Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116043.3673 | 72615.5775 | 43427.7898 | 161016.5106 | 124785.5385 | 36230.9721 |
Total P&L (%) | 116.0434 | 72.6156 | 43.4278 | 161.0165 | 124.7855 | 36.231 |
Avg Daily Profit (%) | 0.4456 | 0.2788 | 0.1668 | 0.3691 | 0.3115 | 0.1188 |
Buy And Hold Return (%) | 12.9985 | 12.9985 | 12.9985 | 12.9985 | 12.9985 | 12.9985 |
Max Trade Drawdown | -31010 | -13846 | -28464 | -63560 | -29167 | -63708 |
Profit Factor | 1.5069 | 1.6828 | 1.3543 | 1.335 | 1.5499 | 1.1428 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 44.5652 | 46.7391 | 42.3913 | 44.5652 | 46.7391 | 42.3913 |
Ratio Avg Win / Avg Loss | 1.8744 | 1.9176 | 1.8404 | 1.6606 | 1.7661 | 1.553 |
Largest Winning Trade | 18467 | 18467 | 16292 | 31543 | 31543 | 29530 |
Largest Losing Trade | -14553 | -7632 | -14553 | -18473 | -16945 | -18473 |
Avg Bars in Trades | 134 | 136 | 132 | 134 | 136 | 132 |
Avg Bars in Winners | 185 | 194 | 174 | 185 | 194 | 174 |
Avg Bars in Losers | 93 | 85 | 101 | 93 | 85 | 101 |
Bars Traded | 24753 | 12567 | 12186 | 24753 | 12567 | 12186 |
Profit Streak | 0 | 1.4856 | 0 | 0 | 1.4856 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346825 | 181526 | 50139 | 285463 | 208722 | -104724 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734808500000, "first_datapoint_time": 1734959700000, "last_datapoint_time": 1757307600000, "evaluation_time": 1757308153107, "expiration_time": 1763787600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.78842 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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": [ [ 116043.367345522, 72615.5775329322, 43427.7898125899, 161016.5105913293, 124785.5384910463, 36230.9721002831 ], [ 116.043367, 72.615578, 43.42779, 161.016511, 124.785538, 36.230972 ], [ 0.445601, 0.27884, 0.166761, 0.36909, 0.311511, 0.118795 ], [ 12.998475, 12.998475, 12.998475, 12.998475, 12.998475, 12.998475 ], [ -31010, -13846, -28464, -63560, -29167, -63708 ], [ 1.506888, 1.682779, 1.354282, 1.334978, 1.549858, 1.142789 ], [ 184, 92, 92, 184, 92, 92 ], [ 82, 43, 39, 82, 43, 39 ], [ 102, 49, 53, 102, 49, 53 ], [ 44.565217, 46.73913, 42.391304, 44.565217, 46.73913, 42.391304 ], [ 1.874422, 1.917586, 1.840434, 1.660582, 1.766117, 1.553022 ], [ 18467, 18467, 16292, 31543, 31543, 29530 ], [ -14553, -7632, -14553, -18473, -16945, -18473 ], [ 134, 136, 132, 134, 136, 132 ], [ 185, 194, 174, 185, 194, 174 ], [ 93, 85, 101, 93, 85, 101 ], [ 24753, 12567, 12186, 24753, 12567, 12186 ], [ 0, 1.485568, 0, 0, 1.485568, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346825, 181526, 50139, 285463, 208722, -104724 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734808500000, "first_datapoint_time": 1734959700000, "last_datapoint_time": 1757307600000, "evaluation_time": 1757308153107, "expiration_time": 1763787600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.78842 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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) |
---|