| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1365235.1229 | 1365746.4173 | -511.2944 | 18000086.8034 | 35302674.4325 | -17302587.6291 |
| Total P&L (%) | 1365.2351 | 1365.7464 | -0.5113 | 18000.0868 | 35302.6744 | -17302.5876 |
| Avg Daily Profit (%) | 0.7318 | 0.7321 | -0.0003 | 0.2791 | 0.3151 | 0 |
| Buy And Hold Return (%) | 10760.4849 | 10760.4849 | 10760.4849 | 10760.4849 | 10760.4849 | 10760.4849 |
| Max Trade Drawdown | -97783 | -38325 | -87574 | -27264944 | -11284413 | -20906001 |
| Profit Factor | 4.2889 | 11.8628 | 0.9982 | 1.3665 | 2.9099 | 0.4352 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 33 | 20 | 13 | 33 | 20 | 13 |
| Losing Trades | 56 | 24 | 32 | 56 | 24 | 32 |
| Profitability (%) | 37.0787 | 45.4545 | 28.8889 | 37.0787 | 45.4545 | 28.8889 |
| Ratio Avg Win / Avg Loss | 7.2781 | 14.2353 | 2.4572 | 2.3188 | 3.4919 | 1.0713 |
| Largest Winning Trade | 540051 | 540051 | 64764 | 24432449 | 24432449 | 4870344 |
| Largest Losing Trade | -27848 | -23680 | -27848 | -7186814 | -7186814 | -6058566 |
| Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
| Avg Bars in Winners | 74 | 74 | 74 | 74 | 74 | 74 |
| Avg Bars in Losers | 17 | 12 | 21 | 17 | 12 | 21 |
| Bars Traded | 3440 | 1783 | 1657 | 3440 | 1783 | 1657 |
| Profit Streak | 0 | 73.937 | 0 | 0 | 73.937 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150708 | -145407 | -590609 | -3543 | 395025 | -591720 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3731,
"evaluation_days": 1865.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1606176000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758277757013,
"expiration_time": 1763075376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 60,
"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": [
[
1365235.1228770476,
1365746.417250143,
-511.2943730948,
18000086.803401377,
35302674.43247181,
-17302587.62907044
],
[
1365.235123,
1365.746417,
-0.511294,
18000.086803,
35302.674432,
-17302.587629
],
[
0.731833,
0.732107,
-0.000274,
0.279054,
0.315123,
0
],
[
10760.484919,
10760.484919,
10760.484919,
10760.484919,
10760.484919,
10760.484919
],
[
-97783,
-38325,
-87574,
-27264944,
-11284413,
-20906001
],
[
4.288884,
11.862751,
0.998233,
1.366456,
2.90988,
0.435204
],
[
89,
44,
45,
89,
44,
45
],
[
33,
20,
13,
33,
20,
13
],
[
56,
24,
32,
56,
24,
32
],
[
37.078652,
45.454545,
28.888889,
37.078652,
45.454545,
28.888889
],
[
7.278107,
14.235301,
2.457189,
2.318835,
3.491856,
1.071271
],
[
540051,
540051,
64764,
24432449,
24432449,
4870344
],
[
-27848,
-23680,
-27848,
-7186814,
-7186814,
-6058566
],
[
38,
40,
36,
38,
40,
36
],
[
74,
74,
74,
74,
74,
74
],
[
17,
12,
21,
17,
12,
21
],
[
3440,
1783,
1657,
3440,
1783,
1657
],
[
0,
73.937002,
0,
0,
73.937002,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150708,
-145407,
-590609,
-3543,
395025,
-591720
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3731,
"evaluation_days": 1865.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1606176000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758277757013,
"expiration_time": 1763075376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 60,
"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) |
|---|