| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1438022.4552 | 1319417.7341 | 118604.7211 | 101112172.6196 | 96520714.7168 | 4591457.9028 |
| Total P&L (%) | 1438.0225 | 1319.4177 | 118.6047 | 101112.1726 | 96520.7147 | 4591.4579 |
| Avg Daily Profit (%) | 0.7742 | 0.7104 | 0.0639 | 0.3733 | 0.3708 | 0.2074 |
| Buy And Hold Return (%) | 6967.2609 | 6967.2609 | 6967.2609 | 6967.2609 | 6967.2609 | 6967.2609 |
| Max Trade Drawdown | -74064 | -65266 | -115740 | -36257508 | -21994425 | -33045382 |
| Profit Factor | 3.3535 | 6.4139 | 1.3229 | 1.7669 | 2.7742 | 1.0593 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Profitability (%) | 55.3719 | 58.3333 | 52.459 | 55.3719 | 58.3333 | 52.459 |
| Ratio Avg Win / Avg Loss | 2.7028 | 4.5814 | 1.1989 | 1.424 | 1.9816 | 0.96 |
| Largest Winning Trade | 461971 | 461971 | 61863 | 30292639 | 22803736 | 30292639 |
| Largest Losing Trade | -38733 | -31121 | -38733 | -17860749 | -17860749 | -14707708 |
| Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
| Avg Bars in Winners | 53 | 50 | 57 | 53 | 50 | 57 |
| Avg Bars in Losers | 32 | 39 | 27 | 32 | 39 | 27 |
| Bars Traded | 5393 | 2760 | 2633 | 5393 | 2760 | 2633 |
| Profit Streak | 59.0698 | 97.4031 | 59.0698 | 59.0698 | 97.4031 | 59.0698 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144424 | -312389 | -434017 | 495113 | -152748 | -475459 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5572,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757554830113,
"expiration_time": 1762363008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 67,
"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": [
[
1438022.4551741777,
1319417.7340540315,
118604.7211201451,
101112172.61956584,
96520714.71675858,
4591457.902807299
],
[
1438.022455,
1319.417734,
118.604721,
101112.17262,
96520.714717,
4591.457903
],
[
0.774242,
0.710384,
0.063858,
0.373262,
0.370753,
0.207412
],
[
6967.260915,
6967.260915,
6967.260915,
6967.260915,
6967.260915,
6967.260915
],
[
-74064,
-65266,
-115740,
-36257508,
-21994425,
-33045382
],
[
3.353523,
6.413895,
1.322911,
1.766875,
2.774246,
1.059284
],
[
121,
60,
61,
121,
60,
61
],
[
67,
35,
32,
67,
35,
32
],
[
54,
25,
29,
54,
25,
29
],
[
55.371901,
58.333333,
52.459016,
55.371901,
58.333333,
52.459016
],
[
2.70284,
4.581354,
1.198888,
1.424048,
1.981604,
0.959976
],
[
461971,
461971,
61863,
30292639,
22803736,
30292639
],
[
-38733,
-31121,
-38733,
-17860749,
-17860749,
-14707708
],
[
44,
46,
43,
44,
46,
43
],
[
53,
50,
57,
53,
50,
57
],
[
32,
39,
27,
32,
39,
27
],
[
5393,
2760,
2633,
5393,
2760,
2633
],
[
59.069793,
97.403126,
59.069793,
59.069793,
97.403126,
59.069793
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144424,
-312389,
-434017,
495113,
-152748,
-475459
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5572,
"evaluation_days": 1857.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757554830113,
"expiration_time": 1762363008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 67,
"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) |
|---|