| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3291354.7471 | -42251.085 | -3249103.662 | -1529785.9612 | -21572874.1143 | 20043088.1531 |
| Total P&L (%) | -3291.3547 | -42.2511 | -3249.1037 | -1529.786 | -21572.8741 | 20043.0882 |
| Avg Daily Profit (%) | -1.7629 | -0.0226 | -1.7403 | 0 | 0 | 0.2846 |
| Buy And Hold Return (%) | 7238.9857 | 7238.9857 | 7238.9857 | 7238.9857 | 7238.9857 | 7238.9857 |
| Max Trade Drawdown | -3406742 | -137079 | -3332910 | -39831001 | -31216008 | -15622554 |
| Profit Factor | 0.1222 | 0.8229 | 0.0746 | 0.9788 | 0.4354 | 1.5928 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 52 | 25 | 27 | 41 | 19 | 22 |
| Losing Trades | 24 | 13 | 11 | 35 | 19 | 16 |
| Profitability (%) | 68.4211 | 65.7895 | 71.0526 | 53.9474 | 50 | 57.8947 |
| Ratio Avg Win / Avg Loss | 0.0564 | 0.4279 | 0.0304 | 0.8355 | 0.4354 | 1.1584 |
| Largest Winning Trade | 52997 | 17674 | 52997 | 29499466 | 3217007 | 29499466 |
| Largest Losing Trade | -2613902 | -58905 | -2613902 | -13294125 | -13294125 | -10610600 |
| Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
| Avg Bars in Winners | 20 | 25 | 15 | 33 | 29 | 36 |
| Avg Bars in Losers | 101 | 80 | 125 | 60 | 58 | 63 |
| Bars Traded | 3494 | 1683 | 1811 | 3494 | 1683 | 1811 |
| Profit Streak | 112.566 | 160.566 | 0 | 0 | 0 | 228.066 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -631326 | -578140 | -578035 | -634043 | -580764 | 321987 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3734,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758375298422,
"expiration_time": 1763208864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 140,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
-3291354.747078364,
-42251.0850472414,
-3249103.6620311216,
-1529785.96115605,
-21572874.11426901,
20043088.15311296
],
[
-3291.354747,
-42.251085,
-3249.103662,
-1529.785961,
-21572.874114,
20043.088153
],
[
-1.762911,
-0.02263,
-1.74028,
0,
0,
0.284574
],
[
7238.985664,
7238.985664,
7238.985664,
7238.985664,
7238.985664,
7238.985664
],
[
-3406742,
-137079,
-3332910,
-39831001,
-31216008,
-15622554
],
[
0.122178,
0.822911,
0.074558,
0.97876,
0.435425,
1.59275
],
[
76,
38,
38,
76,
38,
38
],
[
52,
25,
27,
41,
19,
22
],
[
24,
13,
11,
35,
19,
16
],
[
68.421053,
65.789474,
71.052632,
53.947368,
50,
57.894737
],
[
0.05639,
0.427914,
0.030376,
0.835527,
0.435425,
1.158363
],
[
52997,
17674,
52997,
29499466,
3217007,
29499466
],
[
-2613902,
-58905,
-2613902,
-13294125,
-13294125,
-10610600
],
[
45,
44,
47,
45,
44,
47
],
[
20,
25,
15,
33,
29,
36
],
[
101,
80,
125,
60,
58,
63
],
[
3494,
1683,
1811,
3494,
1683,
1811
],
[
112.565954,
160.565954,
0,
0,
0,
228.065954
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-631326,
-578140,
-578035,
-634043,
-580764,
321987
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3734,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758375298422,
"expiration_time": 1763208864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 140,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|