| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2069349.0226 | 2076717.466 | -7368.4434 | 7610109.1149 | 19096587.5167 | -11486478.4018 |
| Total P&L (%) | 2069.349 | 2076.7175 | -7.3684 | 7610.1091 | 19096.5875 | -11486.4784 |
| Avg Daily Profit (%) | 1.1092 | 1.1132 | -0.004 | 0.2332 | 0.2822 | 0 |
| Buy And Hold Return (%) | 5100.4694 | 5100.4694 | 5100.4694 | 5100.4694 | 5100.4694 | 5100.4694 |
| Max Trade Drawdown | -125691 | -60973 | -138145 | -19803624 | -7062108 | -21293683 |
| Profit Factor | 6.16 | 12.1039 | 0.9656 | 1.179 | 2.045 | 0.5261 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 47.619 | 45.1613 | 50 | 47.619 | 45.1613 | 50 |
| Ratio Avg Win / Avg Loss | 6.776 | 14.6976 | 0.9656 | 1.2969 | 2.4832 | 0.5261 |
| Largest Winning Trade | 1348830 | 1348830 | 58548 | 15939453 | 15939453 | 4175421 |
| Largest Losing Trade | -45329 | -45329 | -37811 | -6652925 | -5462457 | -6652925 |
| Avg Bars in Trades | 342 | 343 | 340 | 342 | 343 | 340 |
| Avg Bars in Winners | 509 | 598 | 432 | 509 | 598 | 432 |
| Avg Bars in Losers | 189 | 133 | 249 | 189 | 133 | 249 |
| Bars Traded | 21561 | 10654 | 10907 | 21561 | 10654 | 10907 |
| Profit Streak | 0 | 226.294 | 0 | 0 | 226.294 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -295740 | -144377 | -580810 | -179917 | 346041 | -580810 |
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22387,
"evaluation_days": 1865.58,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598918400000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758351799988,
"expiration_time": 1764150710400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 101,
"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": [
[
2069349.0225876337,
2076717.466000422,
-7368.4434127878,
7610109.114899587,
19096587.516690787,
-11486478.401791194
],
[
2069.349023,
2076.717466,
-7.368443,
7610.109115,
19096.587517,
-11486.478402
],
[
1.109226,
1.113175,
-0.00395,
0.233181,
0.282204,
0
],
[
5100.469392,
5100.469392,
5100.469392,
5100.469392,
5100.469392,
5100.469392
],
[
-125691,
-60973,
-138145,
-19803624,
-7062108,
-21293683
],
[
6.15996,
12.103914,
0.96557,
1.179011,
2.044979,
0.526083
],
[
63,
31,
32,
63,
31,
32
],
[
30,
14,
16,
30,
14,
16
],
[
33,
17,
16,
33,
17,
16
],
[
47.619048,
45.16129,
50,
47.619048,
45.16129,
50
],
[
6.775956,
14.69761,
0.96557,
1.296912,
2.483188,
0.526083
],
[
1348830,
1348830,
58548,
15939453,
15939453,
4175421
],
[
-45329,
-45329,
-37811,
-6652925,
-5462457,
-6652925
],
[
342,
343,
340,
342,
343,
340
],
[
509,
598,
432,
509,
598,
432
],
[
189,
133,
249,
189,
133,
249
],
[
21561,
10654,
10907,
21561,
10654,
10907
],
[
0,
226.293981,
0,
0,
226.293981,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-295740,
-144377,
-580810,
-179917,
346041,
-580810
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22387,
"evaluation_days": 1865.58,
"actual_first_datapoint_time": 1597125600000,
"first_datapoint_time": 1598918400000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758351799988,
"expiration_time": 1764150710400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 101,
"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) |
|---|