| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2384261.988 | -39279.4705 | -2344982.5176 | -714524.2727 | -23918416.0162 | 23203891.7435 |
| Total P&L (%) | -2384.262 | -39.2795 | -2344.9825 | -714.5243 | -23918.416 | 23203.8917 |
| Avg Daily Profit (%) | -1.2809 | -0.0211 | -1.2598 | 0 | 0 | 0.2933 |
| Buy And Hold Return (%) | 10955.6578 | 10955.6578 | 10955.6578 | 10955.6578 | 10955.6578 | 10955.6578 |
| Max Trade Drawdown | -2466054 | -162128 | -2383887 | -27218071 | -24281382 | -5111878 |
| Profit Factor | 0.1324 | 0.8324 | 0.0671 | 0.9815 | 0.1419 | 3.1509 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 69 | 36 | 33 | 40 | 18 | 22 |
| Losing Trades | 19 | 8 | 11 | 48 | 26 | 22 |
| Profitability (%) | 78.4091 | 81.8182 | 75 | 45.4545 | 40.9091 | 50 |
| Ratio Avg Win / Avg Loss | 0.0365 | 0.185 | 0.0224 | 1.1778 | 0.2049 | 3.1509 |
| Largest Winning Trade | 23092 | 16564 | 23092 | 28969228 | 1573798 | 28969228 |
| Largest Losing Trade | -1603234 | -63358 | -1603234 | -12348643 | -12348643 | -3227879 |
| Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
| Avg Bars in Winners | 21 | 23 | 18 | 48 | 33 | 60 |
| Avg Bars in Losers | 195 | 203 | 190 | 67 | 71 | 62 |
| Bars Traded | 5171 | 2455 | 2716 | 5171 | 2455 | 2716 |
| Profit Streak | 43.7099 | 150.0432 | 43.7099 | 0 | 0 | 0 |
| Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575161 | -575271 | -576925 | -580644 | -584254 | 317248 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5584,
"evaluation_days": 1861.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602000000000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757898132371,
"expiration_time": 1762718976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 171,
"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": [
[
-2384261.988042539,
-39279.4704546013,
-2344982.5175879365,
-714524.2726614184,
-23918416.01615666,
23203891.743495237
],
[
-2384.261988,
-39.27947,
-2344.982518,
-714.524273,
-23918.416016,
23203.891743
],
[
-1.280945,
-0.021103,
-1.259842,
0,
0,
0.293295
],
[
10955.657774,
10955.657774,
10955.657774,
10955.657774,
10955.657774,
10955.657774
],
[
-2466054,
-162128,
-2383887,
-27218071,
-24281382,
-5111878
],
[
0.132417,
0.832448,
0.067132,
0.981518,
0.141851,
3.150873
],
[
88,
44,
44,
88,
44,
44
],
[
69,
36,
33,
40,
18,
22
],
[
19,
8,
11,
48,
26,
22
],
[
78.409091,
81.818182,
75,
45.454545,
40.909091,
50
],
[
0.036463,
0.184989,
0.022377,
1.177821,
0.204896,
3.150873
],
[
23092,
16564,
23092,
28969228,
1573798,
28969228
],
[
-1603234,
-63358,
-1603234,
-12348643,
-12348643,
-3227879
],
[
58,
55,
61,
58,
55,
61
],
[
21,
23,
18,
48,
33,
60
],
[
195,
203,
190,
67,
71,
62
],
[
5171,
2455,
2716,
5171,
2455,
2716
],
[
43.709865,
150.043199,
43.709865,
0,
0,
0
],
[
3,
4,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575161,
-575271,
-576925,
-580644,
-584254,
317248
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5584,
"evaluation_days": 1861.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602000000000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757898132371,
"expiration_time": 1762718976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 171,
"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) |
|---|