| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -11286938.96 | -15991.8926 | -11270947.0673 | 51347972.2064 | 36670470.7516 | 14677501.4547 |
| Total P&L (%) | -11286.939 | -15.9919 | -11270.9471 | 51347.9722 | 36670.4708 | 14677.5015 |
| Avg Daily Profit (%) | -6.0466 | -0.0086 | -6.038 | 0.335 | 0.317 | 0.268 |
| Buy And Hold Return (%) | 8771.9695 | 8771.9695 | 8771.9695 | 8771.9695 | 8771.9695 | 8771.9695 |
| Max Trade Drawdown | -11371810 | -91674 | -11341162 | -32540017 | -12202584 | -47897294 |
| Profit Factor | 0.0408 | 0.9159 | 0.0264 | 1.3927 | 2.0156 | 1.1551 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 60 | 28 | 32 | 34 | 18 | 16 |
| Losing Trades | 22 | 13 | 9 | 48 | 23 | 25 |
| Profitability (%) | 73.1707 | 68.2927 | 78.0488 | 41.4634 | 43.9024 | 39.0244 |
| Ratio Avg Win / Avg Loss | 0.015 | 0.4253 | 0.0074 | 1.9661 | 2.5755 | 1.8048 |
| Largest Winning Trade | 28198 | 18507 | 28198 | 53362735 | 14525867 | 53362735 |
| Largest Losing Trade | -10796482 | -54585 | -10796482 | -22073077 | -9421598 | -22073077 |
| Avg Bars in Trades | 63 | 24 | 103 | 63 | 24 | 103 |
| Avg Bars in Winners | 32 | 13 | 49 | 70 | 29 | 116 |
| Avg Bars in Losers | 148 | 48 | 293 | 58 | 20 | 94 |
| Bars Traded | 5218 | 993 | 4224 | 5218 | 993 | 4224 |
| Profit Streak | 85.5919 | 85.9253 | 0 | 85.5919 | 85.9253 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -585716 | -577534 | -577106 | -1350 | 335026 | -53527 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5600,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758377541607,
"expiration_time": 1763193600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 8,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 64,
"offset": 63
}
}
}
{
"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": [
[
-11286938.959975595,
-15991.8926277391,
-11270947.067347858,
51347972.20636899,
36670470.75162782,
14677501.454741161
],
[
-11286.93896,
-15.991893,
-11270.947067,
51347.972206,
36670.470752,
14677.501455
],
[
-6.046564,
-0.008567,
-6.037997,
0.335014,
0.316962,
0.267984
],
[
8771.96947,
8771.96947,
8771.96947,
8771.96947,
8771.96947,
8771.96947
],
[
-11371810,
-91674,
-11341162,
-32540017,
-12202584,
-47897294
],
[
0.040824,
0.915949,
0.026441,
1.392679,
2.015572,
1.155063
],
[
82,
41,
41,
82,
41,
41
],
[
60,
28,
32,
34,
18,
16
],
[
22,
13,
9,
48,
23,
25
],
[
73.170732,
68.292683,
78.04878,
41.463415,
43.902439,
39.02439
],
[
0.014969,
0.425262,
0.007437,
1.966135,
2.575453,
1.804786
],
[
28198,
18507,
28198,
53362735,
14525867,
53362735
],
[
-10796482,
-54585,
-10796482,
-22073077,
-9421598,
-22073077
],
[
63,
24,
103,
63,
24,
103
],
[
32,
13,
49,
70,
29,
116
],
[
148,
48,
293,
58,
20,
94
],
[
5218,
993,
4224,
5218,
993,
4224
],
[
85.591917,
85.92525,
0,
85.591917,
85.92525,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-585716,
-577534,
-577106,
-1350,
335026,
-53527
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5600,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758377541607,
"expiration_time": 1763193600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 8,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 64,
"offset": 63
}
}
}
| # | 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) |
|---|