| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1564565.1788 | 1455199.9724 | 109365.2064 | 67070758.956 | 87360542.0183 | -20289783.0624 |
| Total P&L (%) | 1564.5652 | 1455.2 | 109.3652 | 67070.759 | 87360.542 | -20289.7831 |
| Avg Daily Profit (%) | 0.8428 | 0.7838 | 0.0589 | 0.3513 | 0.3655 | 0 |
| Buy And Hold Return (%) | 6349.0303 | 6349.0303 | 6349.0303 | 6349.0303 | 6349.0303 | 6349.0303 |
| Max Trade Drawdown | -68059 | -33774 | -87452 | -35775301 | -14424515 | -38506965 |
| Profit Factor | 3.9039 | 8.3655 | 1.3205 | 1.5302 | 3.0346 | 0.7572 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
| Losing Trades | 100 | 47 | 53 | 100 | 47 | 53 |
| Profitability (%) | 49.2386 | 52.0408 | 46.4646 | 49.2386 | 52.0408 | 46.4646 |
| Ratio Avg Win / Avg Loss | 4.0246 | 7.7094 | 1.5215 | 1.5775 | 2.7966 | 0.8725 |
| Largest Winning Trade | 581508 | 581508 | 63520 | 45068040 | 45068040 | 23784552 |
| Largest Losing Trade | -50413 | -26022 | -50413 | -12614045 | -9498288 | -12614045 |
| Avg Bars in Trades | 55 | 56 | 54 | 55 | 56 | 54 |
| Avg Bars in Winners | 77 | 85 | 69 | 77 | 85 | 69 |
| Avg Bars in Losers | 33 | 24 | 41 | 33 | 24 | 41 |
| Bars Traded | 10870 | 5504 | 5366 | 10870 | 5504 | 5366 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144848 | -144249 | -280383 | 456025 | 547961 | -582443 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11139,
"evaluation_days": 1856.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599652800000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757511322126,
"expiration_time": 1762317648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 176
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 73,
"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": [
[
1564565.1787772945,
1455199.9723664753,
109365.206410819,
67070758.955953225,
87360542.01834142,
-20289783.06238821
],
[
1564.565179,
1455.199972,
109.365206,
67070.758956,
87360.542018,
-20289.783062
],
[
0.84275,
0.783841,
0.058909,
0.351266,
0.365534,
0
],
[
6349.030319,
6349.030319,
6349.030319,
6349.030319,
6349.030319,
6349.030319
],
[
-68059,
-33774,
-87452,
-35775301,
-14424515,
-38506965
],
[
3.90388,
8.365467,
1.320518,
1.530156,
3.034615,
0.757225
],
[
197,
98,
99,
197,
98,
99
],
[
97,
51,
46,
97,
51,
46
],
[
100,
47,
53,
100,
47,
53
],
[
49.238579,
52.040816,
46.464646,
49.238579,
52.040816,
46.464646
],
[
4.024618,
7.709352,
1.521467,
1.57748,
2.796606,
0.872455
],
[
581508,
581508,
63520,
45068040,
45068040,
23784552
],
[
-50413,
-26022,
-50413,
-12614045,
-9498288,
-12614045
],
[
55,
56,
54,
55,
56,
54
],
[
77,
85,
69,
77,
85,
69
],
[
33,
24,
41,
33,
24,
41
],
[
10870,
5504,
5366,
10870,
5504,
5366
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144848,
-144249,
-280383,
456025,
547961,
-582443
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11139,
"evaluation_days": 1856.5,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1599652800000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757511322126,
"expiration_time": 1762317648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 176
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 73,
"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) |
|---|