| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1499552.5954 | 1481226.8403 | 18325.7552 | 13936698.6119 | 39744339.3406 | -25807640.7288 |
| Total P&L (%) | 1499.5526 | 1481.2268 | 18.3258 | 13936.6986 | 39744.3393 | -25807.6407 |
| Avg Daily Profit (%) | 0.8088 | 0.7989 | 0.0099 | 0.267 | 0.3235 | 0 |
| Buy And Hold Return (%) | 6459.4651 | 6459.4651 | 6459.4651 | 6459.4651 | 6459.4651 | 6459.4651 |
| Max Trade Drawdown | -111555 | -46453 | -130605 | -32268458 | -6757730 | -35423447 |
| Profit Factor | 4.6646 | 8.9862 | 1.0819 | 1.2546 | 3.3455 | 0.317 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Profitability (%) | 51.6667 | 56.6667 | 46.6667 | 51.6667 | 56.6667 | 46.6667 |
| Ratio Avg Win / Avg Loss | 4.3637 | 6.8718 | 1.2365 | 1.1737 | 2.5583 | 0.3623 |
| Largest Winning Trade | 903476 | 903476 | 59220 | 31474367 | 31474367 | 3411268 |
| Largest Losing Trade | -35818 | -32620 | -35818 | -10027292 | -4503663 | -10027292 |
| Avg Bars in Trades | 112 | 112 | 113 | 112 | 112 | 113 |
| Avg Bars in Winners | 139 | 133 | 146 | 139 | 133 | 146 |
| Avg Bars in Losers | 84 | 84 | 84 | 84 | 84 | 84 |
| Bars Traded | 6777 | 3373 | 3404 | 6777 | 3373 | 3404 |
| Profit Streak | 0 | 216.0457 | 0 | 0 | 216.0457 | 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 | -318338 | -142684 | -477173 | -170704 | 588000 | -582121 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7416,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757293546831,
"expiration_time": 1762095168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 97,
"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": [
[
1499552.5954135251,
1481226.8402582363,
18325.7551552884,
13936698.6118798,
39744339.34063888,
-25807640.728759076
],
[
1499.552595,
1481.22684,
18.325755,
13936.698612,
39744.339341,
-25807.640729
],
[
0.80882,
0.798936,
0.009884,
0.267037,
0.323476,
0
],
[
6459.465053,
6459.465053,
6459.465053,
6459.465053,
6459.465053,
6459.465053
],
[
-111555,
-46453,
-130605,
-32268458,
-6757730,
-35423447
],
[
4.664606,
8.986176,
1.081912,
1.254649,
3.345486,
0.31697
],
[
60,
30,
30,
60,
30,
30
],
[
31,
17,
14,
31,
17,
14
],
[
29,
13,
16,
29,
13,
16
],
[
51.666667,
56.666667,
46.666667,
51.666667,
56.666667,
46.666667
],
[
4.363664,
6.871782,
1.236471,
1.173704,
2.558313,
0.362252
],
[
903476,
903476,
59220,
31474367,
31474367,
3411268
],
[
-35818,
-32620,
-35818,
-10027292,
-4503663,
-10027292
],
[
112,
112,
113,
112,
112,
113
],
[
139,
133,
146,
139,
133,
146
],
[
84,
84,
84,
84,
84,
84
],
[
6777,
3373,
3404,
6777,
3373,
3404
],
[
0,
216.045681,
0,
0,
216.045681,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-318338,
-142684,
-477173,
-170704,
588000,
-582121
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7416,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757293546831,
"expiration_time": 1762095168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 97,
"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) |
|---|