Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91326.0423 | 62223.0085 | 29103.0339 | 85151.3506 | 72109.7747 | 13041.576 |
Total P&L (%) | 91.326 | 62.223 | 29.103 | 85.1514 | 72.1098 | 13.0416 |
Avg Daily Profit (%) | 0.3507 | 0.2389 | 0.1118 | 0.2368 | 0.2087 | 0.0471 |
Buy And Hold Return (%) | 22.7368 | 22.7368 | 22.7368 | 22.7368 | 22.7368 | 22.7368 |
Max Trade Drawdown | -40205 | -47200 | -36964 | -48269 | -51496 | -47546 |
Profit Factor | 1.3419 | 1.5303 | 1.1943 | 1.257 | 1.524 | 1.0673 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.732 | 0.8347 | 0.6515 | 0.6856 | 0.8313 | 0.5822 |
Largest Winning Trade | 15115 | 15115 | 14644 | 17903 | 17903 | 14323 |
Largest Losing Trade | -36964 | -18504 | -36964 | -47546 | -19336 | -47546 |
Avg Bars in Trades | 143 | 147 | 138 | 143 | 147 | 138 |
Avg Bars in Winners | 103 | 111 | 95 | 103 | 111 | 95 |
Avg Bars in Losers | 215 | 214 | 216 | 215 | 214 | 216 |
Bars Traded | 24310 | 12574 | 11736 | 24310 | 12574 | 11736 |
Profit Streak | 13.2071 | 38.9571 | 13.2071 | 13.2071 | 38.9571 | 13.2071 |
Trades During Streak | 5 | 11 | 2 | 5 | 11 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301501 | 237782 | -129345 | 239092 | 241018 | -442400 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735134300000, "first_datapoint_time": 1735321500000, "last_datapoint_time": 1757633400000, "evaluation_time": 1757634196836, "expiration_time": 1764113400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 134, "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": [ [ 91326.04233064, 62223.0084734017, 29103.0338572385, 85151.3506345689, 72109.7746760912, 13041.5759584776 ], [ 91.326042, 62.223008, 29.103034, 85.151351, 72.109775, 13.041576 ], [ 0.350688, 0.238933, 0.111754, 0.236822, 0.208712, 0.047083 ], [ 22.736797, 22.736797, 22.736797, 22.736797, 22.736797, 22.736797 ], [ -40205, -47200, -36964, -48269, -51496, -47546 ], [ 1.341926, 1.530279, 1.194341, 1.257006, 1.524004, 1.067326 ], [ 170, 85, 85, 170, 85, 85 ], [ 110, 55, 55, 110, 55, 55 ], [ 60, 30, 30, 60, 30, 30 ], [ 64.705882, 64.705882, 64.705882, 64.705882, 64.705882, 64.705882 ], [ 0.73196, 0.834698, 0.651458, 0.685639, 0.831275, 0.582178 ], [ 15115, 15115, 14644, 17903, 17903, 14323 ], [ -36964, -18504, -36964, -47546, -19336, -47546 ], [ 143, 147, 138, 143, 147, 138 ], [ 103, 111, 95, 103, 111, 95 ], [ 215, 214, 216, 215, 214, 216 ], [ 24310, 12574, 11736, 24310, 12574, 11736 ], [ 13.207139, 38.957139, 13.207139, 13.207139, 38.957139, 13.207139 ], [ 5, 11, 2, 5, 11, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301501, 237782, -129345, 239092, 241018, -442400 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735134300000, "first_datapoint_time": 1735321500000, "last_datapoint_time": 1757633400000, "evaluation_time": 1757634196836, "expiration_time": 1764113400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 134, "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) |
---|