| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1606831.3472 | 1545378.3595 | 61452.9877 | 23316670.7638 | 25861571.9391 | -2544901.1753 |
| Total P&L (%) | 1606.8313 | 1545.3784 | 61.453 | 23316.6708 | 25861.5719 | -2544.9012 |
| Avg Daily Profit (%) | 0.866 | 0.8329 | 0.0331 | 0.2945 | 0.3001 | 0 |
| Buy And Hold Return (%) | 7325.1314 | 7325.1314 | 7325.1314 | 7325.1314 | 7325.1314 | 7325.1314 |
| Max Trade Drawdown | -160005 | -101074 | -76678 | -19688801 | -10078466 | -15252678 |
| Profit Factor | 3.7624 | 6.6872 | 1.1983 | 1.3057 | 1.7718 | 0.9405 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Profitability (%) | 54.7368 | 57.4468 | 52.0833 | 54.7368 | 57.4468 | 52.0833 |
| Ratio Avg Win / Avg Loss | 3.1112 | 4.9535 | 1.1024 | 1.0797 | 1.3124 | 0.8652 |
| Largest Winning Trade | 609638 | 609638 | 65741 | 10723968 | 10723968 | 6760205 |
| Largest Losing Trade | -46357 | -46357 | -29607 | -8470833 | -7175064 | -8470833 |
| Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
| Avg Bars in Winners | 50 | 52 | 48 | 50 | 52 | 48 |
| Avg Bars in Losers | 23 | 18 | 27 | 23 | 18 | 27 |
| Bars Traded | 3607 | 1770 | 1837 | 3607 | 1770 | 1837 |
| Profit Streak | 0 | 158.8314 | 0 | 0 | 158.8314 | 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 | -144799 | -142043 | -316500 | 247791 | 378486 | -580419 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3711,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757404629301,
"expiration_time": 1762185456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1606831.347152553,
1545378.3594545193,
61452.9876980327,
23316670.763818353,
25861571.93909354,
-2544901.1752751744
],
[
1606.831347,
1545.378359,
61.452988,
23316.670764,
25861.571939,
-2544.901175
],
[
0.865983,
0.832864,
0.033119,
0.294479,
0.300056,
0
],
[
7325.131423,
7325.131423,
7325.131423,
7325.131423,
7325.131423,
7325.131423
],
[
-160005,
-101074,
-76678,
-19688801,
-10078466,
-15252678
],
[
3.762407,
6.687242,
1.198267,
1.305739,
1.771761,
0.940475
],
[
95,
47,
48,
95,
47,
48
],
[
52,
27,
25,
52,
27,
25
],
[
43,
20,
23,
43,
20,
23
],
[
54.736842,
57.446809,
52.083333,
54.736842,
57.446809,
52.083333
],
[
3.111221,
4.953513,
1.102406,
1.079746,
1.312416,
0.865237
],
[
609638,
609638,
65741,
10723968,
10723968,
6760205
],
[
-46357,
-46357,
-29607,
-8470833,
-7175064,
-8470833
],
[
37,
37,
38,
37,
37,
38
],
[
50,
52,
48,
50,
52,
48
],
[
23,
18,
27,
23,
18,
27
],
[
3607,
1770,
1837,
3607,
1770,
1837
],
[
0,
158.831358,
0,
0,
158.831358,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144799,
-142043,
-316500,
247791,
378486,
-580419
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3711,
"evaluation_days": 1855.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757404629301,
"expiration_time": 1762185456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|