| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2085397.8953 | 21657.7378 | -2107055.6331 | -2129220.7264 | -26134848.3794 | 24005627.653 |
| Total P&L (%) | -2085.3979 | 21.6577 | -2107.0556 | -2129.2207 | -26134.8484 | 24005.6277 |
| Avg Daily Profit (%) | -1.1248 | 0.0117 | -1.1365 | 0 | 0 | 0.2963 |
| Buy And Hold Return (%) | 7986.8294 | 7986.8294 | 7986.8294 | 7986.8294 | 7986.8294 | 7986.8294 |
| Max Trade Drawdown | -2202987 | -155855 | -2151009 | -30720609 | -27023351 | -8144504 |
| Profit Factor | 0.1799 | 1.0983 | 0.0928 | 0.9544 | 0.1437 | 2.4829 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 56 | 28 | 28 | 33 | 15 | 18 |
| Losing Trades | 18 | 9 | 9 | 41 | 22 | 19 |
| Profitability (%) | 75.6757 | 75.6757 | 75.6757 | 44.5946 | 40.5405 | 48.6486 |
| Ratio Avg Win / Avg Loss | 0.0578 | 0.353 | 0.0298 | 1.1858 | 0.2108 | 2.6208 |
| Largest Winning Trade | 26577 | 26577 | 23514 | 31446013 | 1127693 | 31446013 |
| Largest Losing Trade | -1412694 | -60532 | -1412694 | -13230314 | -13230314 | -6586231 |
| Avg Bars in Trades | 68 | 66 | 71 | 68 | 66 | 71 |
| Avg Bars in Winners | 24 | 30 | 19 | 58 | 50 | 65 |
| Avg Bars in Losers | 206 | 178 | 234 | 76 | 77 | 76 |
| Bars Traded | 5090 | 2451 | 2639 | 5090 | 2451 | 2639 |
| Profit Streak | 94.9082 | 142.9082 | 94.9082 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -644590 | -452726 | -576884 | -649991 | -584451 | 358800 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5562,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602259200000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757281665646,
"expiration_time": 1762066368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 169,
"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": [
[
-2085397.8952881615,
21657.737807351,
-2107055.633095512,
-2129220.7264201865,
-26134848.379389048,
24005627.65296886
],
[
-2085.397895,
21.657738,
-2107.055633,
-2129.220726,
-26134.848379,
24005.627653
],
[
-1.12481,
0.011682,
-1.136492,
0,
0,
0.296287
],
[
7986.829422,
7986.829422,
7986.829422,
7986.829422,
7986.829422,
7986.829422
],
[
-2202987,
-155855,
-2151009,
-30720609,
-27023351,
-8144504
],
[
0.179869,
1.098346,
0.092781,
0.954416,
0.143722,
2.482893
],
[
74,
37,
37,
74,
37,
37
],
[
56,
28,
28,
33,
15,
18
],
[
18,
9,
9,
41,
22,
19
],
[
75.675676,
75.675676,
75.675676,
44.594595,
40.540541,
48.648649
],
[
0.057815,
0.35304,
0.029823,
1.18579,
0.210793,
2.620831
],
[
26577,
26577,
23514,
31446013,
1127693,
31446013
],
[
-1412694,
-60532,
-1412694,
-13230314,
-13230314,
-6586231
],
[
68,
66,
71,
68,
66,
71
],
[
24,
30,
19,
58,
50,
65
],
[
206,
178,
234,
76,
77,
76
],
[
5090,
2451,
2639,
5090,
2451,
2639
],
[
94.908167,
142.908167,
94.908167,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-644590,
-452726,
-576884,
-649991,
-584451,
358800
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5562,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602259200000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757281665646,
"expiration_time": 1762066368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 169,
"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) |
|---|