Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131854.385 | 85026.501 | 46827.884 | 193125.3489 | 137090.215 | 56035.1339 |
Total P&L (%) | 131.8544 | 85.0265 | 46.8279 | 193.1253 | 137.0902 | 56.0351 |
Avg Daily Profit (%) | 0.5063 | 0.3265 | 0.1798 | 0.4138 | 0.332 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31158 | -35045 | -28955 | -83054 | -79103 | -81429 |
Profit Factor | 1.6214 | 1.7873 | 1.4495 | 1.4207 | 1.5922 | 1.2462 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 54.6875 | 54.6875 | 54.6875 | 54.6875 | 54.6875 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.3435 | 1.4809 | 1.201 | 1.1771 | 1.3193 | 1.0326 |
Largest Winning Trade | 28414 | 28414 | 13884 | 51178 | 51178 | 25646 |
Largest Losing Trade | -17279 | -17279 | -9031 | -40968 | -40968 | -23249 |
Avg Bars in Trades | 193 | 195 | 190 | 193 | 195 | 190 |
Avg Bars in Winners | 219 | 223 | 215 | 219 | 223 | 215 |
Avg Bars in Losers | 161 | 163 | 159 | 161 | 163 | 159 |
Bars Traded | 24704 | 12541 | 12163 | 24704 | 12541 | 12163 |
Profit Streak | 0 | 0 | 12.8221 | 0 | 0 | 12.8221 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422970 | -128987 | -131631 | 353570 | -129348 | -132264 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736289000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758687226550, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 248, "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": [ [ 131854.3850279138, 85026.5009968103, 46827.8840311036, 193125.3488726921, 137090.2149912704, 56035.1338814217 ], [ 131.854385, 85.026501, 46.827884, 193.125349, 137.090215, 56.035134 ], [ 0.506314, 0.326498, 0.179817, 0.413814, 0.332042, 0.17099 ], [ 10, 10, 10, 10, 10, 10 ], [ -31158, -35045, -28955, -83054, -79103, -81429 ], [ 1.621429, 1.787314, 1.449475, 1.420682, 1.592229, 1.246206 ], [ 128, 64, 64, 128, 64, 64 ], [ 70, 35, 35, 70, 35, 35 ], [ 58, 29, 29, 58, 29, 29 ], [ 54.6875, 54.6875, 54.6875, 54.6875, 54.6875, 54.6875 ], [ 1.34347, 1.480917, 1.200994, 1.177137, 1.319275, 1.03257 ], [ 28414, 28414, 13884, 51178, 51178, 25646 ], [ -17279, -17279, -9031, -40968, -40968, -23249 ], [ 193, 195, 190, 193, 195, 190 ], [ 219, 223, 215, 219, 223, 215 ], [ 161, 163, 159, 161, 163, 159 ], [ 24704, 12541, 12163, 24704, 12541, 12163 ], [ 0, 0, 12.822066, 0, 0, 12.822067 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422970, -128987, -131631, 353570, -129348, -132264 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736289000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758687226550, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 248, "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) |
---|