| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1458656.8634 | 1458416.3408 | 240.5226 | 12796687.1187 | 18160400.0696 | -5363712.9509 |
| Total P&L (%) | 1458.6569 | 1458.4163 | 0.2405 | 12796.6871 | 18160.4001 | -5363.713 |
| Avg Daily Profit (%) | 0.7865 | 0.7863 | 0.0001 | 0.2624 | 0.2812 | 0 |
| Buy And Hold Return (%) | 7221.9942 | 7221.9942 | 7221.9942 | 7221.9942 | 7221.9942 | 7221.9942 |
| Max Trade Drawdown | -59917 | -59917 | -88440 | -7887941 | -2991509 | -8571482 |
| Profit Factor | 4.624 | 9.0464 | 1.0011 | 1.5239 | 2.6088 | 0.5917 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Profitability (%) | 56.0606 | 60.6061 | 51.5152 | 56.0606 | 60.6061 | 51.5152 |
| Ratio Avg Win / Avg Loss | 3.6242 | 5.8802 | 0.9422 | 1.1944 | 1.6957 | 0.5569 |
| Largest Winning Trade | 757433 | 757433 | 62320 | 12520050 | 12520050 | 3203510 |
| Largest Losing Trade | -59917 | -59917 | -39050 | -3537395 | -2991509 | -3537395 |
| Avg Bars in Trades | 78 | 77 | 80 | 78 | 77 | 80 |
| Avg Bars in Winners | 98 | 91 | 106 | 98 | 91 | 106 |
| Avg Bars in Losers | 53 | 56 | 51 | 53 | 56 | 51 |
| Bars Traded | 5204 | 2562 | 2642 | 5204 | 2562 | 2642 |
| Profit Streak | 0 | 215.4284 | 0 | 0 | 215.4284 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -272922 | -141875 | -579237 | -126100 | 449602 | -580606 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757326613832,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 57,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
1458656.8633604776,
1458416.3408090028,
240.5225514748,
12796687.118692022,
18160400.069557127,
-5363712.950865103
],
[
1458.656863,
1458.416341,
0.240523,
12796.687119,
18160.40007,
-5363.712951
],
[
0.786478,
0.786348,
0.00013,
0.262361,
0.281163,
0
],
[
7221.994216,
7221.994216,
7221.994216,
7221.994216,
7221.994216,
7221.994216
],
[
-59917,
-59917,
-88440,
-7887941,
-2991509,
-8571482
],
[
4.623972,
9.046439,
1.001087,
1.523925,
2.60884,
0.591702
],
[
66,
33,
33,
66,
33,
33
],
[
37,
20,
17,
37,
20,
17
],
[
29,
13,
16,
29,
13,
16
],
[
56.060606,
60.606061,
51.515152,
56.060606,
60.606061,
51.515152
],
[
3.624194,
5.880185,
0.9422,
1.194428,
1.695746,
0.556896
],
[
757433,
757433,
62320,
12520050,
12520050,
3203510
],
[
-59917,
-59917,
-39050,
-3537395,
-2991509,
-3537395
],
[
78,
77,
80,
78,
77,
80
],
[
98,
91,
106,
98,
91,
106
],
[
53,
56,
51,
53,
56,
51
],
[
5204,
2562,
2642,
5204,
2562,
2642
],
[
0,
215.428401,
0,
0,
215.428401,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-272922,
-141875,
-579237,
-126100,
449602,
-580606
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757326613832,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 57,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|