| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 843580.5958 | 793823.9348 | 49756.661 | 16785082.7772 | 17324775.1285 | -539692.3512 |
| Total P&L (%) | 843.5806 | 793.8239 | 49.7567 | 16785.0828 | 17324.7751 | -539.6924 |
| Avg Daily Profit (%) | 0.4514 | 0.4247 | 0.0266 | 0.2748 | 0.2765 | 0 |
| Buy And Hold Return (%) | 6347.5052 | 6347.5052 | 6347.5052 | 6347.5052 | 6347.5052 | 6347.5052 |
| Max Trade Drawdown | -139232 | -159794 | -26714 | -10143876 | -10903090 | -2211355 |
| Profit Factor | 2.3768 | 2.7797 | 1.2985 | 1.3926 | 1.5528 | 0.9527 |
| Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
| Winning Trades | 152 | 84 | 68 | 152 | 84 | 68 |
| Losing Trades | 63 | 23 | 40 | 63 | 23 | 40 |
| Profitability (%) | 70.6977 | 78.5047 | 62.963 | 70.6977 | 78.5047 | 62.963 |
| Ratio Avg Win / Avg Loss | 0.9851 | 0.7611 | 0.7638 | 0.5772 | 0.4252 | 0.5604 |
| Largest Winning Trade | 139613 | 139613 | 15329 | 2764625 | 2764625 | 652839 |
| Largest Losing Trade | -69656 | -69656 | -17986 | -5791575 | -5791575 | -1786433 |
| Avg Bars in Trades | 17 | 33 | 1 | 17 | 33 | 1 |
| Avg Bars in Winners | 11 | 19 | 1 | 11 | 19 | 1 |
| Avg Bars in Losers | 31 | 83 | 1 | 31 | 83 | 1 |
| Bars Traded | 3686 | 3545 | 141 | 3686 | 3545 | 141 |
| Profit Streak | 0 | 158.0461 | 0 | 0 | 158.0461 | 0 |
| Trades During Streak | 0 | 10 | 0 | 0 | 10 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149756 | -148029 | -322988 | 299487 | 380329 | -579086 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3738,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598227200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758546385664,
"expiration_time": 1763386848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.92523,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 27,
"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": [
[
843580.5958273541,
793823.9348411817,
49756.6609861717,
16785082.77720754,
17324775.1284575,
-539692.3512499528
],
[
843.580596,
793.823935,
49.756661,
16785.082777,
17324.775128,
-539.692351
],
[
0.451354,
0.424732,
0.026622,
0.274803,
0.276491,
0
],
[
6347.505198,
6347.505198,
6347.505198,
6347.505198,
6347.505198,
6347.505198
],
[
-139232,
-159794,
-26714,
-10143876,
-10903090,
-2211355
],
[
2.37678,
2.779747,
1.298502,
1.392606,
1.552825,
0.952718
],
[
215,
107,
108,
215,
107,
108
],
[
152,
84,
68,
152,
84,
68
],
[
63,
23,
40,
63,
23,
40
],
[
70.697674,
78.504673,
62.962963,
70.697674,
78.504673,
62.962963
],
[
0.985113,
0.761121,
0.763825,
0.577198,
0.425178,
0.560423
],
[
139613,
139613,
15329,
2764625,
2764625,
652839
],
[
-69656,
-69656,
-17986,
-5791575,
-5791575,
-1786433
],
[
17,
33,
1,
17,
33,
1
],
[
11,
19,
1,
11,
19,
1
],
[
31,
83,
1,
31,
83,
1
],
[
3686,
3545,
141,
3686,
3545,
141
],
[
0,
158.04613,
0,
0,
158.04613,
0
],
[
0,
10,
0,
0,
10,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149756,
-148029,
-322988,
299487,
380329,
-579086
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3738,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1598227200000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758546385664,
"expiration_time": 1763386848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.92523,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 27,
"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) |
|---|