Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81919.4392 | 60786.5718 | 21132.8674 | 74152.0274 | 55863.7389 | 18288.2884 |
Total P&L (%) | 81.9194 | 60.7866 | 21.1329 | 74.152 | 55.8637 | 18.2883 |
Avg Daily Profit (%) | 0.3146 | 0.2334 | 0.0811 | 0.2133 | 0.1706 | 0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56576 | -56672 | -28777 | -52390 | -54451 | -29469 |
Profit Factor | 1.2795 | 1.3418 | 1.1835 | 1.2571 | 1.3209 | 1.1599 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 48.6486 | 48.3871 | 48.913 | 48.6486 | 48.3871 | 48.913 |
Ratio Avg Win / Avg Loss | 1.3506 | 1.4312 | 1.2361 | 1.3269 | 1.4089 | 1.2115 |
Largest Winning Trade | 18758 | 18132 | 18758 | 16727 | 16727 | 14958 |
Largest Losing Trade | -26104 | -26104 | -12798 | -21766 | -21766 | -14114 |
Avg Bars in Trades | 132 | 186 | 78 | 132 | 186 | 78 |
Avg Bars in Winners | 132 | 171 | 93 | 132 | 171 | 93 |
Avg Bars in Losers | 133 | 200 | 64 | 133 | 200 | 64 |
Bars Traded | 24601 | 17363 | 7238 | 24601 | 17363 | 7238 |
Profit Streak | 8.4416 | 8.6604 | 8.4416 | 8.4416 | 8.6604 | 8.4416 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329784 | 231253 | -110899 | 293666 | 195506 | -160871 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734940800000, "first_datapoint_time": 1735177500000, "last_datapoint_time": 1757439900000, "evaluation_time": 1757440255223, "expiration_time": 1763919900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 64, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 81919.4391788927, 60786.5717767509, 21132.8674021418, 74152.027389499, 55863.7389410349, 18288.2884484642 ], [ 81.919439, 60.786572, 21.132867, 74.152027, 55.863739, 18.288288 ], [ 0.314567, 0.233417, 0.081149, 0.213252, 0.170567, 0.064515 ], [ 10, 10, 10, 10, 10, 10 ], [ -56576, -56672, -28777, -52390, -54451, -29469 ], [ 1.279548, 1.341763, 1.183476, 1.257078, 1.320885, 1.159934 ], [ 185, 93, 92, 185, 93, 92 ], [ 90, 45, 45, 90, 45, 45 ], [ 95, 48, 47, 95, 48, 47 ], [ 48.648649, 48.387097, 48.913043, 48.648649, 48.387097, 48.913043 ], [ 1.350634, 1.431214, 1.236075, 1.326916, 1.408944, 1.211487 ], [ 18758, 18132, 18758, 16727, 16727, 14958 ], [ -26104, -26104, -12798, -21766, -21766, -14114 ], [ 132, 186, 78, 132, 186, 78 ], [ 132, 171, 93, 132, 171, 93 ], [ 133, 200, 64, 133, 200, 64 ], [ 24601, 17363, 7238, 24601, 17363, 7238 ], [ 8.441611, 8.660361, 8.441611, 8.441611, 8.660361, 8.441611 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329784, 231253, -110899, 293666, 195506, -160871 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734940800000, "first_datapoint_time": 1735177500000, "last_datapoint_time": 1757439900000, "evaluation_time": 1757440255223, "expiration_time": 1763919900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 64, "offset": 0, "scalar": 1 } } }
# | 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) |
---|