| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2864217.0995 | 23203.0992 | -2887420.1987 | -11422733.4649 | -38021096.6351 | 26598363.1702 |
| Total P&L (%) | -2864.2171 | 23.2031 | -2887.4202 | -11422.7335 | -38021.0966 | 26598.3632 |
| Avg Daily Profit (%) | -1.5434 | 0.0125 | -1.5559 | 0 | 0 | 0.3015 |
| Buy And Hold Return (%) | 5832.3654 | 5832.3654 | 5832.3654 | 5832.3654 | 5832.3654 | 5832.3654 |
| Max Trade Drawdown | -3081683 | -134010 | -2988235 | -46003189 | -40379753 | -21536912 |
| Profit Factor | 0.2009 | 1.0725 | 0.1155 | 0.8809 | 0.2743 | 1.6113 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 152 | 72 | 80 | 97 | 45 | 52 |
| Losing Trades | 63 | 36 | 27 | 118 | 63 | 55 |
| Profitability (%) | 70.6977 | 66.6667 | 74.7664 | 45.1163 | 41.6667 | 48.5981 |
| Ratio Avg Win / Avg Loss | 0.0833 | 0.5363 | 0.039 | 1.0716 | 0.384 | 1.7043 |
| Largest Winning Trade | 48299 | 48299 | 24229 | 31531737 | 1645207 | 31531737 |
| Largest Losing Trade | -2074745 | -58195 | -2074745 | -14118911 | -11927368 | -14118911 |
| Avg Bars in Trades | 100 | 82 | 118 | 100 | 82 | 118 |
| Avg Bars in Winners | 36 | 35 | 37 | 93 | 53 | 127 |
| Avg Bars in Losers | 253 | 176 | 356 | 105 | 102 | 109 |
| Bars Traded | 21544 | 8890 | 12654 | 21544 | 8890 | 12654 |
| Profit Streak | 39.545 | 150.9617 | 39.545 | 0 | 0 | 0 |
| Trades During Streak | 3 | 8 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575541 | -480917 | -577011 | -579885 | -584285 | 339012 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22270,
"evaluation_days": 1855.83,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598587200000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757509487109,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 1.85572
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 204,
"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": [
[
-2864217.0994928135,
23203.0992443719,
-2887420.198737185,
-11422733.464893598,
-38021096.63513425,
26598363.170240674
],
[
-2864.217099,
23.203099,
-2887.420199,
-11422.733465,
-38021.096635,
26598.36317
],
[
-1.543362,
0.012503,
-1.555865,
0,
0,
0.301515
],
[
5832.365354,
5832.365354,
5832.365354,
5832.365354,
5832.365354,
5832.365354
],
[
-3081683,
-134010,
-2988235,
-46003189,
-40379753,
-21536912
],
[
0.200927,
1.072539,
0.115525,
0.880892,
0.274292,
1.611307
],
[
215,
108,
107,
215,
108,
107
],
[
152,
72,
80,
97,
45,
52
],
[
63,
36,
27,
118,
63,
55
],
[
70.697674,
66.666667,
74.766355,
45.116279,
41.666667,
48.598131
],
[
0.083279,
0.53627,
0.03899,
1.071601,
0.384009,
1.704267
],
[
48299,
48299,
24229,
31531737,
1645207,
31531737
],
[
-2074745,
-58195,
-2074745,
-14118911,
-11927368,
-14118911
],
[
100,
82,
118,
100,
82,
118
],
[
36,
35,
37,
93,
53,
127
],
[
253,
176,
356,
105,
102,
109
],
[
21544,
8890,
12654,
21544,
8890,
12654
],
[
39.54499,
150.961656,
39.54499,
0,
0,
0
],
[
3,
8,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575541,
-480917,
-577011,
-579885,
-584285,
339012
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22270,
"evaluation_days": 1855.83,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598587200000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757509487109,
"expiration_time": 1763277984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 1.85572
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 204,
"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) |
|---|