| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2796147.1781 | -46292.6423 | -2749854.5358 | -490077.3233 | -18430622.1687 | 17940544.8454 |
| Total P&L (%) | -2796.1472 | -46.2926 | -2749.8545 | -490.0773 | -18430.6222 | 17940.5448 |
| Avg Daily Profit (%) | -1.4969 | -0.0248 | -1.4721 | 0 | 0 | 0.2785 |
| Buy And Hold Return (%) | 7477.1106 | 7477.1106 | 7477.1106 | 7477.1106 | 7477.1106 | 7477.1106 |
| Max Trade Drawdown | -2857104 | -164758 | -2783179 | -24356269 | -22773791 | -4678120 |
| Profit Factor | 0.1277 | 0.823 | 0.066 | 0.986 | 0.2796 | 2.9231 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 69 | 35 | 34 | 42 | 20 | 22 |
| Losing Trades | 27 | 13 | 14 | 54 | 28 | 26 |
| Profitability (%) | 71.875 | 72.9167 | 70.8333 | 43.75 | 41.6667 | 45.8333 |
| Ratio Avg Win / Avg Loss | 0.05 | 0.3057 | 0.0272 | 1.2677 | 0.3915 | 3.4546 |
| Largest Winning Trade | 16877 | 16682 | 16877 | 22443396 | 2094060 | 22443396 |
| Largest Losing Trade | -1998919 | -63778 | -1998919 | -10971527 | -10971527 | -2808555 |
| Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
| Avg Bars in Winners | 11 | 13 | 8 | 30 | 24 | 34 |
| Avg Bars in Losers | 98 | 93 | 103 | 40 | 42 | 37 |
| Bars Traded | 3450 | 1697 | 1753 | 3450 | 1697 | 1753 |
| Profit Streak | 50.602 | 73.602 | 50.602 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575993 | -576752 | -577424 | -581286 | -583930 | 307167 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3736,
"evaluation_days": 1868,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601208000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758464814846,
"expiration_time": 1763297856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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": [
[
-2796147.1781263766,
-46292.6423195386,
-2749854.5358068394,
-490077.3233480177,
-18430622.168735992,
17940544.845387973
],
[
-2796.147178,
-46.292642,
-2749.854536,
-490.077323,
-18430.622169,
17940.544845
],
[
-1.496867,
-0.024782,
-1.472085,
0,
0,
0.278503
],
[
7477.110647,
7477.110647,
7477.110647,
7477.110647,
7477.110647,
7477.110647
],
[
-2857104,
-164758,
-2783179,
-24356269,
-22773791,
-4678120
],
[
0.127721,
0.822994,
0.065956,
0.985963,
0.279624,
2.923094
],
[
96,
48,
48,
96,
48,
48
],
[
69,
35,
34,
42,
20,
22
],
[
27,
13,
14,
54,
28,
26
],
[
71.875,
72.916667,
70.833333,
43.75,
41.666667,
45.833333
],
[
0.049978,
0.305684,
0.027159,
1.267667,
0.391474,
3.454566
],
[
16877,
16682,
16877,
22443396,
2094060,
22443396
],
[
-1998919,
-63778,
-1998919,
-10971527,
-10971527,
-2808555
],
[
35,
35,
36,
35,
35,
36
],
[
11,
13,
8,
30,
24,
34
],
[
98,
93,
103,
40,
42,
37
],
[
3450,
1697,
1753,
3450,
1697,
1753
],
[
50.602024,
73.602024,
50.602024,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575993,
-576752,
-577424,
-581286,
-583930,
307167
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3736,
"evaluation_days": 1868,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601208000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758464814846,
"expiration_time": 1763297856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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) |
|---|