| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1116793.8478 | 1102973.3179 | 13820.5299 | 17125731.3654 | 24689968.7771 | -7564237.4118 |
| Total P&L (%) | 1116.7938 | 1102.9733 | 13.8205 | 17125.7314 | 24689.9688 | -7564.2374 |
| Avg Daily Profit (%) | 0.6005 | 0.5931 | 0.0074 | 0.2772 | 0.2969 | 0 |
| Buy And Hold Return (%) | 7901.6496 | 7901.6496 | 7901.6496 | 7901.6496 | 7901.6496 | 7901.6496 |
| Max Trade Drawdown | -51765 | -53978 | -85197 | -9162295 | -3610424 | -12019955 |
| Profit Factor | 3.0663 | 5.3987 | 1.0477 | 1.4375 | 2.562 | 0.6758 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 64.4444 | 66.6667 | 62.2222 | 64.4444 | 66.6667 | 62.2222 |
| Ratio Avg Win / Avg Loss | 1.6918 | 2.6994 | 0.6361 | 0.7931 | 1.281 | 0.4103 |
| Largest Winning Trade | 508432 | 508432 | 65270 | 6668935 | 6668935 | 4178796 |
| Largest Losing Trade | -47087 | -47087 | -31495 | -5686933 | -3610424 | -5686933 |
| Avg Bars in Trades | 115 | 114 | 117 | 115 | 114 | 117 |
| Avg Bars in Winners | 127 | 121 | 134 | 127 | 121 | 134 |
| Avg Bars in Losers | 93 | 98 | 88 | 93 | 98 | 88 |
| Bars Traded | 10409 | 5135 | 5274 | 10409 | 5135 | 5274 |
| Profit Streak | 0 | 221.6645 | 0 | 0 | 221.6645 | 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 | -146068 | -143092 | -516747 | 164623 | 462228 | -579127 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11159,
"evaluation_days": 1859.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600545600000,
"last_datapoint_time": 1757793600000,
"evaluation_time": 1757807813618,
"expiration_time": 1762614288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 62,
"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": [
[
1116793.8478230883,
1102973.317936699,
13820.5298863891,
17125731.365351003,
24689968.77712474,
-7564237.411773741
],
[
1116.793848,
1102.973318,
13.82053,
17125.731365,
24689.968777,
-7564.237412
],
[
0.600482,
0.593051,
0.007431,
0.277236,
0.296866,
0
],
[
7901.649621,
7901.649621,
7901.649621,
7901.649621,
7901.649621,
7901.649621
],
[
-51765,
-53978,
-85197,
-9162295,
-3610424,
-12019955
],
[
3.066315,
5.398708,
1.047702,
1.437546,
2.562,
0.675824
],
[
90,
45,
45,
90,
45,
45
],
[
58,
30,
28,
58,
30,
28
],
[
32,
15,
17,
32,
15,
17
],
[
64.444444,
66.666667,
62.222222,
64.444444,
66.666667,
62.222222
],
[
1.69176,
2.699354,
0.636105,
0.793129,
1.281,
0.410322
],
[
508432,
508432,
65270,
6668935,
6668935,
4178796
],
[
-47087,
-47087,
-31495,
-5686933,
-3610424,
-5686933
],
[
115,
114,
117,
115,
114,
117
],
[
127,
121,
134,
127,
121,
134
],
[
93,
98,
88,
93,
98,
88
],
[
10409,
5135,
5274,
10409,
5135,
5274
],
[
0,
221.664509,
0,
0,
221.664509,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146068,
-143092,
-516747,
164623,
462228,
-579127
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11159,
"evaluation_days": 1859.83,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1600545600000,
"last_datapoint_time": 1757793600000,
"evaluation_time": 1757807813618,
"expiration_time": 1762614288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 62,
"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) |
|---|