| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1835528.3241 | 1784505.8867 | 51022.4375 | 39242141.0676 | 42751679.1707 | -3509538.1031 |
| Total P&L (%) | 1835.5283 | 1784.5059 | 51.0224 | 39242.1411 | 42751.6792 | -3509.5381 |
| Avg Daily Profit (%) | 0.9823 | 0.955 | 0.0273 | 0.3203 | 0.3248 | 0 |
| Buy And Hold Return (%) | 8563.6017 | 8563.6017 | 8563.6017 | 8563.6017 | 8563.6017 | 8563.6017 |
| Max Trade Drawdown | -54926 | -50167 | -78768 | -13217848 | -6580792 | -14539859 |
| Profit Factor | 5.5846 | 11.6515 | 1.2191 | 1.8976 | 3.5555 | 0.87 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Profitability (%) | 42.8571 | 48.5714 | 37.1429 | 42.8571 | 48.5714 | 37.1429 |
| Ratio Avg Win / Avg Loss | 7.4462 | 12.3368 | 2.0632 | 2.5302 | 3.7646 | 1.4722 |
| Largest Winning Trade | 1006293 | 1006293 | 62420 | 19040835 | 19040835 | 9408869 |
| Largest Losing Trade | -33390 | -20592 | -33390 | -9656121 | -4215310 | -9656121 |
| Avg Bars in Trades | 148 | 151 | 146 | 148 | 151 | 146 |
| Avg Bars in Winners | 249 | 252 | 245 | 249 | 252 | 245 |
| Avg Bars in Losers | 72 | 55 | 87 | 72 | 55 | 87 |
| Bars Traded | 10403 | 5285 | 5118 | 10403 | 5285 | 5118 |
| Profit Streak | 0 | 232.6491 | 0 | 0 | 232.6491 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -245785 | -143541 | -326487 | -90591 | 536685 | -584121 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600329600000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758584082753,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 43,
"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": [
[
1835528.32412443,
1784505.8866712404,
51022.4374531899,
39242141.06757865,
42751679.1706527,
-3509538.1030740384
],
[
1835.528324,
1784.505887,
51.022437,
39242.141068,
42751.679171,
-3509.538103
],
[
0.982265,
0.95496,
0.027304,
0.320251,
0.324839,
0
],
[
8563.601713,
8563.601713,
8563.601713,
8563.601713,
8563.601713,
8563.601713
],
[
-54926,
-50167,
-78768,
-13217848,
-6580792,
-14539859
],
[
5.584632,
11.651453,
1.219141,
1.897642,
3.555495,
0.869957
],
[
70,
35,
35,
70,
35,
35
],
[
30,
17,
13,
30,
17,
13
],
[
40,
18,
22,
40,
18,
22
],
[
42.857143,
48.571429,
37.142857,
42.857143,
48.571429,
37.142857
],
[
7.446176,
12.336832,
2.063162,
2.53019,
3.764642,
1.472235
],
[
1006293,
1006293,
62420,
19040835,
19040835,
9408869
],
[
-33390,
-20592,
-33390,
-9656121,
-4215310,
-9656121
],
[
148,
151,
146,
148,
151,
146
],
[
249,
252,
245,
249,
252,
245
],
[
72,
55,
87,
72,
55,
87
],
[
10403,
5285,
5118,
10403,
5285,
5118
],
[
0,
232.649106,
0,
0,
232.649106,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-245785,
-143541,
-326487,
-90591,
536685,
-584121
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11212,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600329600000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758584082753,
"expiration_time": 1763400384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 43,
"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) |
|---|