Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88944.2227 | 65461.9864 | 23482.2364 | 84015.8866 | 64511.9647 | 19503.9218 |
Total P&L (%) | 88.9442 | 65.462 | 23.4822 | 84.0159 | 64.512 | 19.5039 |
Avg Daily Profit (%) | 0.3415 | 0.2514 | 0.0902 | 0.2345 | 0.1913 | 0.0684 |
Buy And Hold Return (%) | 10.3064 | 10.3064 | 10.3064 | 10.3064 | 10.3064 | 10.3064 |
Max Trade Drawdown | -65241 | -57506 | -28007 | -67807 | -65118 | -24197 |
Profit Factor | 1.3169 | 1.3783 | 1.2181 | 1.2869 | 1.3613 | 1.1706 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 50.3497 | 51.3889 | 49.2958 | 50.3497 | 51.3889 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.2986 | 1.3038 | 1.2529 | 1.269 | 1.2878 | 1.2041 |
Largest Winning Trade | 18834 | 18834 | 17040 | 19047 | 19047 | 17380 |
Largest Losing Trade | -19109 | -19109 | -13816 | -21162 | -21162 | -14851 |
Avg Bars in Trades | 171 | 239 | 102 | 171 | 239 | 102 |
Avg Bars in Winners | 180 | 227 | 129 | 180 | 227 | 129 |
Avg Bars in Losers | 163 | 252 | 76 | 163 | 252 | 76 |
Bars Traded | 24559 | 17249 | 7309 | 24559 | 17249 | 7309 |
Profit Streak | 7.8135 | 8.8447 | 7.8135 | 7.8135 | 8.8447 | 7.8135 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345813 | -71365 | -165978 | 306265 | -72043 | -229965 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735822800000, "first_datapoint_time": 1736022600000, "last_datapoint_time": 1758321900000, "evaluation_time": 1758321983761, "expiration_time": 1764801900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 223, "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": [ [ 88944.2227102444, 65461.9863557194, 23482.236354525, 84015.8865733023, 64511.9647282612, 19503.9218450411 ], [ 88.944223, 65.461986, 23.482236, 84.015887, 64.511965, 19.503922 ], [ 0.341541, 0.251371, 0.090171, 0.234455, 0.191341, 0.068443 ], [ 10.306368, 10.306368, 10.306368, 10.306368, 10.306368, 10.306368 ], [ -65241, -57506, -28007, -67807, -65118, -24197 ], [ 1.316874, 1.378323, 1.218114, 1.286883, 1.361338, 1.170607 ], [ 143, 72, 71, 143, 72, 71 ], [ 72, 37, 35, 72, 37, 35 ], [ 71, 35, 36, 71, 35, 36 ], [ 50.34965, 51.388889, 49.295775, 50.34965, 51.388889, 49.295775 ], [ 1.298584, 1.303819, 1.252917, 1.26901, 1.287752, 1.204053 ], [ 18834, 18834, 17040, 19047, 19047, 17380 ], [ -19109, -19109, -13816, -21162, -21162, -14851 ], [ 171, 239, 102, 171, 239, 102 ], [ 180, 227, 129, 180, 227, 129 ], [ 163, 252, 76, 163, 252, 76 ], [ 24559, 17249, 7309, 24559, 17249, 7309 ], [ 7.813469, 8.844719, 7.813469, 7.813469, 8.844719, 7.813469 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345813, -71365, -165978, 306265, -72043, -229965 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735822800000, "first_datapoint_time": 1736022600000, "last_datapoint_time": 1758321900000, "evaluation_time": 1758321983761, "expiration_time": 1764801900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 223, "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) |
---|