| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1698540.5183 | 1587627.2556 | 110913.2627 | 139337673.9664 | 142241626.1231 | -2903952.1567 |
| Total P&L (%) | 1698.5405 | 1587.6273 | 110.9133 | 139337.674 | 142241.6261 | -2903.9522 |
| Avg Daily Profit (%) | 0.9149 | 0.8552 | 0.0597 | 0.3908 | 0.3919 | 0 |
| Buy And Hold Return (%) | 8114.621 | 8114.621 | 8114.621 | 8114.621 | 8114.621 | 8114.621 |
| Max Trade Drawdown | -52994 | -34215 | -50343 | -23632579 | -15718950 | -28790462 |
| Profit Factor | 6.4013 | 12.2342 | 1.6406 | 2.0804 | 3.7137 | 0.9621 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Profitability (%) | 43.4211 | 47.3684 | 39.4737 | 43.4211 | 47.3684 | 39.4737 |
| Ratio Avg Win / Avg Loss | 8.341 | 13.5935 | 2.5155 | 2.7108 | 4.1263 | 1.4752 |
| Largest Winning Trade | 626842 | 626842 | 63405 | 60670511 | 60670511 | 34778480 |
| Largest Losing Trade | -23390 | -23390 | -20693 | -16992914 | -7854793 | -16992914 |
| Avg Bars in Trades | 45 | 47 | 44 | 45 | 47 | 44 |
| Avg Bars in Winners | 84 | 88 | 81 | 84 | 88 | 81 |
| Avg Bars in Losers | 15 | 10 | 20 | 15 | 10 | 20 |
| Bars Traded | 3483 | 1797 | 1686 | 3483 | 1797 | 1686 |
| Profit Streak | 0 | 68.6712 | 0 | 0 | 68.6712 | 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 | -200319 | -144487 | -279900 | -42712 | 578781 | -583191 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3713,
"evaluation_days": 1856.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757477188531,
"expiration_time": 1762274448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
1698540.518307591,
1587627.2555637467,
110913.2627438447,
139337673.96643323,
142241626.12311503,
-2903952.1566817462
],
[
1698.540518,
1587.627256,
110.913263,
139337.673966,
142241.626123,
-2903.952157
],
[
0.914915,
0.855172,
0.059743,
0.390754,
0.391868,
0
],
[
8114.620959,
8114.620959,
8114.620959,
8114.620959,
8114.620959,
8114.620959
],
[
-52994,
-34215,
-50343,
-23632579,
-15718950,
-28790462
],
[
6.401252,
12.234161,
1.640561,
2.0804,
3.713676,
0.962066
],
[
76,
38,
38,
76,
38,
38
],
[
33,
18,
15,
33,
18,
15
],
[
43,
20,
23,
43,
20,
23
],
[
43.421053,
47.368421,
39.473684,
43.421053,
47.368421,
39.473684
],
[
8.341025,
13.593513,
2.515527,
2.710825,
4.126307,
1.475167
],
[
626842,
626842,
63405,
60670511,
60670511,
34778480
],
[
-23390,
-23390,
-20693,
-16992914,
-7854793,
-16992914
],
[
45,
47,
44,
45,
47,
44
],
[
84,
88,
81,
84,
88,
81
],
[
15,
10,
20,
15,
10,
20
],
[
3483,
1797,
1686,
3483,
1797,
1686
],
[
0,
68.671163,
0,
0,
68.671164,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-200319,
-144487,
-279900,
-42712,
578781,
-583191
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3713,
"evaluation_days": 1856.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757477188531,
"expiration_time": 1762274448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|