| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1473741.75 | 1460314.0374 | 13427.7127 | 25039241.4756 | 35821738.3718 | -10782496.8962 |
| Total P&L (%) | 1473.7418 | 1460.314 | 13.4277 | 25039.2415 | 35821.7384 | -10782.4969 |
| Avg Daily Profit (%) | 0.7942 | 0.7869 | 0.0072 | 0.2983 | 0.3176 | 0 |
| Buy And Hold Return (%) | 11022.7407 | 11022.7407 | 11022.7407 | 11022.7407 | 11022.7407 | 11022.7407 |
| Max Trade Drawdown | -57026 | -28564 | -96747 | -14565239 | -5579128 | -18231327 |
| Profit Factor | 5.4632 | 16.8472 | 1.0564 | 1.7108 | 4.145 | 0.5476 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 33 | 21 | 12 | 33 | 21 | 12 |
| Losing Trades | 34 | 12 | 22 | 34 | 12 | 22 |
| Profitability (%) | 49.2537 | 63.6364 | 35.2941 | 49.2537 | 63.6364 | 35.2941 |
| Ratio Avg Win / Avg Loss | 5.6288 | 9.627 | 1.9367 | 1.7627 | 2.3686 | 1.004 |
| Largest Winning Trade | 691969 | 691969 | 63762 | 16210661 | 16210661 | 4022196 |
| Largest Losing Trade | -53833 | -23868 | -53833 | -4928475 | -4894590 | -4928475 |
| Avg Bars in Trades | 76 | 80 | 73 | 76 | 80 | 73 |
| Avg Bars in Winners | 115 | 103 | 135 | 115 | 103 | 135 |
| Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
| Bars Traded | 5158 | 2648 | 2510 | 5158 | 2648 | 2510 |
| Profit Streak | 0 | 206.5643 | 0 | 0 | 206.5643 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -265816 | -141092 | -512040 | -114248 | 591273 | -584847 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5567,
"evaluation_days": 1855.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1606723200000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757424759130,
"expiration_time": 1762214688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 239,
"offset": 96
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 68,
"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": [
[
1473741.75003637,
1460314.0373657318,
13427.7126706378,
25039241.475619804,
35821738.371802576,
-10782496.896182775
],
[
1473.74175,
1460.314037,
13.427713,
25039.241476,
35821.738372,
-10782.496896
],
[
0.794183,
0.786947,
0.007236,
0.298289,
0.317582,
0
],
[
11022.740733,
11022.740733,
11022.740733,
11022.740733,
11022.740733,
11022.740733
],
[
-57026,
-28564,
-96747,
-14565239,
-5579128,
-18231327
],
[
5.463209,
16.847245,
1.056407,
1.710843,
4.145004,
0.547612
],
[
67,
33,
34,
67,
33,
34
],
[
33,
21,
12,
33,
21,
12
],
[
34,
12,
22,
34,
12,
22
],
[
49.253731,
63.636364,
35.294118,
49.253731,
63.636364,
35.294118
],
[
5.628761,
9.626997,
1.936747,
1.762687,
2.368574,
1.003956
],
[
691969,
691969,
63762,
16210661,
16210661,
4022196
],
[
-53833,
-23868,
-53833,
-4928475,
-4894590,
-4928475
],
[
76,
80,
73,
76,
80,
73
],
[
115,
103,
135,
115,
103,
135
],
[
39,
38,
40,
39,
38,
40
],
[
5158,
2648,
2510,
5158,
2648,
2510
],
[
0,
206.564342,
0,
0,
206.564342,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-265816,
-141092,
-512040,
-114248,
591273,
-584847
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5567,
"evaluation_days": 1855.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1606723200000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757424759130,
"expiration_time": 1762214688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 239,
"offset": 96
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 68,
"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) |
|---|