| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1389276.8779 | 1351929.2036 | 37347.6743 | 23824928.9146 | 32609679.4724 | -8784750.5579 |
| Total P&L (%) | 1389.2769 | 1351.9292 | 37.3477 | 23824.9289 | 32609.6795 | -8784.7506 |
| Avg Daily Profit (%) | 0.7456 | 0.7255 | 0.02 | 0.2944 | 0.3112 | 0 |
| Buy And Hold Return (%) | 10415.9749 | 10415.9749 | 10415.9749 | 10415.9749 | 10415.9749 | 10415.9749 |
| Max Trade Drawdown | -69737 | -28347 | -104343 | -14131614 | -8412913 | -16064750 |
| Profit Factor | 4.3291 | 11.3179 | 1.1305 | 1.6126 | 3.1251 | 0.627 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Profitability (%) | 59.6774 | 64.5161 | 54.8387 | 59.6774 | 64.5161 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.9251 | 6.2249 | 0.931 | 1.0896 | 1.7188 | 0.5163 |
| Largest Winning Trade | 514036 | 514036 | 63017 | 18506728 | 18506728 | 4982394 |
| Largest Losing Trade | -55782 | -21106 | -55782 | -6202534 | -6202534 | -4598759 |
| Avg Bars in Trades | 84 | 87 | 80 | 84 | 87 | 80 |
| Avg Bars in Winners | 99 | 110 | 87 | 99 | 110 | 87 |
| Avg Bars in Losers | 60 | 47 | 71 | 60 | 47 | 71 |
| Bars Traded | 5212 | 2723 | 2489 | 5212 | 2723 | 2489 |
| Profit Streak | 0 | 213.6424 | 0 | 0 | 213.6424 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -303019 | -141903 | -409961 | -151432 | 532148 | -580190 |
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5590,
"evaluation_days": 1863.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602057600000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758093906038,
"expiration_time": 1762896960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 103,
"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": [
[
1389276.8778831393,
1351929.2035735988,
37347.6743095408,
23824928.91456985,
32609679.47244369,
-8784750.557873834
],
[
1389.276878,
1351.929204,
37.347674,
23824.928915,
32609.679472,
-8784.750558
],
[
0.745588,
0.725545,
0.020044,
0.294396,
0.311231,
0
],
[
10415.974865,
10415.974865,
10415.974865,
10415.974865,
10415.974865,
10415.974865
],
[
-69737,
-28347,
-104343,
-14131614,
-8412913,
-16064750
],
[
4.329133,
11.317927,
1.130458,
1.612554,
3.125107,
0.626966
],
[
62,
31,
31,
62,
31,
31
],
[
37,
20,
17,
37,
20,
17
],
[
25,
11,
14,
25,
11,
14
],
[
59.677419,
64.516129,
54.83871,
59.677419,
64.516129,
54.83871
],
[
2.92509,
6.22486,
0.930965,
1.089564,
1.718809,
0.516325
],
[
514036,
514036,
63017,
18506728,
18506728,
4982394
],
[
-55782,
-21106,
-55782,
-6202534,
-6202534,
-4598759
],
[
84,
87,
80,
84,
87,
80
],
[
99,
110,
87,
99,
110,
87
],
[
60,
47,
71,
60,
47,
71
],
[
5212,
2723,
2489,
5212,
2723,
2489
],
[
0,
213.642431,
0,
0,
213.642431,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-303019,
-141903,
-409961,
-151432,
532148,
-580190
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5590,
"evaluation_days": 1863.33,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1602057600000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758093906038,
"expiration_time": 1762896960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 103,
"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) |
|---|