| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 130307.7739 | 82685.0101 | 47622.7639 | 203790.8379 | 158964.5731 | 44826.2649 |
| Total P&L (%) | 130.3078 | 82.685 | 47.6228 | 203.7908 | 158.9646 | 44.8263 |
| Avg Daily Profit (%) | 0.5004 | 0.3175 | 0.1829 | 0.4276 | 0.366 | 0.1423 |
| Buy And Hold Return (%) | 10.928 | 10.928 | 10.928 | 10.928 | 10.928 | 10.928 |
| Max Trade Drawdown | -32722 | -12545 | -29633 | -68774 | -28778 | -62664 |
| Profit Factor | 1.6144 | 1.8471 | 1.416 | 1.4727 | 1.8056 | 1.1917 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
| Profitability (%) | 45.2941 | 42.3529 | 48.2353 | 45.2941 | 42.3529 | 48.2353 |
| Ratio Avg Win / Avg Loss | 1.9499 | 2.5141 | 1.5196 | 1.7787 | 2.4576 | 1.2789 |
| Largest Winning Trade | 20282 | 18802 | 20282 | 32187 | 32187 | 31206 |
| Largest Losing Trade | -11727 | -6705 | -11727 | -20266 | -17202 | -20266 |
| Avg Bars in Trades | 145 | 151 | 139 | 145 | 151 | 139 |
| Avg Bars in Winners | 203 | 239 | 172 | 203 | 239 | 172 |
| Avg Bars in Losers | 97 | 87 | 109 | 97 | 87 | 109 |
| Bars Traded | 24749 | 12875 | 11873 | 24749 | 12875 | 11873 |
| Profit Streak | 2.6411 | 3.4536 | 0 | 2.6411 | 3.4536 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339299 | 241589 | 182379 | 287885 | 253640 | -17246 |
{
"trading_pair": "SOL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1734987600000,
"first_datapoint_time": 1735135200000,
"last_datapoint_time": 1757486700000,
"evaluation_time": 1757487191310,
"expiration_time": 1763966700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 165,
"offset": 0,
"a": 0.77296
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 121,
"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": [
[
130307.77394323,
82685.0100898122,
47622.7638534178,
203790.8379198306,
158964.57306233,
44826.2648575003
],
[
130.307774,
82.68501,
47.622764,
203.790838,
158.964573,
44.826265
],
[
0.500375,
0.317506,
0.182869,
0.427595,
0.366048,
0.142319
],
[
10.928023,
10.928023,
10.928023,
10.928023,
10.928023,
10.928023
],
[
-32722,
-12545,
-29633,
-68774,
-28778,
-62664
],
[
1.61444,
1.847114,
1.416037,
1.472651,
1.805583,
1.191699
],
[
170,
85,
85,
170,
85,
85
],
[
77,
36,
41,
77,
36,
41
],
[
93,
49,
44,
93,
49,
44
],
[
45.294118,
42.352941,
48.235294,
45.294118,
42.352941,
48.235294
],
[
1.949908,
2.514127,
1.519649,
1.778657,
2.457598,
1.278896
],
[
20282,
18802,
20282,
32187,
32187,
31206
],
[
-11727,
-6705,
-11727,
-20266,
-17202,
-20266
],
[
145,
151,
139,
145,
151,
139
],
[
203,
239,
172,
203,
239,
172
],
[
97,
87,
109,
97,
87,
109
],
[
24749,
12875,
11873,
24749,
12875,
11873
],
[
2.641103,
3.453603,
0,
2.641103,
3.453603,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339299,
241589,
182379,
287885,
253640,
-17246
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1734987600000,
"first_datapoint_time": 1735135200000,
"last_datapoint_time": 1757486700000,
"evaluation_time": 1757487191310,
"expiration_time": 1763966700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 165,
"offset": 0,
"a": 0.77296
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 121,
"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) |
|---|