| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1531961.2926 | 1479073.854 | 52887.4387 | 41349152.5399 | 46719843.3071 | -5370690.7672 |
| Total P&L (%) | 1531.9613 | 1479.0739 | 52.8874 | 41349.1525 | 46719.8433 | -5370.6908 |
| Avg Daily Profit (%) | 0.8195 | 0.7912 | 0.0283 | 0.3229 | 0.3295 | 0 |
| Buy And Hold Return (%) | 8859.6324 | 8859.6324 | 8859.6324 | 8859.6324 | 8859.6324 | 8859.6324 |
| Max Trade Drawdown | -94719 | -42629 | -72767 | -18628470 | -9607993 | -11520288 |
| Profit Factor | 4.8414 | 9.4193 | 1.237 | 1.7356 | 2.9228 | 0.8317 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Profitability (%) | 39.1892 | 43.2432 | 35.1351 | 39.1892 | 43.2432 | 35.1351 |
| Ratio Avg Win / Avg Loss | 7.5125 | 12.3629 | 2.2837 | 2.6932 | 3.8361 | 1.5354 |
| Largest Winning Trade | 540564 | 540564 | 62801 | 23106393 | 23106393 | 9958874 |
| Largest Losing Trade | -26930 | -26930 | -22582 | -7565387 | -7565387 | -7025656 |
| Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
| Avg Bars in Winners | 137 | 146 | 127 | 137 | 146 | 127 |
| Avg Bars in Losers | 27 | 17 | 35 | 27 | 17 | 35 |
| Bars Traded | 5222 | 2707 | 2515 | 5222 | 2707 | 2515 |
| Profit Streak | 0 | 160.477 | 0 | 0 | 160.477 | 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 | -217898 | -145815 | -325826 | -62232 | 429030 | -583775 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758598010031,
"expiration_time": 1763430912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 148,
"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": [
[
1531961.2926350737,
1479073.853960928,
52887.4386741463,
41349152.53994063,
46719843.30712823,
-5370690.767187613
],
[
1531.961293,
1479.073854,
52.887439,
41349.15254,
46719.843307,
-5370.690767
],
[
0.819524,
0.791232,
0.028292,
0.322938,
0.329477,
0
],
[
8859.632425,
8859.632425,
8859.632425,
8859.632425,
8859.632425,
8859.632425
],
[
-94719,
-42629,
-72767,
-18628470,
-9607993,
-11520288
],
[
4.841385,
9.419317,
1.237027,
1.73562,
2.922768,
0.831702
],
[
74,
37,
37,
74,
37,
37
],
[
29,
16,
13,
29,
16,
13
],
[
45,
21,
24,
45,
21,
24
],
[
39.189189,
43.243243,
35.135135,
39.189189,
43.243243,
35.135135
],
[
7.512494,
12.362853,
2.283742,
2.693203,
3.836133,
1.535449
],
[
540564,
540564,
62801,
23106393,
23106393,
9958874
],
[
-26930,
-26930,
-22582,
-7565387,
-7565387,
-7025656
],
[
70,
73,
67,
70,
73,
67
],
[
137,
146,
127,
137,
146,
127
],
[
27,
17,
35,
27,
17,
35
],
[
5222,
2707,
2515,
5222,
2707,
2515
],
[
0,
160.476968,
0,
0,
160.476968,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-217898,
-145815,
-325826,
-62232,
429030,
-583775
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601971200000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758598010031,
"expiration_time": 1763430912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 148,
"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) |
|---|