| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -921063.8388 | 181216.2534 | -1102280.0922 | -3537734.8226 | -22040940.4478 | 18503205.6252 |
| Total P&L (%) | -921.0638 | 181.2163 | -1102.2801 | -3537.7348 | -22040.9404 | 18503.2056 |
| Avg Daily Profit (%) | -0.4963 | 0.0976 | -0.5939 | 0 | 0 | 0.282 |
| Buy And Hold Return (%) | 6925.937 | 6925.937 | 6925.937 | 6925.937 | 6925.937 | 6925.937 |
| Max Trade Drawdown | -1145102 | -165670 | -1188302 | -27397584 | -23304128 | -6602996 |
| Profit Factor | 0.4093 | 1.8488 | 0.1809 | 0.9076 | 0.1542 | 2.5138 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 62 | 33 | 29 | 37 | 16 | 21 |
| Losing Trades | 22 | 9 | 13 | 47 | 26 | 21 |
| Profitability (%) | 73.8095 | 78.5714 | 69.0476 | 44.0476 | 38.0952 | 50 |
| Ratio Avg Win / Avg Loss | 0.1452 | 0.5042 | 0.0811 | 1.1529 | 0.2506 | 2.5138 |
| Largest Winning Trade | 71531 | 71531 | 59615 | 22657379 | 1542625 | 22657379 |
| Largest Losing Trade | -464898 | -58670 | -464898 | -10322678 | -10322678 | -5077104 |
| Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
| Avg Bars in Winners | 20 | 23 | 16 | 44 | 37 | 50 |
| Avg Bars in Losers | 105 | 103 | 106 | 41 | 42 | 38 |
| Bars Traded | 3586 | 1719 | 1866 | 3586 | 1719 | 1866 |
| Profit Streak | 88.6296 | 143.1296 | 88.6296 | 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 | -575827 | -222960 | -577707 | -581201 | -585364 | 366132 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3712,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1597104000000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757430401487,
"expiration_time": 1762229952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
-921063.8387936128,
181216.2534052042,
-1102280.092198817,
-3537734.8225904307,
-22040940.44778483,
18503205.625194393
],
[
-921.063839,
181.216253,
-1102.280092,
-3537.734823,
-22040.940448,
18503.205625
],
[
-0.496263,
0.097638,
-0.593901,
0,
0,
0.281966
],
[
6925.936977,
6925.936977,
6925.936977,
6925.936977,
6925.936977,
6925.936977
],
[
-1145102,
-165670,
-1188302,
-27397584,
-23304128,
-6602996
],
[
0.409293,
1.848778,
0.180921,
0.907588,
0.154195,
2.513794
],
[
84,
42,
42,
84,
42,
42
],
[
62,
33,
29,
37,
16,
21
],
[
22,
9,
13,
47,
26,
21
],
[
73.809524,
78.571429,
69.047619,
44.047619,
38.095238,
50
],
[
0.145233,
0.504212,
0.081102,
1.152882,
0.250567,
2.513794
],
[
71531,
71531,
59615,
22657379,
1542625,
22657379
],
[
-464898,
-58670,
-464898,
-10322678,
-10322678,
-5077104
],
[
42,
40,
44,
42,
40,
44
],
[
20,
23,
16,
44,
37,
50
],
[
105,
103,
106,
41,
42,
38
],
[
3586,
1719,
1866,
3586,
1719,
1866
],
[
88.629647,
143.129647,
88.629647,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575827,
-222960,
-577707,
-581201,
-585364,
366132
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3712,
"evaluation_days": 1856,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1597104000000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757430401487,
"expiration_time": 1762229952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|