Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125525.6943 | 79503.1999 | 46022.4943 | 186281.464 | 147674.6115 | 38606.8525 |
Total P&L (%) | 125.5257 | 79.5032 | 46.0225 | 186.2815 | 147.6746 | 38.6069 |
Avg Daily Profit (%) | 0.482 | 0.3053 | 0.1767 | 0.4047 | 0.3489 | 0.1254 |
Buy And Hold Return (%) | 22.1592 | 22.1592 | 22.1592 | 22.1592 | 22.1592 | 22.1592 |
Max Trade Drawdown | -22099 | -25327 | -23539 | -59688 | -31771 | -70005 |
Profit Factor | 1.611 | 1.7863 | 1.4412 | 1.4342 | 1.7258 | 1.1712 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 50.4274 | 50.8475 | 50 | 50.4274 | 50.8475 | 50 |
Ratio Avg Win / Avg Loss | 1.5837 | 1.7267 | 1.4412 | 1.4099 | 1.6683 | 1.1712 |
Largest Winning Trade | 18182 | 18182 | 14852 | 35656 | 35656 | 27021 |
Largest Losing Trade | -10113 | -7410 | -10113 | -29449 | -19600 | -29449 |
Avg Bars in Trades | 209 | 216 | 202 | 209 | 216 | 202 |
Avg Bars in Winners | 259 | 266 | 251 | 259 | 266 | 251 |
Avg Bars in Losers | 158 | 163 | 153 | 158 | 163 | 153 |
Bars Traded | 24503 | 12745 | 11758 | 24503 | 12745 | 11758 |
Profit Streak | 9.7859 | 10.7443 | 9.7859 | 9.7859 | 10.7443 | 9.7859 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457406 | -167549 | -178793 | 388434 | -164929 | -247157 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735130700000, "first_datapoint_time": 1735324200000, "last_datapoint_time": 1757629800000, "evaluation_time": 1757630204862, "expiration_time": 1764109800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 163, "offset": 0, "a": 0.69422 } }, "second_band": { "type": "kcb", "factors": { "length": 216, "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": [ [ 125525.694261391, 79503.1999279445, 46022.4943334466, 186281.4640227722, 147674.6115231526, 38606.8524996196 ], [ 125.525694, 79.5032, 46.022494, 186.281464, 147.674612, 38.606852 ], [ 0.482012, 0.305288, 0.176724, 0.404705, 0.34887, 0.125442 ], [ 22.159182, 22.159182, 22.159182, 22.159182, 22.159182, 22.159182 ], [ -22099, -25327, -23539, -59688, -31771, -70005 ], [ 1.611031, 1.786255, 1.441183, 1.434247, 1.725811, 1.171194 ], [ 117, 59, 58, 117, 59, 58 ], [ 59, 30, 29, 59, 30, 29 ], [ 58, 29, 29, 58, 29, 29 ], [ 50.42735, 50.847458, 50, 50.42735, 50.847458, 50 ], [ 1.583726, 1.726713, 1.441183, 1.409938, 1.668284, 1.171194 ], [ 18182, 18182, 14852, 35656, 35656, 27021 ], [ -10113, -7410, -10113, -29449, -19600, -29449 ], [ 209, 216, 202, 209, 216, 202 ], [ 259, 266, 251, 259, 266, 251 ], [ 158, 163, 153, 158, 163, 153 ], [ 24503, 12745, 11758, 24503, 12745, 11758 ], [ 9.785936, 10.744269, 9.785936, 9.785936, 10.744269, 9.785936 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 457406, -167549, -178793, 388434, -164929, -247157 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735130700000, "first_datapoint_time": 1735324200000, "last_datapoint_time": 1757629800000, "evaluation_time": 1757630204862, "expiration_time": 1764109800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 163, "offset": 0, "a": 0.69422 } }, "second_band": { "type": "kcb", "factors": { "length": 216, "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) |
---|