Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59874.7751 | 44162.1694 | 15712.6057 | 47199.2546 | 39313.7917 | 7885.4629 |
Total P&L (%) | 59.8748 | 44.1622 | 15.7126 | 47.1993 | 39.3138 | 7.8855 |
Avg Daily Profit (%) | 0.2299 | 0.1696 | 0.0603 | 0.1486 | 0.1274 | 0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44197 | -29921 | -40078 | -57052 | -30044 | -49825 |
Profit Factor | 1.3175 | 1.5391 | 1.1473 | 1.2297 | 1.4438 | 1.0674 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 68.4211 | 68.75 | 68.0851 | 68.4211 | 68.75 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.6081 | 0.6996 | 0.5378 | 0.5675 | 0.6563 | 0.5004 |
Largest Winning Trade | 22184 | 22184 | 22047 | 22801 | 18778 | 22801 |
Largest Losing Trade | -26321 | -14976 | -26321 | -26817 | -17161 | -26817 |
Avg Bars in Trades | 258 | 268 | 248 | 258 | 268 | 248 |
Avg Bars in Winners | 147 | 157 | 137 | 147 | 157 | 137 |
Avg Bars in Losers | 497 | 511 | 483 | 497 | 511 | 483 |
Bars Traded | 24531 | 12869 | 11662 | 24531 | 12869 | 11662 |
Profit Streak | 10.7592 | 35.8113 | 10.7592 | 10.7592 | 35.8113 | 10.7592 |
Trades During Streak | 5 | 9 | 2 | 5 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319111 | 294175 | -180168 | 173855 | -23145 | -465602 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734949800000, "first_datapoint_time": 1735162200000, "last_datapoint_time": 1757448900000, "evaluation_time": 1757449696848, "expiration_time": 1763928900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 237, "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": [ [ 59874.7750971545, 44162.1693659603, 15712.6057311944, 47199.2546056395, 39313.791657722, 7885.4629479175 ], [ 59.874775, 44.162169, 15.712606, 47.199255, 39.313792, 7.885463 ], [ 0.229916, 0.169581, 0.060336, 0.148569, 0.127398, 0.029149 ], [ 10, 10, 10, 10, 10, 10 ], [ -44197, -29921, -40078, -57052, -30044, -49825 ], [ 1.317464, 1.539116, 1.147277, 1.229658, 1.443752, 1.06744 ], [ 95, 48, 47, 95, 48, 47 ], [ 65, 33, 32, 65, 33, 32 ], [ 30, 15, 15, 30, 15, 15 ], [ 68.421053, 68.75, 68.085106, 68.421053, 68.75, 68.085106 ], [ 0.60806, 0.699598, 0.537786, 0.567534, 0.656251, 0.500362 ], [ 22184, 22184, 22047, 22801, 18778, 22801 ], [ -26321, -14976, -26321, -26817, -17161, -26817 ], [ 258, 268, 248, 258, 268, 248 ], [ 147, 157, 137, 147, 157, 137 ], [ 497, 511, 483, 497, 511, 483 ], [ 24531, 12869, 11662, 24531, 12869, 11662 ], [ 10.759223, 35.811306, 10.759223, 10.759223, 35.811306, 10.759223 ], [ 5, 9, 2, 5, 9, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319111, 294175, -180168, 173855, -23145, -465602 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734949800000, "first_datapoint_time": 1735162200000, "last_datapoint_time": 1757448900000, "evaluation_time": 1757449696848, "expiration_time": 1763928900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 237, "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) |
---|