| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1967588.1658 | 20802.6043 | -1988390.7701 | -1390915.0376 | -19644351.0609 | 18253436.0232 |
| Total P&L (%) | -1967.5882 | 20.8026 | -1988.3908 | -1390.915 | -19644.3511 | 18253.436 |
| Avg Daily Profit (%) | -1.059 | 0.0112 | -1.0702 | 0 | 0 | 0.2809 |
| Buy And Hold Return (%) | 5968.2145 | 5968.2145 | 5968.2145 | 5968.2145 | 5968.2145 | 5968.2145 |
| Max Trade Drawdown | -2109551 | -151251 | -2041803 | -27187123 | -23067654 | -6003226 |
| Profit Factor | 0.1879 | 1.0891 | 0.0918 | 0.9651 | 0.2735 | 2.4249 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 55 | 28 | 27 | 36 | 16 | 20 |
| Losing Trades | 21 | 10 | 11 | 40 | 22 | 18 |
| Profitability (%) | 72.3684 | 73.6842 | 71.0526 | 47.3684 | 42.1053 | 52.6316 |
| Ratio Avg Win / Avg Loss | 0.0718 | 0.389 | 0.0374 | 1.0723 | 0.376 | 2.1824 |
| Largest Winning Trade | 64524 | 64524 | 37467 | 22253939 | 4074876 | 22253939 |
| Largest Losing Trade | -1221309 | -63440 | -1221309 | -13195033 | -13195033 | -4169870 |
| Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
| Avg Bars in Winners | 19 | 20 | 18 | 39 | 29 | 47 |
| Avg Bars in Losers | 115 | 103 | 126 | 52 | 52 | 52 |
| Bars Traded | 3517 | 1618 | 1899 | 3517 | 1618 | 1899 |
| Profit Streak | 39.9456 | 149.9456 | 0 | 0 | 0 | 91.4456 |
| Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -630830 | -463352 | -578035 | -633912 | -583835 | 403327 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1597233600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757630499874,
"expiration_time": 1762407936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 211,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
-1967588.1657696634,
20802.6043308541,
-1988390.7701005174,
-1390915.037646362,
-19644351.060857397,
18253436.023211036
],
[
-1967.588166,
20.802604,
-1988.39077,
-1390.915038,
-19644.351061,
18253.436023
],
[
-1.058982,
0.011196,
-1.070178,
0,
0,
0.280932
],
[
5968.214495,
5968.214495,
5968.214495,
5968.214495,
5968.214495,
5968.214495
],
[
-2109551,
-151251,
-2041803,
-27187123,
-23067654,
-6003226
],
[
0.187918,
1.08912,
0.091839,
0.965095,
0.273468,
2.424912
],
[
76,
38,
38,
76,
38,
38
],
[
55,
28,
27,
36,
16,
20
],
[
21,
10,
11,
40,
22,
18
],
[
72.368421,
73.684211,
71.052632,
47.368421,
42.105263,
52.631579
],
[
0.07175,
0.388971,
0.037416,
1.072328,
0.376018,
2.182421
],
[
64524,
64524,
37467,
22253939,
4074876,
22253939
],
[
-1221309,
-63440,
-1221309,
-13195033,
-13195033,
-4169870
],
[
46,
42,
49,
46,
42,
49
],
[
19,
20,
18,
39,
29,
47
],
[
115,
103,
126,
52,
52,
52
],
[
3517,
1618,
1899,
3517,
1618,
1899
],
[
39.9456,
149.9456,
0,
0,
0,
91.4456
],
[
1,
4,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-630830,
-463352,
-578035,
-633912,
-583835,
403327
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1597233600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757630499874,
"expiration_time": 1762407936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 211,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|