| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2796015.9828 | 2734904.2186 | 61111.7643 | 45368085.2878 | 55018289.3966 | -9650204.1088 |
| Total P&L (%) | 2796.016 | 2734.9042 | 61.1118 | 45368.0853 | 55018.2894 | -9650.2041 |
| Avg Daily Profit (%) | 1.5081 | 1.4751 | 0.033 | 0.3306 | 0.341 | 0 |
| Buy And Hold Return (%) | 9493.0205 | 9493.0205 | 9493.0205 | 9493.0205 | 9493.0205 | 9493.0205 |
| Max Trade Drawdown | -47549 | -59797 | -51860 | -18833204 | -6993603 | -18805786 |
| Profit Factor | 11.1523 | 22.3419 | 1.415 | 1.6719 | 2.9446 | 0.754 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 36.6667 | 40 | 33.3333 | 36.6667 | 40 | 33.3333 |
| Ratio Avg Win / Avg Loss | 19.263 | 33.5129 | 2.83 | 2.8879 | 4.4169 | 1.508 |
| Largest Winning Trade | 2058419 | 2058419 | 59257 | 36217231 | 36217231 | 16165012 |
| Largest Losing Trade | -47549 | -47549 | -16652 | -5830462 | -5830462 | -5406399 |
| Avg Bars in Trades | 55 | 66 | 45 | 55 | 66 | 45 |
| Avg Bars in Winners | 111 | 122 | 97 | 111 | 122 | 97 |
| Avg Bars in Losers | 23 | 28 | 19 | 23 | 28 | 19 |
| Bars Traded | 3354 | 1982 | 1371 | 3354 | 1982 | 1371 |
| 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 | -322431 | -147433 | -319266 | -168171 | 364572 | -584529 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3708,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1605873600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757270648278,
"expiration_time": 1762051968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 198,
"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": [
[
2796015.982818809,
2734904.218550387,
61111.7642684229,
45368085.28783009,
55018289.39659104,
-9650204.108760936
],
[
2796.015983,
2734.904219,
61.111764,
45368.085288,
55018.289397,
-9650.204109
],
[
1.508099,
1.475137,
0.032962,
0.330621,
0.341037,
0
],
[
9493.020492,
9493.020492,
9493.020492,
9493.020492,
9493.020492,
9493.020492
],
[
-47549,
-59797,
-51860,
-18833204,
-6993603,
-18805786
],
[
11.152251,
22.34193,
1.414988,
1.671925,
2.944579,
0.753987
],
[
60,
30,
30,
60,
30,
30
],
[
22,
12,
10,
22,
12,
10
],
[
38,
18,
20,
38,
18,
20
],
[
36.666667,
40,
33.333333,
36.666667,
40,
33.333333
],
[
19.262979,
33.512895,
2.829976,
2.887871,
4.416869,
1.507974
],
[
2058419,
2058419,
59257,
36217231,
36217231,
16165012
],
[
-47549,
-47549,
-16652,
-5830462,
-5830462,
-5406399
],
[
55,
66,
45,
55,
66,
45
],
[
111,
122,
97,
111,
122,
97
],
[
23,
28,
19,
23,
28,
19
],
[
3354,
1982,
1371,
3354,
1982,
1371
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-322431,
-147433,
-319266,
-168171,
364572,
-584529
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3708,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1605873600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757270648278,
"expiration_time": 1762051968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 198,
"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) |
|---|