| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 870886.9394 | 898024.0329 | -27137.0936 | 7946669.1788 | 27811756.5389 | -19865087.3601 |
| Total P&L (%) | 870.8869 | 898.024 | -27.1371 | 7946.6692 | 27811.7565 | -19865.0874 |
| Avg Daily Profit (%) | 0.469 | 0.4836 | -0.0146 | 0.2366 | 0.3037 | 0 |
| Buy And Hold Return (%) | 9821.2529 | 9821.2529 | 9821.2529 | 9821.2529 | 9821.2529 | 9821.2529 |
| Max Trade Drawdown | -150857 | -41473 | -132617 | -33489787 | -10339593 | -24457540 |
| Profit Factor | 2.7785 | 5.2439 | 0.9024 | 1.1386 | 2.0565 | 0.3596 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Profitability (%) | 50 | 56.0976 | 43.9024 | 50 | 56.0976 | 43.9024 |
| Ratio Avg Win / Avg Loss | 2.7785 | 4.1039 | 1.1531 | 1.1386 | 1.6094 | 0.4595 |
| Largest Winning Trade | 340530 | 340530 | 62308 | 20185971 | 20185971 | 2272562 |
| Largest Losing Trade | -34235 | -25591 | -34235 | -10339593 | -10339593 | -7154563 |
| Avg Bars in Trades | 63 | 53 | 72 | 63 | 53 | 72 |
| Avg Bars in Winners | 72 | 56 | 94 | 72 | 56 | 94 |
| Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
| Bars Traded | 5199 | 2211 | 2988 | 5199 | 2211 | 2988 |
| Profit Streak | 0 | 39.3185 | 0 | 0 | 39.3185 | 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 | -158916 | -145969 | -581446 | -234293 | 394056 | -583113 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757547520743,
"expiration_time": 1762333344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 19,
"offset": 0,
"std": 1.09481
}
}
}
{
"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": [
[
870886.9393901904,
898024.0329436285,
-27137.0935534376,
7946669.1788403625,
27811756.538893905,
-19865087.36005355
],
[
870.886939,
898.024033,
-27.137094,
7946.669179,
27811.756539,
-19865.08736
],
[
0.468975,
0.483589,
-0.014613,
0.236566,
0.303725,
0
],
[
9821.252876,
9821.252876,
9821.252876,
9821.252876,
9821.252876,
9821.252876
],
[
-150857,
-41473,
-132617,
-33489787,
-10339593,
-24457540
],
[
2.778475,
5.243857,
0.902411,
1.138581,
2.056515,
0.359584
],
[
82,
41,
41,
82,
41,
41
],
[
41,
23,
18,
41,
23,
18
],
[
41,
18,
23,
41,
18,
23
],
[
50,
56.097561,
43.902439,
50,
56.097561,
43.902439
],
[
2.778475,
4.103888,
1.153081,
1.138581,
1.609447,
0.459469
],
[
340530,
340530,
62308,
20185971,
20185971,
2272562
],
[
-34235,
-25591,
-34235,
-10339593,
-10339593,
-7154563
],
[
63,
53,
72,
63,
53,
72
],
[
72,
56,
94,
72,
56,
94
],
[
53,
51,
55,
53,
51,
55
],
[
5199,
2211,
2988,
5199,
2211,
2988
],
[
0,
39.318527,
0,
0,
39.318527,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158916,
-145969,
-581446,
-234293,
394056,
-583113
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5571,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757547520743,
"expiration_time": 1762333344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 19,
"offset": 0,
"std": 1.09481
}
}
}
| # | 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) |
|---|