| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1526799.8206 | 1479305.8081 | 47494.0125 | 39646425.565 | 46454585.4222 | -6808159.8572 |
| Total P&L (%) | 1526.7998 | 1479.3058 | 47.494 | 39646.4256 | 46454.5854 | -6808.1599 |
| Avg Daily Profit (%) | 0.8191 | 0.7936 | 0.0255 | 0.3216 | 0.3301 | 0 |
| Buy And Hold Return (%) | 9541.4076 | 9541.4076 | 9541.4076 | 9541.4076 | 9541.4076 | 9541.4076 |
| Max Trade Drawdown | -99119 | -49780 | -64293 | -20364757 | -9491691 | -14220618 |
| Profit Factor | 4.8776 | 10.1762 | 1.2042 | 1.724 | 3.1608 | 0.7953 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Profitability (%) | 40.5405 | 45.9459 | 35.1351 | 40.5405 | 45.9459 | 35.1351 |
| Ratio Avg Win / Avg Loss | 7.1539 | 11.972 | 2.2232 | 2.5285 | 3.7185 | 1.4683 |
| Largest Winning Trade | 477380 | 477380 | 63405 | 24702950 | 24702950 | 10012975 |
| Largest Losing Trade | -34727 | -34727 | -24739 | -8915387 | -8915387 | -8759771 |
| Avg Bars in Trades | 47 | 48 | 45 | 47 | 48 | 45 |
| Avg Bars in Winners | 91 | 93 | 89 | 91 | 93 | 89 |
| Avg Bars in Losers | 16 | 10 | 21 | 16 | 10 | 21 |
| Bars Traded | 3482 | 1799 | 1683 | 3482 | 1799 | 1683 |
| Profit Streak | 0 | 76.4787 | 0 | 0 | 76.4787 | 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 | -217346 | -145151 | -329776 | -62195 | 458166 | -584886 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3728,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758151761612,
"expiration_time": 1762941888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
1526799.8205933175,
1479305.8080592446,
47494.012534073,
39646425.564965755,
46454585.42218455,
-6808159.85721879
],
[
1526.799821,
1479.305808,
47.494013,
39646.425565,
46454.585422,
-6808.159857
],
[
0.819099,
0.793619,
0.02548,
0.321605,
0.330115,
0
],
[
9541.407574,
9541.407574,
9541.407574,
9541.407574,
9541.407574,
9541.407574
],
[
-99119,
-49780,
-64293,
-20364757,
-9491691,
-14220618
],
[
4.87763,
10.176211,
1.204245,
1.723962,
3.160759,
0.795329
],
[
74,
37,
37,
74,
37,
37
],
[
30,
17,
13,
30,
17,
13
],
[
44,
20,
24,
44,
20,
24
],
[
40.540541,
45.945946,
35.135135,
40.540541,
45.945946,
35.135135
],
[
7.153857,
11.972012,
2.223221,
2.528477,
3.71854,
1.4683
],
[
477380,
477380,
63405,
24702950,
24702950,
10012975
],
[
-34727,
-34727,
-24739,
-8915387,
-8915387,
-8759771
],
[
47,
48,
45,
47,
48,
45
],
[
91,
93,
89,
91,
93,
89
],
[
16,
10,
21,
16,
10,
21
],
[
3482,
1799,
1683,
3482,
1799,
1683
],
[
0,
76.478722,
0,
0,
76.478722,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-217346,
-145151,
-329776,
-62195,
458166,
-584886
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3728,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1601769600000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758151761612,
"expiration_time": 1762941888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|