| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1547230.3158 | 1515149.5775 | 32080.7383 | 23676900.8377 | 27378828.3098 | -3701927.4721 |
| Total P&L (%) | 1547.2303 | 1515.1496 | 32.0807 | 23676.9008 | 27378.8283 | -3701.9275 |
| Avg Daily Profit (%) | 0.8272 | 0.81 | 0.0172 | 0.2929 | 0.3007 | 0 |
| Buy And Hold Return (%) | 6223.7835 | 6223.7835 | 6223.7835 | 6223.7835 | 6223.7835 | 6223.7835 |
| Max Trade Drawdown | -77188 | -43985 | -106029 | -6420846 | -4004404 | -5935087 |
| Profit Factor | 4.6307 | 9.8792 | 1.1256 | 1.8899 | 3.6633 | 0.7733 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
| Profitability (%) | 36.7347 | 40.8163 | 32.6531 | 36.7347 | 40.8163 | 32.6531 |
| Ratio Avg Win / Avg Loss | 7.9751 | 14.3248 | 2.3215 | 3.2548 | 5.3119 | 1.5948 |
| Largest Winning Trade | 728638 | 728638 | 59000 | 10829521 | 10829521 | 6347515 |
| Largest Losing Trade | -27638 | -27638 | -25734 | -2284463 | -1785156 | -2284463 |
| Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
| Avg Bars in Winners | 73 | 63 | 86 | 73 | 63 | 86 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 3565 | 1700 | 1866 | 3565 | 1700 | 1866 |
| Profit Streak | 0 | 49.8493 | 0 | 0 | 49.8493 | 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 | -149961 | -146559 | -423671 | 184531 | 408998 | -584649 |
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1597147200000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758702181346,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 146,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 2,
"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": [
[
1547230.3158353332,
1515149.5774902534,
32080.7383450798,
23676900.837745495,
27378828.30980393,
-3701927.4720584285
],
[
1547.230316,
1515.149577,
32.080738,
23676.900838,
27378.82831,
-3701.927472
],
[
0.827175,
0.810024,
0.017151,
0.292933,
0.300692,
0
],
[
6223.783538,
6223.783538,
6223.783538,
6223.783538,
6223.783538,
6223.783538
],
[
-77188,
-43985,
-106029,
-6420846,
-4004404,
-5935087
],
[
4.630692,
9.879183,
1.125555,
1.889893,
3.663347,
0.773258
],
[
98,
49,
49,
98,
49,
49
],
[
36,
20,
16,
36,
20,
16
],
[
62,
29,
33,
62,
29,
33
],
[
36.734694,
40.816327,
32.653061,
36.734694,
40.816327,
32.653061
],
[
7.975081,
14.324815,
2.321456,
3.254816,
5.311853,
1.594844
],
[
728638,
728638,
59000,
10829521,
10829521,
6347515
],
[
-27638,
-27638,
-25734,
-2284463,
-1785156,
-2284463
],
[
36,
34,
38,
36,
34,
38
],
[
73,
63,
86,
73,
63,
86
],
[
14,
14,
14,
14,
14,
14
],
[
3565,
1700,
1866,
3565,
1700,
1866
],
[
0,
49.849321,
0,
0,
49.849321,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149961,
-146559,
-423671,
184531,
408998,
-584649
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3741,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597104000000,
"first_datapoint_time": 1597147200000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758702181346,
"expiration_time": 1763520336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 146,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 2,
"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) |
|---|