| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1353371.9437 | 1317753.6292 | 35618.3146 | 23476641.8692 | 26290474.8181 | -2813832.949 |
| Total P&L (%) | 1353.3719 | 1317.7536 | 35.6183 | 23476.6419 | 26290.4748 | -2813.8329 |
| Avg Daily Profit (%) | 0.7285 | 0.7093 | 0.0192 | 0.2945 | 0.3006 | 0 |
| Buy And Hold Return (%) | 8471.6968 | 8471.6968 | 8471.6968 | 8471.6968 | 8471.6968 | 8471.6968 |
| Max Trade Drawdown | -98198 | -81876 | -54614 | -19376124 | -5460999 | -18166037 |
| Profit Factor | 3.7986 | 7.1552 | 1.1322 | 1.4257 | 2.3237 | 0.9203 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 53.8462 | 53.3333 | 54.3478 | 53.8462 | 53.3333 | 54.3478 |
| Ratio Avg Win / Avg Loss | 3.2559 | 6.2608 | 0.951 | 1.222 | 2.0332 | 0.773 |
| Largest Winning Trade | 533386 | 533386 | 61289 | 8770029 | 8770029 | 8373386 |
| Largest Losing Trade | -49079 | -49079 | -37426 | -13986161 | -3953695 | -13986161 |
| Avg Bars in Trades | 79 | 83 | 74 | 79 | 83 | 74 |
| Avg Bars in Winners | 105 | 119 | 90 | 105 | 119 | 90 |
| Avg Bars in Losers | 48 | 41 | 55 | 48 | 41 | 55 |
| Bars Traded | 7198 | 3751 | 3447 | 7198 | 3751 | 3447 |
| Profit Streak | 0 | 69.7078 | 0 | 0 | 69.7078 | 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 | -145567 | -143391 | -409198 | 256466 | 423702 | -580140 |
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7431,
"evaluation_days": 1857.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601704800000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757631556213,
"expiration_time": 1762428888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 157,
"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": [
[
1353371.9437168867,
1317753.6291619237,
35618.3145549628,
23476641.86918311,
26290474.818143055,
-2813832.94895993
],
[
1353.371944,
1317.753629,
35.618315,
23476.641869,
26290.474818,
-2813.832949
],
[
0.728501,
0.709328,
0.019173,
0.29449,
0.300577,
0
],
[
8471.696767,
8471.696767,
8471.696767,
8471.696767,
8471.696767,
8471.696767
],
[
-98198,
-81876,
-54614,
-19376124,
-5460999,
-18166037
],
[
3.798574,
7.15517,
1.132162,
1.425671,
2.323676,
0.920266
],
[
91,
45,
46,
91,
45,
46
],
[
49,
24,
25,
49,
24,
25
],
[
42,
21,
21,
42,
21,
21
],
[
53.846154,
53.333333,
54.347826,
53.846154,
53.333333,
54.347826
],
[
3.255921,
6.260774,
0.951016,
1.222003,
2.033216,
0.773024
],
[
533386,
533386,
61289,
8770029,
8770029,
8373386
],
[
-49079,
-49079,
-37426,
-13986161,
-3953695,
-13986161
],
[
79,
83,
74,
79,
83,
74
],
[
105,
119,
90,
105,
119,
90
],
[
48,
41,
55,
48,
41,
55
],
[
7198,
3751,
3447,
7198,
3751,
3447
],
[
0,
69.707826,
0,
0,
69.707827,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145567,
-143391,
-409198,
256466,
423702,
-580140
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7431,
"evaluation_days": 1857.75,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1601704800000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757631556213,
"expiration_time": 1762428888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 157,
"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) |
|---|