| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -12565408.2039 | -13139.4994 | -12552268.7045 | 24379125.3981 | 22748364.2587 | 1630761.1394 |
| Total P&L (%) | -12565.4082 | -13.1395 | -12552.2687 | 24379.1254 | 22748.3643 | 1630.7611 |
| Avg Daily Profit (%) | -6.7303 | -0.007 | -6.7232 | 0.295 | 0.2913 | 0.1528 |
| Buy And Hold Return (%) | 9364.4269 | 9364.4269 | 9364.4269 | 9364.4269 | 9364.4269 | 9364.4269 |
| Max Trade Drawdown | -12647250 | -53371 | -12618993 | -81396355 | -6758854 | -98529821 |
| Profit Factor | 0.0314 | 0.8608 | 0.0253 | 1.177 | 3.0471 | 1.0129 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 41 | 16 | 25 | 35 | 21 | 14 |
| Losing Trades | 26 | 18 | 8 | 32 | 13 | 19 |
| Profitability (%) | 61.194 | 47.0588 | 75.7576 | 52.2388 | 61.7647 | 42.4242 |
| Ratio Avg Win / Avg Loss | 0.0199 | 0.9685 | 0.0081 | 1.0761 | 1.8863 | 1.3746 |
| Largest Winning Trade | 40628 | 18691 | 40628 | 74900831 | 6268034 | 74900831 |
| Largest Losing Trade | -12110401 | -12193 | -12110401 | -19291520 | -6758854 | -19291520 |
| Avg Bars in Trades | 76 | 3 | 152 | 76 | 3 | 152 |
| Avg Bars in Winners | 37 | 2 | 59 | 64 | 3 | 156 |
| Avg Bars in Losers | 139 | 3 | 444 | 90 | 2 | 150 |
| Bars Traded | 5147 | 102 | 5045 | 5147 | 102 | 5045 |
| Profit Streak | 94.2014 | 97.8681 | 0 | 94.2014 | 97.8681 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -699767 | -581101 | -577463 | -140643 | 466468 | -367478 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5601,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600300800000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758401399910,
"expiration_time": 1763223264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2778,
"nb": 0.66453,
"nc": 0.1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 112,
"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": [
[
-12565408.203894876,
-13139.4993817488,
-12552268.704513125,
24379125.39813036,
22748364.2587032,
1630761.1394271646
],
[
-12565.408204,
-13.139499,
-12552.268705,
24379.125398,
22748.364259,
1630.761139
],
[
-6.730267,
-0.007038,
-6.723229,
0.295046,
0.291343,
0.152829
],
[
9364.426877,
9364.426877,
9364.426877,
9364.426877,
9364.426877,
9364.426877
],
[
-12647250,
-53371,
-12618993,
-81396355,
-6758854,
-98529821
],
[
0.031419,
0.860849,
0.025338,
1.176952,
3.047094,
1.012875
],
[
67,
34,
33,
67,
34,
33
],
[
41,
16,
25,
35,
21,
14
],
[
26,
18,
8,
32,
13,
19
],
[
61.19403,
47.058824,
75.757576,
52.238806,
61.764706,
42.424242
],
[
0.019925,
0.968455,
0.008108,
1.07607,
1.886296,
1.374616
],
[
40628,
18691,
40628,
74900831,
6268034,
74900831
],
[
-12110401,
-12193,
-12110401,
-19291520,
-6758854,
-19291520
],
[
76,
3,
152,
76,
3,
152
],
[
37,
2,
59,
64,
3,
156
],
[
139,
3,
444,
90,
2,
150
],
[
5147,
102,
5045,
5147,
102,
5045
],
[
94.201388,
97.868054,
0,
94.201388,
97.868055,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-699767,
-581101,
-577463,
-140643,
466468,
-367478
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5601,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600300800000,
"last_datapoint_time": 1758384000000,
"evaluation_time": 1758401399910,
"expiration_time": 1763223264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2778,
"nb": 0.66453,
"nc": 0.1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 112,
"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) |
|---|