| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -193001.1537 | 477528.9441 | -670530.0978 | 45254819.6155 | 25720556.1305 | 19534263.4849 |
| Total P&L (%) | -193.0012 | 477.5289 | -670.5301 | 45254.8196 | 25720.5561 | 19534.2635 |
| Avg Daily Profit (%) | -0.1041 | 0.2575 | -0.3615 | 0.3304 | 0.2999 | 0.2851 |
| Buy And Hold Return (%) | 7674.767 | 7674.767 | 7674.767 | 7674.767 | 7674.767 | 7674.767 |
| Max Trade Drawdown | -617020 | -76782 | -823190 | -7297898 | -2346036 | -5722783 |
| Profit Factor | 0.8448 | 3.8072 | 0.3756 | 3.2247 | 4.4719 | 2.5104 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 54 | 27 | 27 | 36 | 19 | 17 |
| Losing Trades | 20 | 10 | 10 | 38 | 18 | 20 |
| Profitability (%) | 72.973 | 72.973 | 72.973 | 48.6486 | 51.3514 | 45.9459 |
| Ratio Avg Win / Avg Loss | 0.3129 | 1.4101 | 0.1391 | 3.4039 | 4.2365 | 2.9534 |
| Largest Winning Trade | 89044 | 89044 | 48189 | 13030651 | 13030651 | 11041714 |
| Largest Losing Trade | -321727 | -62296 | -321727 | -5098307 | -2346036 | -5098307 |
| Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
| Avg Bars in Winners | 51 | 56 | 47 | 78 | 75 | 82 |
| Avg Bars in Losers | 120 | 79 | 161 | 62 | 49 | 74 |
| Bars Traded | 5202 | 2309 | 2893 | 5202 | 2309 | 2893 |
| Profit Streak | 156.625 | 156.625 | 256.2917 | 156.625 | 156.625 | 256.2917 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -644917 | -147908 | -576442 | -53340 | 527237 | 353362 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757343600259,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 130,
"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": [
[
-193001.1537226379,
477528.9440722332,
-670530.0977948713,
45254819.61546807,
25720556.130518682,
19534263.48494939
],
[
-193.001154,
477.528944,
-670.530098,
45254.819615,
25720.556131,
19534.263485
],
[
-0.104062,
0.257474,
-0.361536,
0.330366,
0.299896,
0.285085
],
[
7674.766963,
7674.766963,
7674.766963,
7674.766963,
7674.766963,
7674.766963
],
[
-617020,
-76782,
-823190,
-7297898,
-2346036,
-5722783
],
[
0.844844,
3.807233,
0.375562,
3.224717,
4.47185,
2.510359
],
[
74,
37,
37,
74,
37,
37
],
[
54,
27,
27,
36,
19,
17
],
[
20,
10,
10,
38,
18,
20
],
[
72.972973,
72.972973,
72.972973,
48.648649,
51.351351,
45.945946
],
[
0.312905,
1.410086,
0.139097,
3.403868,
4.23649,
2.953364
],
[
89044,
89044,
48189,
13030651,
13030651,
11041714
],
[
-321727,
-62296,
-321727,
-5098307,
-2346036,
-5098307
],
[
70,
62,
78,
70,
62,
78
],
[
51,
56,
47,
78,
75,
82
],
[
120,
79,
161,
62,
49,
74
],
[
5202,
2309,
2893,
5202,
2309,
2893
],
[
156.625003,
156.625003,
256.291669,
156.625003,
156.625003,
256.29167
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-644917,
-147908,
-576442,
-53340,
527237,
353362
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5564,
"evaluation_days": 1854.67,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757343600259,
"expiration_time": 1762125696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 130,
"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) |
|---|