Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94355.6214 | 51389.6258 | 42965.9956 | 107907.4676 | 79214.8369 | 28692.6306 |
Total P&L (%) | 94.3556 | 51.3896 | 42.966 | 107.9075 | 79.2148 | 28.6926 |
Avg Daily Profit (%) | 0.3623 | 0.1973 | 0.165 | 0.2815 | 0.2243 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48596 | -31750 | -39162 | -61820 | -33000 | -47107 |
Profit Factor | 1.4044 | 1.4588 | 1.3541 | 1.3277 | 1.5315 | 1.1592 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 53.4351 | 56.0606 | 50.7692 | 53.4351 | 56.0606 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.2238 | 1.1434 | 1.3131 | 1.157 | 1.2003 | 1.1241 |
Largest Winning Trade | 17114 | 17114 | 14075 | 18948 | 18948 | 17537 |
Largest Losing Trade | -19962 | -15842 | -19962 | -28710 | -21009 | -28710 |
Avg Bars in Trades | 187 | 187 | 187 | 187 | 187 | 187 |
Avg Bars in Winners | 228 | 227 | 229 | 228 | 227 | 229 |
Avg Bars in Losers | 140 | 136 | 145 | 140 | 136 | 145 |
Bars Traded | 24548 | 12346 | 12202 | 24548 | 12346 | 12202 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328572 | -117378 | -127198 | 286830 | -115463 | -245176 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737405900000, "first_datapoint_time": 1737630000000, "last_datapoint_time": 1759905000000, "evaluation_time": 1759905294981, "expiration_time": 1766385000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 94355.6213792548, 51389.6257592361, 42965.9956200187, 107907.4675598808, 79214.8369296736, 28692.6306302072 ], [ 94.355621, 51.389626, 42.965996, 107.907468, 79.214837, 28.692631 ], [ 0.362321, 0.197334, 0.164987, 0.28145, 0.22428, 0.096912 ], [ 10, 10, 10, 10, 10, 10 ], [ -48596, -31750, -39162, -61820, -33000, -47107 ], [ 1.404353, 1.458812, 1.354086, 1.327729, 1.531454, 1.159222 ], [ 131, 66, 65, 131, 66, 65 ], [ 70, 37, 33, 70, 37, 33 ], [ 61, 29, 32, 61, 29, 32 ], [ 53.435115, 56.060606, 50.769231, 53.435115, 56.060606, 50.769231 ], [ 1.223794, 1.143393, 1.313053, 1.157021, 1.200329, 1.124094 ], [ 17114, 17114, 14075, 18948, 18948, 17537 ], [ -19962, -15842, -19962, -28710, -21009, -28710 ], [ 187, 187, 187, 187, 187, 187 ], [ 228, 227, 229, 228, 227, 229 ], [ 140, 136, 145, 140, 136, 145 ], [ 24548, 12346, 12202, 24548, 12346, 12202 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328572, -117378, -127198, 286830, -115463, -245176 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737405900000, "first_datapoint_time": 1737630000000, "last_datapoint_time": 1759905000000, "evaluation_time": 1759905294981, "expiration_time": 1766385000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 4 } } }
# | 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) |
---|