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