| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1476701.714 | 36973.3748 | -1513675.0887 | -80090.1911 | 28288810.0729 | -28368900.264 |
| Total P&L (%) | -1476.7017 | 36.9734 | -1513.6751 | -80.0902 | 28288.8101 | -28368.9003 |
| Avg Daily Profit (%) | -0.7908 | 0.0198 | -0.8106 | -0.0864 | 0.303 | 0 |
| Buy And Hold Return (%) | 5937.6881 | 5937.6881 | 5937.6881 | 5937.6881 | 5937.6881 | 5937.6881 |
| Max Trade Drawdown | -1619730 | -159695 | -1603610 | -45708960 | -15397092 | -53191287 |
| Profit Factor | 0.4128 | 1.0749 | 0.2511 | 0.9994 | 1.5522 | 0.6543 |
| Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
| Winning Trades | 268 | 130 | 138 | 182 | 95 | 87 |
| Losing Trades | 121 | 65 | 56 | 207 | 100 | 107 |
| Profitability (%) | 68.8946 | 66.6667 | 71.134 | 46.7866 | 48.7179 | 44.8454 |
| Ratio Avg Win / Avg Loss | 0.1864 | 0.5374 | 0.1019 | 1.1367 | 1.6339 | 0.8047 |
| Largest Winning Trade | 29652 | 23755 | 29652 | 19765742 | 19765742 | 13850784 |
| Largest Losing Trade | -809336 | -54412 | -809336 | -26074475 | -4435510 | -26074475 |
| Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
| Avg Bars in Winners | 10 | 12 | 8 | 26 | 28 | 25 |
| Avg Bars in Losers | 66 | 55 | 80 | 29 | 26 | 32 |
| Bars Traded | 10942 | 5276 | 5666 | 10942 | 5276 | 5666 |
| Profit Streak | 20.4839 | 49.4839 | 20.4839 | 20.4839 | 49.4839 | 20.4839 |
| Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574548 | -467573 | -576746 | -576580 | 428622 | -581490 |
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11204,
"evaluation_days": 1867.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598731200000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758454604966,
"expiration_time": 1763281728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.9524,
"nb": 0.10961,
"nc": 0.29156
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 112
}
}
} {
"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": [
[
-1476701.7139680933,
36973.3747523833,
-1513675.0887204767,
-80090.1910653095,
28288810.072931916,
-28368900.263997216
],
[
-1476.701714,
36.973375,
-1513.675089,
-80.090191,
28288.810073,
-28368.900264
],
[
-0.790809,
0.0198,
-0.810609,
-0.086394,
0.302953,
0
],
[
5937.688124,
5937.688124,
5937.688124,
5937.688124,
5937.688124,
5937.688124
],
[
-1619730,
-159695,
-1603610,
-45708960,
-15397092,
-53191287
],
[
0.412841,
1.074864,
0.251072,
0.999399,
1.552175,
0.654326
],
[
389,
195,
194,
389,
195,
194
],
[
268,
130,
138,
182,
95,
87
],
[
121,
65,
56,
207,
100,
107
],
[
68.894602,
66.666667,
71.134021,
46.786632,
48.717949,
44.845361
],
[
0.186395,
0.537432,
0.101884,
1.136679,
1.633869,
0.804746
],
[
29652,
23755,
29652,
19765742,
19765742,
13850784
],
[
-809336,
-54412,
-809336,
-26074475,
-4435510,
-26074475
],
[
28,
27,
29,
28,
27,
29
],
[
10,
12,
8,
26,
28,
25
],
[
66,
55,
80,
29,
26,
32
],
[
10942,
5276,
5666,
10942,
5276,
5666
],
[
20.483854,
49.483854,
20.483854,
20.483854,
49.483854,
20.483854
],
[
3,
5,
1,
3,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574548,
-467573,
-576746,
-576580,
428622,
-581490
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11204,
"evaluation_days": 1867.33,
"actual_first_datapoint_time": 1597118400000,
"first_datapoint_time": 1598731200000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758454604966,
"expiration_time": 1763281728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.9524,
"nb": 0.10961,
"nc": 0.29156
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 112
}
}
}
| # | 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) |
|---|