| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1231390.5425 | 1169498.9954 | 61891.547 | 24416550.957 | 21451166.6851 | 2965384.272 |
| Total P&L (%) | 1231.3905 | 1169.499 | 61.8915 | 24416.551 | 21451.1667 | 2965.3843 |
| Avg Daily Profit (%) | 0.661 | 0.6278 | 0.0332 | 0.2958 | 0.2888 | 0.1839 |
| Buy And Hold Return (%) | 5856.8679 | 5856.8679 | 5856.8679 | 5856.8679 | 5856.8679 | 5856.8679 |
| Max Trade Drawdown | -91171 | -129826 | -130262 | -5276206 | -4181413 | -5154474 |
| Profit Factor | 2.1892 | 3.2557 | 1.1197 | 1.7489 | 2.432 | 1.1683 |
| Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
| Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
| Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
| Profitability (%) | 48.1172 | 44.5378 | 51.6667 | 48.1172 | 44.5378 | 51.6667 |
| Ratio Avg Win / Avg Loss | 2.3606 | 4.0543 | 1.0475 | 1.8857 | 3.0285 | 1.0929 |
| Largest Winning Trade | 384602 | 384602 | 51417 | 6224008 | 6224008 | 2597489 |
| Largest Losing Trade | -41265 | -41265 | -28061 | -3236360 | -2934637 | -3236360 |
| Avg Bars in Trades | 15 | 22 | 8 | 15 | 22 | 8 |
| Avg Bars in Winners | 19 | 31 | 9 | 19 | 31 | 9 |
| Avg Bars in Losers | 11 | 15 | 6 | 11 | 15 | 6 |
| Bars Traded | 3661 | 2687 | 974 | 3661 | 2687 | 974 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148838 | -149945 | -402867 | 392251 | 317671 | -193069 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598616000000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758045830436,
"expiration_time": 1762852896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 36,
"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": [
[
1231390.5424846683,
1169498.995436568,
61891.5470480999,
24416550.957032554,
21451166.685058385,
2965384.2719741683
],
[
1231.390542,
1169.498995,
61.891547,
24416.550957,
21451.166685,
2965.384272
],
[
0.660972,
0.62775,
0.033221,
0.295763,
0.288823,
0.183892
],
[
5856.867933,
5856.867933,
5856.867933,
5856.867933,
5856.867933,
5856.867933
],
[
-91171,
-129826,
-130262,
-5276206,
-4181413,
-5154474
],
[
2.189241,
3.255685,
1.119719,
1.748867,
2.431989,
1.168252
],
[
239,
119,
120,
239,
119,
120
],
[
115,
53,
62,
115,
53,
62
],
[
124,
66,
58,
124,
66,
58
],
[
48.117155,
44.537815,
51.666667,
48.117155,
44.537815,
51.666667
],
[
2.360573,
4.05425,
1.047479,
1.885735,
3.028514,
1.092881
],
[
384602,
384602,
51417,
6224008,
6224008,
2597489
],
[
-41265,
-41265,
-28061,
-3236360,
-2934637,
-3236360
],
[
15,
22,
8,
15,
22,
8
],
[
19,
31,
9,
19,
31,
9
],
[
11,
15,
6,
11,
15,
6
],
[
3661,
2687,
974,
3661,
2687,
974
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148838,
-149945,
-402867,
392251,
317671,
-193069
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598616000000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758045830436,
"expiration_time": 1762852896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 36,
"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) |
|---|