| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1922723.1896 | 1876063.5494 | 46659.6403 | 36533971.3701 | 61954502.641 | -25420531.2709 |
| Total P&L (%) | 1922.7232 | 1876.0635 | 46.6596 | 36533.9714 | 61954.5026 | -25420.5313 |
| Avg Daily Profit (%) | 1.0343 | 1.0092 | 0.0251 | 0.3181 | 0.3465 | 0 |
| Buy And Hold Return (%) | 9238.6213 | 9238.6213 | 9238.6213 | 9238.6213 | 9238.6213 | 9238.6213 |
| Max Trade Drawdown | -74361 | -32613 | -73836 | -36808048 | -17743002 | -31226078 |
| Profit Factor | 7.0489 | 16.322 | 1.2388 | 1.5104 | 3.2849 | 0.4282 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
| Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Profitability (%) | 34.8485 | 42.4242 | 27.2727 | 34.8485 | 42.4242 | 27.2727 |
| Ratio Avg Win / Avg Loss | 13.1784 | 22.1512 | 3.3034 | 2.8239 | 4.458 | 1.1419 |
| Largest Winning Trade | 1122207 | 1122207 | 64940 | 39428664 | 39428664 | 10782613 |
| Largest Losing Trade | -22182 | -19795 | -22182 | -11224907 | -11224907 | -8606157 |
| Avg Bars in Trades | 79 | 82 | 75 | 79 | 82 | 75 |
| Avg Bars in Winners | 152 | 157 | 146 | 152 | 157 | 146 |
| Avg Bars in Losers | 39 | 28 | 48 | 39 | 28 | 48 |
| Bars Traded | 5219 | 2738 | 2481 | 5219 | 2738 | 2481 |
| Profit Streak | 0 | 150.2508 | 0 | 0 | 150.2508 | 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 | -278550 | -145909 | -344120 | -125404 | 481171 | -598934 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5577,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602460800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757714467246,
"expiration_time": 1762511328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 118,
"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": [
[
1922723.1896443693,
1876063.5493906706,
46659.6402536991,
36533971.37013761,
61954502.641003415,
-25420531.270865813
],
[
1922.72319,
1876.063549,
46.65964,
36533.97137,
61954.502641,
-25420.531271
],
[
1.034278,
1.009179,
0.025099,
0.318071,
0.346516,
0
],
[
9238.621253,
9238.621253,
9238.621253,
9238.621253,
9238.621253,
9238.621253
],
[
-74361,
-32613,
-73836,
-36808048,
-17743002,
-31226078
],
[
7.048903,
16.321966,
1.238765,
1.510442,
3.28485,
0.428211
],
[
66,
33,
33,
66,
33,
33
],
[
23,
14,
9,
23,
14,
9
],
[
43,
19,
24,
43,
19,
24
],
[
34.848485,
42.424242,
27.272727,
34.848485,
42.424242,
27.272727
],
[
13.178383,
22.151239,
3.303375,
2.82387,
4.458011,
1.141895
],
[
1122207,
1122207,
64940,
39428664,
39428664,
10782613
],
[
-22182,
-19795,
-22182,
-11224907,
-11224907,
-8606157
],
[
79,
82,
75,
79,
82,
75
],
[
152,
157,
146,
152,
157,
146
],
[
39,
28,
48,
39,
28,
48
],
[
5219,
2738,
2481,
5219,
2738,
2481
],
[
0,
150.250778,
0,
0,
150.250778,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-278550,
-145909,
-344120,
-125404,
481171,
-598934
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5577,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602460800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757714467246,
"expiration_time": 1762511328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 118,
"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) |
|---|