| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 792410.9433 | 826245.5752 | -33834.632 | 4195445.1524 | 19393275.3859 | -15197830.2335 |
| Total P&L (%) | 792.4109 | 826.2456 | -33.8346 | 4195.4452 | 19393.2754 | -15197.8302 |
| Avg Daily Profit (%) | 0.4243 | 0.4424 | -0.0181 | 0.2015 | 0.2827 | 0 |
| Buy And Hold Return (%) | 8114.9475 | 8114.9475 | 8114.9475 | 8114.9475 | 8114.9475 | 8114.9475 |
| Max Trade Drawdown | -163677 | -62639 | -141214 | -24083578 | -8788881 | -18860489 |
| Profit Factor | 2.2516 | 4.2921 | 0.9115 | 1.0999 | 2.1277 | 0.3876 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Profitability (%) | 58.5106 | 61.7021 | 55.3191 | 58.5106 | 61.7021 | 55.3191 |
| Ratio Avg Win / Avg Loss | 1.5966 | 2.664 | 0.7362 | 0.7799 | 1.3206 | 0.3131 |
| Largest Winning Trade | 184528 | 184528 | 64733 | 14019175 | 14019175 | 1525730 |
| Largest Losing Trade | -39696 | -27708 | -39696 | -6702875 | -5508924 | -6702875 |
| Avg Bars in Trades | 54 | 51 | 56 | 54 | 51 | 56 |
| Avg Bars in Winners | 58 | 55 | 61 | 58 | 55 | 61 |
| Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
| Bars Traded | 5082 | 2438 | 2644 | 5082 | 2438 | 2644 |
| Profit Streak | 0 | 224.2111 | 0 | 0 | 224.2111 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150183 | -146203 | -580007 | -268724 | 344852 | -580007 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5603,
"evaluation_days": 1867.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600848000000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758459840239,
"expiration_time": 1763282592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 63,
"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": [
[
792410.9432834527,
826245.5752428122,
-33834.63195936,
4195445.152386015,
19393275.38586488,
-15197830.233478865
],
[
792.410943,
826.245575,
-33.834632,
4195.445152,
19393.275386,
-15197.830233
],
[
0.424278,
0.442394,
-0.018116,
0.201531,
0.282711,
0
],
[
8114.947498,
8114.947498,
8114.947498,
8114.947498,
8114.947498,
8114.947498
],
[
-163677,
-62639,
-141214,
-24083578,
-8788881,
-18860489
],
[
2.251632,
4.292057,
0.911456,
1.099857,
2.127668,
0.3876
],
[
94,
47,
47,
94,
47,
47
],
[
55,
29,
26,
55,
29,
26
],
[
39,
18,
21,
39,
18,
21
],
[
58.510638,
61.702128,
55.319149,
58.510638,
61.702128,
55.319149
],
[
1.596612,
2.664036,
0.736176,
0.779899,
1.320621,
0.313062
],
[
184528,
184528,
64733,
14019175,
14019175,
1525730
],
[
-39696,
-27708,
-39696,
-6702875,
-5508924,
-6702875
],
[
54,
51,
56,
54,
51,
56
],
[
58,
55,
61,
58,
55,
61
],
[
48,
46,
50,
48,
46,
50
],
[
5082,
2438,
2644,
5082,
2438,
2644
],
[
0,
224.211114,
0,
0,
224.211114,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150183,
-146203,
-580007,
-268724,
344852,
-580007
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5603,
"evaluation_days": 1867.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600848000000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758459840239,
"expiration_time": 1763282592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 63,
"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) |
|---|