| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2704102.0588 | -62049.55 | -2642052.5089 | -962700.0476 | -23871280.0588 | 22908580.0112 |
| Total P&L (%) | -2704.1021 | -62.0496 | -2642.0525 | -962.7 | -23871.2801 | 22908.58 |
| Avg Daily Profit (%) | -1.4473 | -0.0332 | -1.4141 | 0 | 0 | 0.2915 |
| Buy And Hold Return (%) | 7760.1031 | 7760.1031 | 7760.1031 | 7760.1031 | 7760.1031 | 7760.1031 |
| Max Trade Drawdown | -2782548 | -166089 | -2683435 | -29642705 | -26369014 | -5412607 |
| Profit Factor | 0.1161 | 0.7545 | 0.0586 | 0.9763 | 0.1976 | 3.1001 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 68 | 34 | 34 | 45 | 19 | 26 |
| Losing Trades | 26 | 13 | 13 | 49 | 28 | 21 |
| Profitability (%) | 72.3404 | 72.3404 | 72.3404 | 47.8723 | 40.4255 | 55.3191 |
| Ratio Avg Win / Avg Loss | 0.0444 | 0.2885 | 0.0224 | 1.0631 | 0.2912 | 2.5039 |
| Largest Winning Trade | 23514 | 17886 | 23514 | 25917300 | 1781854 | 25917300 |
| Largest Losing Trade | -1855325 | -61046 | -1855325 | -12667315 | -12667315 | -3533607 |
| Avg Bars in Trades | 55 | 53 | 56 | 55 | 53 | 56 |
| Avg Bars in Winners | 18 | 22 | 15 | 46 | 41 | 50 |
| Avg Bars in Losers | 149 | 137 | 162 | 62 | 62 | 63 |
| Bars Traded | 5172 | 2535 | 2637 | 5172 | 2535 | 2637 |
| Profit Streak | 51.3838 | 74.0505 | 51.3838 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575940 | -576835 | -577236 | -579688 | -584420 | 444960 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5605,
"evaluation_days": 1868.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758503559575,
"expiration_time": 1763341920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 154,
"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": [
[
-2704102.058827993,
-62049.5499528529,
-2642052.50887514,
-962700.0476115794,
-23871280.058819927,
22908580.01120834
],
[
-2704.102059,
-62.04955,
-2642.052509,
-962.700048,
-23871.280059,
22908.580011
],
[
-1.447336,
-0.033211,
-1.414125,
0,
0,
0.29151
],
[
7760.103103,
7760.103103,
7760.103103,
7760.103103,
7760.103103,
7760.103103
],
[
-2782548,
-166089,
-2683435,
-29642705,
-26369014,
-5412607
],
[
0.116104,
0.754476,
0.05862,
0.976322,
0.197603,
3.100064
],
[
94,
47,
47,
94,
47,
47
],
[
68,
34,
34,
45,
19,
26
],
[
26,
13,
13,
49,
28,
21
],
[
72.340426,
72.340426,
72.340426,
47.87234,
40.425532,
55.319149
],
[
0.044393,
0.288476,
0.022414,
1.063106,
0.291204,
2.503898
],
[
23514,
17886,
23514,
25917300,
1781854,
25917300
],
[
-1855325,
-61046,
-1855325,
-12667315,
-12667315,
-3533607
],
[
55,
53,
56,
55,
53,
56
],
[
18,
22,
15,
46,
41,
50
],
[
149,
137,
162,
62,
62,
63
],
[
5172,
2535,
2637,
5172,
2535,
2637
],
[
51.383791,
74.050458,
51.383791,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575940,
-576835,
-577236,
-579688,
-584420,
444960
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5605,
"evaluation_days": 1868.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758503559575,
"expiration_time": 1763341920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 154,
"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) |
|---|