| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1753537.0573 | 1724036.591 | 29500.4663 | 22492872.8534 | 30944320.7045 | -8451447.8511 |
| Total P&L (%) | 1753.5371 | 1724.0366 | 29.5005 | 22492.8729 | 30944.3207 | -8451.4479 |
| Avg Daily Profit (%) | 0.9385 | 0.9227 | 0.0158 | 0.2905 | 0.3076 | 0 |
| Buy And Hold Return (%) | 6772.206 | 6772.206 | 6772.206 | 6772.206 | 6772.206 | 6772.206 |
| Max Trade Drawdown | -68611 | -67413 | -70310 | -13509890 | -6377747 | -13186240 |
| Profit Factor | 5.0502 | 9.6909 | 1.1258 | 1.5522 | 2.5198 | 0.5852 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Profitability (%) | 51.3514 | 56.7568 | 45.9459 | 51.3514 | 56.7568 | 45.9459 |
| Ratio Avg Win / Avg Loss | 4.7844 | 7.3835 | 1.3244 | 1.4705 | 1.9198 | 0.6884 |
| Largest Winning Trade | 924923 | 924923 | 63532 | 22156082 | 22156082 | 5285268 |
| Largest Losing Trade | -45044 | -38146 | -45044 | -6377747 | -6377747 | -5066650 |
| Avg Bars in Trades | 93 | 95 | 91 | 93 | 95 | 91 |
| Avg Bars in Winners | 133 | 132 | 136 | 133 | 132 | 136 |
| Avg Bars in Losers | 51 | 47 | 54 | 51 | 47 | 54 |
| Bars Traded | 6932 | 3538 | 3394 | 6932 | 3538 | 3394 |
| Profit Streak | 0 | 231.2923 | 0 | 0 | 231.2923 | 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 | -213262 | -142122 | -421297 | -60991 | 500354 | -582349 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7474,
"evaluation_days": 1868.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600149600000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758546057777,
"expiration_time": 1763385552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 46,
"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": [
[
1753537.057322928,
1724036.5910412981,
29500.4662816291,
22492872.853364352,
30944320.70446056,
-8451447.85109621
],
[
1753.537057,
1724.036591,
29.500466,
22492.872853,
30944.320704,
-8451.447851
],
[
0.938473,
0.922685,
0.015788,
0.290505,
0.307563,
0
],
[
6772.20595,
6772.20595,
6772.20595,
6772.20595,
6772.20595,
6772.20595
],
[
-68611,
-67413,
-70310,
-13509890,
-6377747,
-13186240
],
[
5.050156,
9.690859,
1.125758,
1.552197,
2.5198,
0.585157
],
[
74,
37,
37,
74,
37,
37
],
[
38,
21,
17,
38,
21,
17
],
[
36,
16,
20,
36,
16,
20
],
[
51.351351,
56.756757,
45.945946,
51.351351,
56.756757,
45.945946
],
[
4.784359,
7.383512,
1.324421,
1.470503,
1.919848,
0.68842
],
[
924923,
924923,
63532,
22156082,
22156082,
5285268
],
[
-45044,
-38146,
-45044,
-6377747,
-6377747,
-5066650
],
[
93,
95,
91,
93,
95,
91
],
[
133,
132,
136,
133,
132,
136
],
[
51,
47,
54,
51,
47,
54
],
[
6932,
3538,
3394,
6932,
3538,
3394
],
[
0,
231.292335,
0,
0,
231.292335,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-213262,
-142122,
-421297,
-60991,
500354,
-582349
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7474,
"evaluation_days": 1868.5,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1600149600000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758546057777,
"expiration_time": 1763385552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 46,
"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) |
|---|