Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63532.477 | 50693.0785 | 12839.3985 | 56305.9009 | 48310.0632 | 7995.8378 |
Total P&L (%) | 63.5325 | 50.6931 | 12.8394 | 56.3059 | 48.3101 | 7.9958 |
Avg Daily Profit (%) | 0.244 | 0.1947 | 0.0493 | 0.1717 | 0.1515 | 0.0295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56325 | -44926 | -43265 | -58490 | -52369 | -40874 |
Profit Factor | 1.3808 | 1.6909 | 1.1374 | 1.3109 | 1.5791 | 1.0819 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 49.4737 | 51.0638 | 47.9167 | 49.4737 | 51.0638 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.4102 | 1.6205 | 1.2363 | 1.3388 | 1.5133 | 1.1759 |
Largest Winning Trade | 20810 | 20810 | 19429 | 22449 | 22449 | 19312 |
Largest Losing Trade | -18931 | -15035 | -18931 | -17352 | -17352 | -16231 |
Avg Bars in Trades | 257 | 268 | 246 | 257 | 268 | 246 |
Avg Bars in Winners | 299 | 285 | 314 | 299 | 285 | 314 |
Avg Bars in Losers | 216 | 249 | 184 | 216 | 249 | 184 |
Bars Traded | 24458 | 12603 | 11855 | 24458 | 12603 | 11855 |
Profit Streak | 7.1945 | 28.9653 | 7.1945 | 7.1945 | 28.9653 | 7.1945 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286027 | 353406 | -275379 | 231068 | 322131 | -451098 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736112600000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758701401772, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 52, "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": [ [ 63532.4770208932, 50693.078502392, 12839.3985185013, 56305.9009446018, 48310.0631761473, 7995.8377684545 ], [ 63.532477, 50.693079, 12.839399, 56.305901, 48.310063, 7.995838 ], [ 0.243962, 0.194659, 0.049303, 0.171657, 0.15146, 0.029542 ], [ 10, 10, 10, 10, 10, 10 ], [ -56325, -44926, -43265, -58490, -52369, -40874 ], [ 1.380792, 1.690936, 1.137357, 1.310938, 1.579117, 1.081871 ], [ 95, 47, 48, 95, 47, 48 ], [ 47, 24, 23, 47, 24, 23 ], [ 48, 23, 25, 48, 23, 25 ], [ 49.473684, 51.06383, 47.916667, 49.473684, 51.06383, 47.916667 ], [ 1.41017, 1.62048, 1.236258, 1.33883, 1.51332, 1.175947 ], [ 20810, 20810, 19429, 22449, 22449, 19312 ], [ -18931, -15035, -18931, -17352, -17352, -16231 ], [ 257, 268, 246, 257, 268, 246 ], [ 299, 285, 314, 299, 285, 314 ], [ 216, 249, 184, 216, 249, 184 ], [ 24458, 12603, 11855, 24458, 12603, 11855 ], [ 7.194465, 28.965298, 7.194465, 7.194465, 28.965298, 7.194465 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 286027, 353406, -275379, 231068, 322131, -451098 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736112600000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758701401772, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 52, "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) |
---|