Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71766.29 | 51016.2967 | 20749.9933 | 64234.7795 | 59344.0395 | 4890.74 |
Total P&L (%) | 71.7663 | 51.0163 | 20.75 | 64.2348 | 59.344 | 4.8907 |
Avg Daily Profit (%) | 0.2756 | 0.1959 | 0.0797 | 0.1907 | 0.1791 | 0.0183 |
Buy And Hold Return (%) | 11.1857 | 11.1857 | 11.1857 | 11.1857 | 11.1857 | 11.1857 |
Max Trade Drawdown | -29416 | -27108 | -34422 | -34424 | -32589 | -45232 |
Profit Factor | 1.336 | 1.5695 | 1.1673 | 1.2544 | 1.592 | 1.0321 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 64.2857 | 63.2653 | 65.3061 | 64.2857 | 63.2653 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.7422 | 0.9113 | 0.6202 | 0.6969 | 0.9244 | 0.5483 |
Largest Winning Trade | 12535 | 12535 | 10746 | 16041 | 16041 | 11367 |
Largest Losing Trade | -27782 | -13341 | -27782 | -29966 | -15955 | -29966 |
Avg Bars in Trades | 251 | 252 | 251 | 251 | 252 | 251 |
Avg Bars in Winners | 175 | 193 | 158 | 175 | 193 | 158 |
Avg Bars in Losers | 388 | 353 | 425 | 388 | 353 | 425 |
Bars Traded | 24647 | 12348 | 12299 | 24647 | 12348 | 12299 |
Profit Streak | 5.7693 | 34.4568 | 5.7693 | 5.7693 | 34.4568 | 5.7693 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302583 | 284894 | -131154 | 242348 | 306048 | -519609 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735945200000, "first_datapoint_time": 1736147700000, "last_datapoint_time": 1758444300000, "evaluation_time": 1758445063974, "expiration_time": 1764924300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 226, "offset": 0, "a": 0.50114 } } }
{ "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": [ [ 71766.2899934185, 51016.2966747025, 20749.993318716, 64234.7794923188, 59344.0395332877, 4890.7399590311 ], [ 71.76629, 51.016297, 20.749993, 64.234779, 59.34404, 4.89074 ], [ 0.275579, 0.1959, 0.079679, 0.190692, 0.179062, 0.018337 ], [ 11.185651, 11.185651, 11.185651, 11.185651, 11.185651, 11.185651 ], [ -29416, -27108, -34422, -34424, -32589, -45232 ], [ 1.336013, 1.56948, 1.167342, 1.254389, 1.591998, 1.032121 ], [ 98, 49, 49, 98, 49, 49 ], [ 63, 31, 32, 63, 31, 32 ], [ 35, 18, 17, 35, 18, 17 ], [ 64.285714, 63.265306, 65.306122, 64.285714, 63.265306, 65.306122 ], [ 0.74223, 0.911311, 0.62015, 0.696883, 0.924386, 0.548314 ], [ 12535, 12535, 10746, 16041, 16041, 11367 ], [ -27782, -13341, -27782, -29966, -15955, -29966 ], [ 251, 252, 251, 251, 252, 251 ], [ 175, 193, 158, 175, 193, 158 ], [ 388, 353, 425, 388, 353, 425 ], [ 24647, 12348, 12299, 24647, 12348, 12299 ], [ 5.769259, 34.456759, 5.769259, 5.769259, 34.456759, 5.769259 ], [ 2, 6, 1, 2, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302583, 284894, -131154, 242348, 306048, -519609 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735945200000, "first_datapoint_time": 1736147700000, "last_datapoint_time": 1758444300000, "evaluation_time": 1758445063974, "expiration_time": 1764924300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 226, "offset": 0, "a": 0.50114 } } }
# | 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) |
---|