8017.4281 | 8017.4281 | 8017.4281 | 8017.4281 |
| Max Trade Drawdown | -77559 | -37335 | -71635 | -16111596 | -7442818 | -10925976 |
| Profit Factor | 6.7797 | 14.1102 | 1.3209 | 1.887 | 3.3377 | 0.6727 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Profitability (%) | 56.6667 | 60 | 53.3333 | 56.6667 | 60 | 53.3333 |
| Ratio Avg Win / Avg Loss | 5.1845 | 9.4068 | 1.1558 | 1.443 | 2.2251 | 0.5886 |
| Largest Winning Trade | 1002132 | 1002132 | 65834 | 17958225 | 17958225 | 5475833 |
| Largest Losing Trade | -65266 | -30935 | -65266 | -7442818 | -7442818 | -5565041 |
| Avg Bars in Trades | 86 | 89 | 83 | 86 | 89 | 83 |
| Avg Bars in Winners | 115 | 126 | 102 | 115 | 126 | 102 |
| Avg Bars in Losers | 48 | 34 | 61 | 48 | 34 | 61 |
| Bars Traded | 5187 | 2683 | 2504 | 5187 | 2683 | 2504 |
| 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 | -316565 | -142708 | -316533 | -163769 | 531386 | -580393 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5601,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758389265126,
"expiration_time": 1763223264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 240,
"offset": 0,
"std": 3.78769
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 35,
"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": [
[
1823834.738611612,
1765788.1648604965,
58046.5737511159,
29225523.709819723,
35096297.93534067,
-5870774.225520962
],
[
1823.834739,
1765.788165,
58.046574,
29225.52371,
35096.297935,
-5870.774226
],
[
0.97688,
0.945789,
0.031091,
0.304751,
0.314555,
0
],
[
8017.428088,
8017.428088,
8017.428088,
8017.428088,
8017.428088,
8017.428088
],
[
-77559,
-37335,
-71635,
-16111596,
-7442818,
-10925976
],
[
6.779686,
14.110199,
1.320927,
1.886961,
3.337714,
0.672702
],
[
60,
30,
30,
60,
30,
30
],
[
34,
18,
16,
34,
18,
16
],
[
26,
12,
14,
26,
12,
14
],
[
56.666667,
60,
53.333333,
56.666667,
60,
53.333333
],
[
5.184466,
9.406799,
1.155811,
1.44297,
2.225142,
0.588614
],
[
1002132,
1002132,
65834,
17958225,
17958225,
5475833
],
[
-65266,
-30935,
-65266,
-7442818,
-7442818,
-5565041
],
[
86,
89,
83,
86,
89,
83
],
[
115,
126,
102,
115,
126,
102
],
[
48,
34,
61,
48,
34,
61
],
[
5187,
2683,
2504,
5187,
2683,
2504
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-316565,
-142708,
-316533,
-163769,
531386,
-580393
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5601,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758389265126,
"expiration_time": 1763223264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 240,
"offset": 0,
"std": 3.78769
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 35,
"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) |
|---|