| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2301095.5972 | 65805.7906 | -2366901.3879 | -1781066.2804 | -33582628.3511 | 31801562.0706 |
| Total P&L (%) | -2301.0956 | 65.8058 | -2366.9014 | -1781.0663 | -33582.6284 | 31801.5621 |
| Avg Daily Profit (%) | -1.2412 | 0.0355 | -1.2766 | 0 | 0 | 0.3114 |
| Buy And Hold Return (%) | 6231.8408 | 6231.8408 | 6231.8408 | 6231.8408 | 6231.8408 | 6231.8408 |
| Max Trade Drawdown | -2368956 | -125016 | -2404677 | -40944331 | -35011483 | -17721650 |
| Profit Factor | 0.2663 | 1.1704 | 0.1393 | 0.9811 | 0.3975 | 1.8218 |
| Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
| Winning Trades | 125 | 59 | 66 | 92 | 42 | 50 |
| Losing Trades | 89 | 48 | 41 | 122 | 65 | 57 |
| Profitability (%) | 58.4112 | 55.1402 | 61.6822 | 42.9907 | 39.2523 | 46.729 |
| Ratio Avg Win / Avg Loss | 0.1896 | 0.9522 | 0.0865 | 1.3011 | 0.6151 | 2.0769 |
| Largest Winning Trade | 41436 | 31465 | 41436 | 39222450 | 4079297 | 39222450 |
| Largest Losing Trade | -1696894 | -56332 | -1696894 | -15758036 | -15758036 | -13839407 |
| Avg Bars in Trades | 23 | 15 | 31 | 23 | 15 | 31 |
| Avg Bars in Winners | 10 | 10 | 11 | 22 | 14 | 29 |
| Avg Bars in Losers | 42 | 22 | 65 | 24 | 17 | 33 |
| Bars Traded | 5114 | 1707 | 3407 | 5114 | 1707 | 3407 |
| Profit Streak | 0 | 0 | 93.0957 | 61.7623 | 63.0957 | 0 |
| Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578289 | -345325 | -578090 | -579879 | -584389 | 347065 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5562,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757269065470,
"expiration_time": 1762066368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 179,
"offset": 0,
"std": 4.32162
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 138,
"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": [
[
-2301095.597244122,
65805.790618571,
-2366901.3878626944,
-1781066.280448256,
-33582628.351073444,
31801562.070625216
],
[
-2301.095597,
65.805791,
-2366.901388,
-1781.06628,
-33582.628351,
31801.562071
],
[
-1.241152,
0.035494,
-1.276646,
0,
0,
0.311446
],
[
6231.840812,
6231.840812,
6231.840812,
6231.840812,
6231.840812,
6231.840812
],
[
-2368956,
-125016,
-2404677,
-40944331,
-35011483,
-17721650
],
[
0.266273,
1.170411,
0.139314,
0.981139,
0.397477,
1.821843
],
[
214,
107,
107,
214,
107,
107
],
[
125,
59,
66,
92,
42,
50
],
[
89,
48,
41,
122,
65,
57
],
[
58.411215,
55.140187,
61.682243,
42.990654,
39.252336,
46.728972
],
[
0.189587,
0.952199,
0.086544,
1.301076,
0.615143,
2.076901
],
[
41436,
31465,
41436,
39222450,
4079297,
39222450
],
[
-1696894,
-56332,
-1696894,
-15758036,
-15758036,
-13839407
],
[
23,
15,
31,
23,
15,
31
],
[
10,
10,
11,
22,
14,
29
],
[
42,
22,
65,
24,
17,
33
],
[
5114,
1707,
3407,
5114,
1707,
3407
],
[
0,
0,
93.095665,
61.762332,
63.095665,
0
],
[
0,
0,
5,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578289,
-345325,
-578090,
-579879,
-584389,
347065
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5562,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757269065470,
"expiration_time": 1762066368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 179,
"offset": 0,
"std": 4.32162
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 138,
"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) |
|---|