| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1511704.0589 | 1454759.6049 | 56944.454 | 38685244.5171 | 51738155.0846 | -13052910.5675 |
| Total P&L (%) | 1511.7041 | 1454.7596 | 56.9445 | 38685.2445 | 51738.1551 | -13052.9106 |
| Avg Daily Profit (%) | 0.8032 | 0.773 | 0.0303 | 0.3172 | 0.3327 | 0 |
| Buy And Hold Return (%) | 8991.6996 | 8991.6996 | 8991.6996 | 8991.6996 | 8991.6996 | 8991.6996 |
| Max Trade Drawdown | -89602 | -62961 | -88721 | -12743014 | -9243230 | -18831582 |
| Profit Factor | 4.0645 | 7.2427 | 1.2188 | 1.6636 | 3.1897 | 0.6235 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
| Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Profitability (%) | 64.2105 | 68.75 | 59.5745 | 64.2105 | 68.75 | 59.5745 |
| Ratio Avg Win / Avg Loss | 2.2654 | 3.2922 | 0.827 | 0.9272 | 1.4499 | 0.4231 |
| Largest Winning Trade | 864827 | 864827 | 62051 | 21813880 | 21813880 | 9151485 |
| Largest Losing Trade | -50189 | -50189 | -31770 | -10689050 | -9243230 | -10689050 |
| Avg Bars in Trades | 56 | 56 | 55 | 56 | 56 | 55 |
| Avg Bars in Winners | 62 | 58 | 66 | 62 | 58 | 66 |
| Avg Bars in Losers | 44 | 51 | 40 | 44 | 51 | 40 |
| Bars Traded | 5330 | 2704 | 2626 | 5330 | 2704 | 2626 |
| Profit Streak | 49.8054 | 51.472 | 0 | 49.8054 | 51.472 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142562 | -141231 | -318998 | 374287 | 590737 | -579455 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5646,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600300800000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759691984457,
"expiration_time": 1764558144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 52,
"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": [
[
1511704.058864074,
1454759.6049012835,
56944.4539627916,
38685244.517072156,
51738155.08457395,
-13052910.567501778
],
[
1511.704059,
1454.759605,
56.944454,
38685.244517,
51738.155085,
-13052.910568
],
[
0.803243,
0.772986,
0.030257,
0.31722,
0.332683,
0
],
[
8991.699605,
8991.699605,
8991.699605,
8991.699605,
8991.699605,
8991.699605
],
[
-89602,
-62961,
-88721,
-12743014,
-9243230,
-18831582
],
[
4.064478,
7.24273,
1.218793,
1.663557,
3.18973,
0.623533
],
[
95,
48,
47,
95,
48,
47
],
[
61,
33,
28,
61,
33,
28
],
[
34,
15,
19,
34,
15,
19
],
[
64.210526,
68.75,
59.574468,
64.210526,
68.75,
59.574468
],
[
2.265447,
3.29215,
0.827038,
0.927229,
1.449877,
0.423112
],
[
864827,
864827,
62051,
21813880,
21813880,
9151485
],
[
-50189,
-50189,
-31770,
-10689050,
-9243230,
-10689050
],
[
56,
56,
55,
56,
56,
55
],
[
62,
58,
66,
62,
58,
66
],
[
44,
51,
40,
44,
51,
40
],
[
5330,
2704,
2626,
5330,
2704,
2626
],
[
49.805376,
51.472042,
0,
49.805376,
51.472042,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142562,
-141231,
-318998,
374287,
590737,
-579455
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5646,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1600300800000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759691984457,
"expiration_time": 1764558144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 52,
"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) |
|---|