122 lines
2.7 KiB
JSON
122 lines
2.7 KiB
JSON
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[
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{
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"mode": "synthetic",
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"asset": "BTC",
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"timeframe": "5M",
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"total_windows": 1000,
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"total_trades": 204,
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"wins": 145,
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"losses": 59,
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"win_rate": 71.08,
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"total_pnl": 4756.79,
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"avg_pnl": 23.32,
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"total_fees": 168.6,
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"total_volume": 20340.62,
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"profit_factor": 1.81,
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"sharpe_ratio": 4.24,
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"max_drawdown": 715.02,
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"best_trade": 75.92,
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"worst_trade": -99.99,
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"max_consecutive_losses": 4
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},
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{
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"mode": "synthetic",
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"asset": "BTC",
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"timeframe": "15M",
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"total_windows": 1000,
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"total_trades": 204,
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"wins": 145,
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"losses": 59,
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"win_rate": 71.08,
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"total_pnl": 4601.16,
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"avg_pnl": 22.55,
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"total_fees": 324.22,
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"total_volume": 20340.62,
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"profit_factor": 1.78,
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"sharpe_ratio": 4.13,
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"max_drawdown": 727.9,
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"best_trade": 74.81,
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"worst_trade": -99.99,
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"max_consecutive_losses": 4
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},
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{
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"mode": "synthetic",
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"asset": "ETH",
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"timeframe": "5M",
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"total_windows": 1000,
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"total_trades": 157,
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"wins": 100,
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"losses": 57,
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"win_rate": 63.69,
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"total_pnl": 1671.74,
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"avg_pnl": 10.65,
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"total_fees": 116.56,
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"total_volume": 15652.7,
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"profit_factor": 1.29,
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"sharpe_ratio": 1.6,
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"max_drawdown": 532.2,
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"best_trade": 75.94,
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"worst_trade": -99.99,
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"max_consecutive_losses": 4
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},
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{
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"mode": "synthetic",
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"asset": "ETH",
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"timeframe": "15M",
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"total_windows": 1000,
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"total_trades": 157,
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"wins": 100,
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"losses": 57,
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"win_rate": 63.69,
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"total_pnl": 1564.15,
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"avg_pnl": 9.96,
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"total_fees": 224.15,
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"total_volume": 15652.7,
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"profit_factor": 1.28,
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"sharpe_ratio": 1.51,
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"max_drawdown": 537.54,
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"best_trade": 74.83,
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"worst_trade": -99.99,
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"max_consecutive_losses": 4
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},
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{
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"mode": "synthetic",
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"asset": "SOL",
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"timeframe": "5M",
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"total_windows": 1000,
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"total_trades": 115,
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"wins": 70,
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"losses": 45,
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"win_rate": 60.87,
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"total_pnl": 653.02,
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"avg_pnl": 5.68,
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"total_fees": 81.47,
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"total_volume": 11464.51,
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"profit_factor": 1.15,
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"sharpe_ratio": 0.72,
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"max_drawdown": 581.01,
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"best_trade": 75.94,
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"worst_trade": -100.0,
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"max_consecutive_losses": 4
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},
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{
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"mode": "synthetic",
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"asset": "SOL",
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"timeframe": "15M",
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"total_windows": 1000,
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"total_trades": 115,
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"wins": 70,
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"losses": 45,
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"win_rate": 60.87,
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"total_pnl": 577.82,
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"avg_pnl": 5.02,
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"total_fees": 156.67,
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"total_volume": 11464.51,
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"profit_factor": 1.13,
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"sharpe_ratio": 0.64,
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"max_drawdown": 595.86,
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"best_trade": 74.83,
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"worst_trade": -100.0,
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"max_consecutive_losses": 4
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}
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]
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