Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32049.3473 | 20656.9624 | 11392.3849 | 35765.8606 | 22937.0874 | 12828.7731 |
Total P&L (%) | 32.0493 | 20.657 | 11.3924 | 35.7659 | 22.9371 | 12.8288 |
Avg Daily Profit (%) | 1.8462 | 1.1899 | 0.6562 | 1.7769 | 1.1966 | 0.6977 |
Buy And Hold Return (%) | 10.0096 | 10.0096 | 10.0096 | 10.0096 | 10.0096 | 10.0096 |
Max Trade Drawdown | -6522 | -6297 | -3564 | -8928 | -8557 | -4862 |
Profit Factor | 1.6951 | 1.7174 | 1.6579 | 1.6445 | 1.6604 | 1.6178 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 40.7821 | 40.4494 | 41.1111 | 40.7821 | 40.4494 | 41.1111 |
Ratio Avg Win / Avg Loss | 2.4613 | 2.5284 | 2.3748 | 2.3879 | 2.4445 | 2.3174 |
Largest Winning Trade | 10699 | 10699 | 4292 | 11070 | 11070 | 5039 |
Largest Losing Trade | -2339 | -2339 | -1355 | -3212 | -3212 | -1886 |
Avg Bars in Trades | 136 | 225 | 48 | 136 | 225 | 48 |
Avg Bars in Winners | 215 | 357 | 77 | 215 | 357 | 77 |
Avg Bars in Losers | 82 | 135 | 28 | 82 | 135 | 28 |
Bars Traded | 24463 | 20076 | 4387 | 24463 | 20076 | 4387 |
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 | 338432 | 142515 | -113520 | 344633 | 193436 | -68876 |
{ "trading_pair": "SOL_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1755340380000, "first_datapoint_time": 1755353520000, "last_datapoint_time": 1756840320000, "evaluation_time": 1757075409122, "expiration_time": 1763320320000, "calculated_commission": 8.0e-5, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 32, "offset": 37, "scalar": 5 } } }
{ "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": [ [ 32049.3473269944, 20656.9624273846, 11392.3848996098, 35765.8605842452, 22937.0874490118, 12828.7731352334 ], [ 32.049347, 20.656962, 11.392385, 35.765861, 22.937087, 12.828773 ], [ 1.846161, 1.189917, 0.656243, 1.776902, 1.196634, 0.697706 ], [ 10.009599, 10.009599, 10.009599, 10.009599, 10.009599, 10.009599 ], [ -6522, -6297, -3564, -8928, -8557, -4862 ], [ 1.695058, 1.717403, 1.657901, 1.64447, 1.660408, 1.617812 ], [ 179, 89, 90, 179, 89, 90 ], [ 73, 36, 37, 73, 36, 37 ], [ 106, 53, 53, 106, 53, 53 ], [ 40.782123, 40.449438, 41.111111, 40.782123, 40.449438, 41.111111 ], [ 2.461316, 2.528399, 2.374831, 2.38786, 2.444489, 2.317406 ], [ 10699, 10699, 4292, 11070, 11070, 5039 ], [ -2339, -2339, -1355, -3212, -3212, -1886 ], [ 136, 225, 48, 136, 225, 48 ], [ 215, 357, 77, 215, 357, 77 ], [ 82, 135, 28, 82, 135, 28 ], [ 24463, 20076, 4387, 24463, 20076, 4387 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338432, 142515, -113520, 344633, 193436, -68876 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1755340380000, "first_datapoint_time": 1755353520000, "last_datapoint_time": 1756840320000, "evaluation_time": 1757075409122, "expiration_time": 1763320320000, "calculated_commission": 8.0e-5, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 32, "offset": 37, "scalar": 5 } } }
# | 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) |
---|