| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2312072.9562 | 153366.2727 | -2465439.2289 | 69707876.9965 | 30641738.6859 | 39066138.3106 |
| Total P&L (%) | -2312.073 | 153.3663 | -2465.4392 | 69707.877 | 30641.7387 | 39066.1383 |
| Avg Daily Profit (%) | -1.2437 | 0.0825 | -1.3262 | 0.3529 | 0.3086 | 0.3217 |
| Buy And Hold Return (%) | 5460.5226 | 5460.5226 | 5460.5226 | 5460.5226 | 5460.5226 | 5460.5226 |
| Max Trade Drawdown | -2491831 | -27136 | -2555605 | -119687758 | -9661208 | -119489070 |
| Profit Factor | 0.2162 | 4.4319 | 0.1514 | 1.3893 | 3.0001 | 1.2386 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 39 | 20 | 19 | 31 | 15 | 16 |
| Losing Trades | 18 | 9 | 9 | 26 | 14 | 12 |
| Profitability (%) | 68.4211 | 68.9655 | 67.8571 | 54.386 | 51.7241 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.0998 | 1.9944 | 0.0717 | 1.1652 | 2.8001 | 0.9289 |
| Largest Winning Trade | 53473 | 47226 | 53473 | 37989260 | 10682177 | 37989260 |
| Largest Losing Trade | -1502353 | -18725 | -1502353 | -117752051 | -5896545 | -117752051 |
| Avg Bars in Trades | 60 | 6 | 116 | 60 | 6 | 116 |
| Avg Bars in Winners | 37 | 4 | 73 | 64 | 5 | 120 |
| Avg Bars in Losers | 109 | 9 | 208 | 55 | 6 | 112 |
| Bars Traded | 3441 | 175 | 3266 | 3441 | 175 | 3266 |
| Profit Streak | 103.6031 | 453.1031 | 103.6031 | 103.6031 | 453.1031 | 103.6031 |
| Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -756534 | -237133 | -598957 | -167602 | 561913 | -12448 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598961600000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757687305347,
"expiration_time": 1762496928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 44,
"offset": 0,
"std": 1.8639
}
}
}
{
"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": [
[
-2312072.9562494326,
153366.2726717893,
-2465439.2289212216,
69707876.9965414,
30641738.685908612,
39066138.31063277
],
[
-2312.072956,
153.366273,
-2465.439229,
69707.876997,
30641.738686,
39066.138311
],
[
-1.243719,
0.082499,
-1.326218,
0.352871,
0.308609,
0.321678
],
[
5460.522617,
5460.522617,
5460.522617,
5460.522617,
5460.522617,
5460.522617
],
[
-2491831,
-27136,
-2555605,
-119687758,
-9661208,
-119489070
],
[
0.216232,
4.431944,
0.151388,
1.389314,
3.000089,
1.238597
],
[
57,
29,
28,
57,
29,
28
],
[
39,
20,
19,
31,
15,
16
],
[
18,
9,
9,
26,
14,
12
],
[
68.421053,
68.965517,
67.857143,
54.385965,
51.724138,
57.142857
],
[
0.0998,
1.994375,
0.07171,
1.165231,
2.800083,
0.928948
],
[
53473,
47226,
53473,
37989260,
10682177,
37989260
],
[
-1502353,
-18725,
-1502353,
-117752051,
-5896545,
-117752051
],
[
60,
6,
116,
60,
6,
116
],
[
37,
4,
73,
64,
5,
120
],
[
109,
9,
208,
55,
6,
112
],
[
3441,
175,
3266,
3441,
175,
3266
],
[
103.603071,
453.103071,
103.603071,
103.603071,
453.103071,
103.603071
],
[
3,
6,
1,
3,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-756534,
-237133,
-598957,
-167602,
561913,
-12448
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598961600000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757687305347,
"expiration_time": 1762496928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 44,
"offset": 0,
"std": 1.8639
}
}
}
| # | 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) |
|---|