Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112047.8316 | 70724.2557 | 41323.5759 | 135278.2034 | 95327.9207 | 39950.2827 |
Total P&L (%) | 112.0478 | 70.7243 | 41.3236 | 135.2782 | 95.3279 | 39.9503 |
Avg Daily Profit (%) | 0.4303 | 0.2716 | 0.1587 | 0.3291 | 0.2574 | 0.1292 |
Buy And Hold Return (%) | 13.487 | 13.487 | 13.487 | 13.487 | 13.487 | 13.487 |
Max Trade Drawdown | -41297 | -29713 | -32170 | -63252 | -36776 | -50697 |
Profit Factor | 1.4211 | 1.6187 | 1.2722 | 1.3509 | 1.5927 | 1.1778 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 47.5177 | 50 | 45.0704 | 47.5177 | 50 | 45.0704 |
Ratio Avg Win / Avg Loss | 1.5695 | 1.6187 | 1.5505 | 1.4921 | 1.5927 | 1.4355 |
Largest Winning Trade | 18650 | 18650 | 16506 | 23957 | 21475 | 23957 |
Largest Losing Trade | -24689 | -9092 | -24689 | -41552 | -12071 | -41552 |
Avg Bars in Trades | 174 | 175 | 173 | 174 | 175 | 173 |
Avg Bars in Winners | 226 | 219 | 233 | 226 | 219 | 233 |
Avg Bars in Losers | 126 | 130 | 123 | 126 | 130 | 123 |
Bars Traded | 24545 | 12254 | 12291 | 24545 | 12254 | 12291 |
Profit Streak | 6.1197 | 6.3802 | 6.1197 | 6.1197 | 6.3802 | 6.1197 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385369 | -85035 | -84336 | 298803 | -84066 | -138237 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734812100000, "first_datapoint_time": 1734933600000, "last_datapoint_time": 1757311200000, "evaluation_time": 1757311645771, "expiration_time": 1763791200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 131, "offset": 0, "a": 0.78735 } }, "second_band": { "type": "kcb", "factors": { "length": 136, "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": [ [ 112047.8316011752, 70724.2557194694, 41323.5758817058, 135278.2034128139, 95327.920749419, 39950.282663395 ], [ 112.047832, 70.724256, 41.323576, 135.278203, 95.327921, 39.950283 ], [ 0.430258, 0.271578, 0.158681, 0.329086, 0.257419, 0.129151 ], [ 13.486968, 13.486968, 13.486968, 13.486968, 13.486968, 13.486968 ], [ -41297, -29713, -32170, -63252, -36776, -50697 ], [ 1.421078, 1.618722, 1.272241, 1.350915, 1.592657, 1.177831 ], [ 141, 70, 71, 141, 70, 71 ], [ 67, 35, 32, 67, 35, 32 ], [ 74, 35, 39, 74, 35, 39 ], [ 47.51773, 50, 45.070423, 47.51773, 50, 45.070423 ], [ 1.569549, 1.618722, 1.550544, 1.492055, 1.592657, 1.435482 ], [ 18650, 18650, 16506, 23957, 21475, 23957 ], [ -24689, -9092, -24689, -41552, -12071, -41552 ], [ 174, 175, 173, 174, 175, 173 ], [ 226, 219, 233, 226, 219, 233 ], [ 126, 130, 123, 126, 130, 123 ], [ 24545, 12254, 12291, 24545, 12254, 12291 ], [ 6.119743, 6.380159, 6.119743, 6.119743, 6.380159, 6.119743 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385369, -85035, -84336, 298803, -84066, -138237 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734812100000, "first_datapoint_time": 1734933600000, "last_datapoint_time": 1757311200000, "evaluation_time": 1757311645771, "expiration_time": 1763791200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 131, "offset": 0, "a": 0.78735 } }, "second_band": { "type": "kcb", "factors": { "length": 136, "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) |
---|