| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 11498973.5387 | 11464686.8229 | 34286.7158 | 7279568.2234 | 8764771.3184 | -1485203.095 |
| Total P&L (%) | 11498.9735 | 11464.6868 | 34.2867 | 7279.5682 | 8764.7713 | -1485.2031 |
| Avg Daily Profit (%) | 6.2 | 6.1815 | 0.0185 | 0.2322 | 0.2421 | 0 |
| Buy And Hold Return (%) | 6472.9261 | 6472.9261 | 6472.9261 | 6472.9261 | 6472.9261 | 6472.9261 |
| Max Trade Drawdown | -130173 | -147437 | -70444 | -7934348 | -7380304 | -5152355 |
| Profit Factor | 23.3731 | 38.034 | 1.1678 | 1.2776 | 1.5928 | 0.8701 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 43.8202 | 36.3636 | 51.1111 | 43.8202 | 36.3636 | 51.1111 |
| Ratio Avg Win / Avg Loss | 29.9655 | 66.5595 | 1.117 | 1.6379 | 2.7874 | 0.8323 |
| Largest Winning Trade | 11092910 | 11092910 | 50102 | 8720236 | 8720236 | 1949280 |
| Largest Losing Trade | -52517 | -52517 | -33449 | -3162620 | -3162620 | -1916381 |
| Avg Bars in Trades | 55 | 100 | 11 | 55 | 100 | 11 |
| Avg Bars in Winners | 90 | 199 | 14 | 90 | 199 | 14 |
| Avg Bars in Losers | 28 | 44 | 9 | 28 | 44 | 9 |
| Bars Traded | 4967 | 4433 | 534 | 4967 | 4433 | 534 |
| Profit Streak | 157.3938 | 0 | 168.0605 | 157.3938 | 0 | 168.0605 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 522139 | 389269 | -368868 | -119225 | -49486 | -579709 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757323627675,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 157,
"offset": 165,
"std": 4.33517
}
}
}
{
"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": [
[
11498973.538705958,
11464686.822862947,
34286.7158430093,
7279568.2234391775,
8764771.318420844,
-1485203.0949816627
],
[
11498.973539,
11464.686823,
34.286716,
7279.568223,
8764.771318,
-1485.203095
],
[
6.200011,
6.181524,
0.018487,
0.232186,
0.242097,
0
],
[
6472.926148,
6472.926148,
6472.926148,
6472.926148,
6472.926148,
6472.926148
],
[
-130173,
-147437,
-70444,
-7934348,
-7380304,
-5152355
],
[
23.3731,
38.033994,
1.16775,
1.277598,
1.592777,
0.870146
],
[
89,
44,
45,
89,
44,
45
],
[
39,
16,
23,
39,
16,
23
],
[
50,
28,
22,
50,
28,
22
],
[
43.820225,
36.363636,
51.111111,
43.820225,
36.363636,
51.111111
],
[
29.965513,
66.559489,
1.116978,
1.637946,
2.787359,
0.832313
],
[
11092910,
11092910,
50102,
8720236,
8720236,
1949280
],
[
-52517,
-52517,
-33449,
-3162620,
-3162620,
-1916381
],
[
55,
100,
11,
55,
100,
11
],
[
90,
199,
14,
90,
199,
14
],
[
28,
44,
9,
28,
44,
9
],
[
4967,
4433,
534,
4967,
4433,
534
],
[
157.393839,
0,
168.060505,
157.393839,
0,
168.060505
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
522139,
389269,
-368868,
-119225,
-49486,
-579709
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757323627675,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 157,
"offset": 165,
"std": 4.33517
}
}
}
| # | 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) |
|---|