Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105876.3173 | 72470.7558 | 33405.5615 | 116711.688 | 106590.3558 | 10121.3322 |
Total P&L (%) | 105.8763 | 72.4708 | 33.4056 | 116.7117 | 106.5904 | 10.1213 |
Avg Daily Profit (%) | 0.4066 | 0.2783 | 0.1283 | 0.2974 | 0.279 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57738 | -36975 | -38684 | -47812 | -30052 | -44355 |
Profit Factor | 1.3726 | 1.6109 | 1.2018 | 1.3632 | 1.8902 | 1.0502 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 56.7376 | 56.338 | 57.1429 | 56.7376 | 56.338 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0466 | 1.2485 | 0.9014 | 1.0395 | 1.4649 | 0.7877 |
Largest Winning Trade | 21804 | 17434 | 21804 | 20518 | 18344 | 20518 |
Largest Losing Trade | -19852 | -16589 | -19852 | -29669 | -13449 | -29669 |
Avg Bars in Trades | 175 | 180 | 170 | 175 | 180 | 170 |
Avg Bars in Winners | 194 | 211 | 177 | 194 | 211 | 177 |
Avg Bars in Losers | 150 | 140 | 161 | 150 | 140 | 161 |
Bars Traded | 24766 | 12828 | 11938 | 24766 | 12828 | 11938 |
Profit Streak | 7.6069 | 18.5132 | 7.6069 | 7.6069 | 18.5132 | 7.6069 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407780 | -75502 | -120734 | 372138 | -74957 | -566373 |
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{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.67782 } }, "second_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 3 } } }
{ "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": [ [ 105876.3173150737, 72470.75583228, 33405.5614827937, 116711.6880031799, 106590.3558420735, 10121.3321611064 ], [ 105.876317, 72.470756, 33.405561, 116.711688, 106.590356, 10.121332 ], [ 0.40656, 0.278284, 0.128276, 0.297422, 0.279003, 0.037029 ], [ 10, 10, 10, 10, 10, 10 ], [ -57738, -36975, -38684, -47812, -30052, -44355 ], [ 1.372592, 1.610909, 1.201805, 1.363223, 1.890182, 1.050209 ], [ 141, 71, 70, 141, 71, 70 ], [ 80, 40, 40, 80, 40, 40 ], [ 61, 31, 30, 61, 31, 30 ], [ 56.737589, 56.338028, 57.142857, 56.737589, 56.338028, 57.142857 ], [ 1.046601, 1.248454, 0.901354, 1.039457, 1.464891, 0.787657 ], [ 21804, 17434, 21804, 20518, 18344, 20518 ], [ -19852, -16589, -19852, -29669, -13449, -29669 ], [ 175, 180, 170, 175, 180, 170 ], [ 194, 211, 177, 194, 211, 177 ], [ 150, 140, 161, 150, 140, 161 ], [ 24766, 12828, 11938, 24766, 12828, 11938 ], [ 7.606901, 18.513151, 7.606901, 7.606901, 18.513151, 7.606901 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407780, -75502, -120734, 372138, -74957, -566373 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735860600000, "first_datapoint_time": 1735949700000, "last_datapoint_time": 1758359700000, "evaluation_time": 1758359936291, "expiration_time": 1764839700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.67782 } }, "second_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 3 } } }
# | 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) |
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