| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1552972.2033 | 1486251.9935 | 66720.2097 | 51360336.5524 | 52651248.0422 | -1290911.4898 |
| Total P&L (%) | 1552.9722 | 1486.252 | 66.7202 | 51360.3366 | 52651.248 | -1290.9115 |
| Avg Daily Profit (%) | 0.8346 | 0.7988 | 0.0359 | 0.3361 | 0.3374 | 0 |
| Buy And Hold Return (%) | 9584.56 | 9584.56 | 9584.56 | 9584.56 | 9584.56 | 9584.56 |
| Max Trade Drawdown | -114978 | -51089 | -75091 | -18629862 | -8588368 | -11392002 |
| Profit Factor | 5.2833 | 10.478 | 1.3243 | 1.96 | 3.4053 | 0.9592 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 42.1875 | 46.875 | 37.5 | 42.1875 | 46.875 | 37.5 |
| Ratio Avg Win / Avg Loss | 7.2401 | 11.8751 | 2.2071 | 2.6859 | 3.8594 | 1.5986 |
| Largest Winning Trade | 542982 | 542982 | 61612 | 22928312 | 22928312 | 12326120 |
| Largest Losing Trade | -34085 | -34085 | -28246 | -7850723 | -7850723 | -7336567 |
| Avg Bars in Trades | 81 | 84 | 78 | 81 | 84 | 78 |
| Avg Bars in Winners | 149 | 159 | 137 | 149 | 159 | 137 |
| Avg Bars in Losers | 31 | 18 | 43 | 31 | 18 | 43 |
| Bars Traded | 5221 | 2714 | 2507 | 5221 | 2714 | 2507 |
| Profit Streak | 0 | 151.9128 | 0 | 0 | 151.9128 | 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 | -291394 | -144378 | -314323 | -134985 | 519697 | -582893 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757858065564,
"expiration_time": 1762659648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"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": [
[
1552972.2032550357,
1486251.9935266785,
66720.2097283574,
51360336.55244985,
52651248.04222733,
-1290911.489777476
],
[
1552.972203,
1486.251994,
66.72021,
51360.336552,
52651.248042,
-1290.91149
],
[
0.834631,
0.798772,
0.035858,
0.336109,
0.337445,
0
],
[
9584.560044,
9584.560044,
9584.560044,
9584.560044,
9584.560044,
9584.560044
],
[
-114978,
-51089,
-75091,
-18629862,
-8588368,
-11392002
],
[
5.28328,
10.478009,
1.324269,
1.959978,
3.405322,
0.959164
],
[
64,
32,
32,
64,
32,
32
],
[
27,
15,
12,
27,
15,
12
],
[
37,
17,
20,
37,
17,
20
],
[
42.1875,
46.875,
37.5,
42.1875,
46.875,
37.5
],
[
7.24005,
11.875077,
2.207115,
2.685895,
3.859365,
1.598607
],
[
542982,
542982,
61612,
22928312,
22928312,
12326120
],
[
-34085,
-34085,
-28246,
-7850723,
-7850723,
-7336567
],
[
81,
84,
78,
81,
84,
78
],
[
149,
159,
137,
149,
159,
137
],
[
31,
18,
43,
31,
18,
43
],
[
5221,
2714,
2507,
5221,
2714,
2507
],
[
0,
151.912796,
0,
0,
151.912796,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-291394,
-144378,
-314323,
-134985,
519697,
-582893
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757858065564,
"expiration_time": 1762659648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"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) |
|---|