| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1477108.137 | 1421207.5628 | 55900.5741 | 31078449.7673 | 43119064.9297 | -12040615.1624 |
| Total P&L (%) | 1477.1081 | 1421.2076 | 55.9006 | 31078.4498 | 43119.0649 | -12040.6152 |
| Avg Daily Profit (%) | 0.7954 | 0.7653 | 0.0301 | 0.3097 | 0.3273 | 0 |
| Buy And Hold Return (%) | 6492.6689 | 6492.6689 | 6492.6689 | 6492.6689 | 6492.6689 | 6492.6689 |
| Max Trade Drawdown | -65743 | -32790 | -88872 | -24209000 | -10505950 | -17534620 |
| Profit Factor | 4.3338 | 8.3003 | 1.225 | 1.4846 | 2.5576 | 0.6697 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Profitability (%) | 34.7368 | 36.1702 | 33.3333 | 34.7368 | 36.1702 | 33.3333 |
| Ratio Avg Win / Avg Loss | 8.1422 | 14.6476 | 2.4501 | 2.7892 | 4.5134 | 1.3394 |
| Largest Winning Trade | 477380 | 477380 | 61612 | 26436788 | 26436788 | 8207819 |
| Largest Losing Trade | -24739 | -20114 | -24739 | -9868064 | -9868064 | -9695819 |
| Avg Bars in Trades | 38 | 38 | 37 | 38 | 38 | 37 |
| Avg Bars in Winners | 85 | 91 | 79 | 85 | 91 | 79 |
| Avg Bars in Losers | 12 | 8 | 16 | 12 | 8 | 16 |
| Bars Traded | 3610 | 1810 | 1800 | 3610 | 1810 | 1800 |
| Profit Streak | 0 | 69.0259 | 0 | 0 | 69.0259 | 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 | -151026 | -149118 | -324102 | 147346 | 324878 | -585504 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3714,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757507841860,
"expiration_time": 1762318944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 36,
"offset": 28
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
1477108.1369616073,
1421207.562835093,
55900.5741265143,
31078449.767279223,
43119064.92965039,
-12040615.162371181
],
[
1477.108137,
1421.207563,
55.900574,
31078.449767,
43119.06493,
-12040.615162
],
[
0.795427,
0.765324,
0.030103,
0.309704,
0.327345,
0
],
[
6492.668924,
6492.668924,
6492.668924,
6492.668924,
6492.668924,
6492.668924
],
[
-65743,
-32790,
-88872,
-24209000,
-10505950,
-17534620
],
[
4.333776,
8.300309,
1.225046,
1.484575,
2.557573,
0.669685
],
[
95,
47,
48,
95,
47,
48
],
[
33,
17,
16,
33,
17,
16
],
[
62,
30,
32,
62,
30,
32
],
[
34.736842,
36.170213,
33.333333,
34.736842,
36.170213,
33.333333
],
[
8.142246,
14.647605,
2.450093,
2.789202,
4.513364,
1.33937
],
[
477380,
477380,
61612,
26436788,
26436788,
8207819
],
[
-24739,
-20114,
-24739,
-9868064,
-9868064,
-9695819
],
[
38,
38,
37,
38,
38,
37
],
[
85,
91,
79,
85,
91,
79
],
[
12,
8,
16,
12,
8,
16
],
[
3610,
1810,
1800,
3610,
1810,
1800
],
[
0,
69.025947,
0,
0,
69.025947,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151026,
-149118,
-324102,
147346,
324878,
-585504
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3714,
"evaluation_days": 1857,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757507841860,
"expiration_time": 1762318944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 36,
"offset": 28
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|