| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3059640.0585 | 2957294.7253 | 102345.3332 | 85853037.549 | 116347595.6575 | -30494558.1085 |
| Total P&L (%) | 3059.6401 | 2957.2947 | 102.3453 | 85853.0375 | 116347.5957 | -30494.5581 |
| Avg Daily Profit (%) | 1.6464 | 1.5914 | 0.0551 | 0.3642 | 0.3806 | 0 |
| Buy And Hold Return (%) | 10223.0374 | 10223.0374 | 10223.0374 | 10223.0374 | 10223.0374 | 10223.0374 |
| Max Trade Drawdown | -61912 | -72933 | -70570 | -46402832 | -20204458 | -57544048 |
| Profit Factor | 10.2472 | 18.839 | 1.6199 | 1.7019 | 3.1762 | 0.5572 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Profitability (%) | 33.8028 | 31.4286 | 36.1111 | 33.8028 | 31.4286 | 36.1111 |
| Ratio Avg Win / Avg Loss | 20.0675 | 41.1032 | 2.866 | 3.3328 | 6.93 | 0.9857 |
| Largest Winning Trade | 2202905 | 2202905 | 58769 | 78669907 | 78669907 | 19325822 |
| Largest Losing Trade | -16363 | -16363 | -14764 | -12303040 | -8805893 | -12303040 |
| Avg Bars in Trades | 71 | 73 | 69 | 71 | 73 | 69 |
| Avg Bars in Winners | 156 | 186 | 131 | 156 | 186 | 131 |
| Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
| Bars Traded | 5086 | 2584 | 2502 | 5086 | 2584 | 2502 |
| Profit Streak | 0 | 219.0522 | 0 | 0 | 219.0522 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -240925 | -150037 | -287488 | -84910 | 324407 | -586181 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602057600000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757639709227,
"expiration_time": 1762452000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 223,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 173,
"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": [
[
3059640.058488955,
2957294.725302329,
102345.3331866264,
85853037.54895593,
116347595.65748943,
-30494558.108533546
],
[
3059.640058,
2957.294725,
102.345333,
85853.037549,
116347.595657,
-30494.558109
],
[
1.646446,
1.591372,
0.055074,
0.364235,
0.380635,
0
],
[
10223.037437,
10223.037437,
10223.037437,
10223.037437,
10223.037437,
10223.037437
],
[
-61912,
-72933,
-70570,
-46402832,
-20204458,
-57544048
],
[
10.247243,
18.838957,
1.619925,
1.701854,
3.176248,
0.557156
],
[
71,
35,
36,
71,
35,
36
],
[
24,
11,
13,
24,
11,
13
],
[
47,
24,
23,
47,
24,
23
],
[
33.802817,
31.428571,
36.111111,
33.802817,
31.428571,
36.111111
],
[
20.067517,
41.103178,
2.866021,
3.332798,
6.929995,
0.985737
],
[
2202905,
2202905,
58769,
78669907,
78669907,
19325822
],
[
-16363,
-16363,
-14764,
-12303040,
-8805893,
-12303040
],
[
71,
73,
69,
71,
73,
69
],
[
156,
186,
131,
156,
186,
131
],
[
28,
22,
34,
28,
22,
34
],
[
5086,
2584,
2502,
5086,
2584,
2502
],
[
0,
219.05219,
0,
0,
219.05219,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-240925,
-150037,
-287488,
-84910,
324407,
-586181
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602057600000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757639709227,
"expiration_time": 1762452000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 223,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 173,
"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) |
|---|