Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80797.9839 | 57075.0817 | 23722.9022 | 75860.0917 | 65206.6031 | 10653.4885 |
Total P&L (%) | 80.798 | 57.0751 | 23.7229 | 75.8601 | 65.2066 | 10.6535 |
Avg Daily Profit (%) | 0.3103 | 0.2192 | 0.0911 | 0.217 | 0.193 | 0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37965 | -18560 | -33529 | -44769 | -20419 | -38434 |
Profit Factor | 1.3478 | 1.6393 | 1.1658 | 1.2748 | 1.632 | 1.0616 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 56.6038 | 60.3774 | 52.8302 | 56.6038 | 60.3774 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.0333 | 1.0758 | 1.0409 | 0.9774 | 1.071 | 0.9479 |
Largest Winning Trade | 18576 | 18576 | 15955 | 17525 | 17315 | 17525 |
Largest Losing Trade | -20965 | -10314 | -20965 | -23448 | -13423 | -23448 |
Avg Bars in Trades | 233 | 238 | 227 | 233 | 238 | 227 |
Avg Bars in Winners | 255 | 245 | 266 | 255 | 245 | 266 |
Avg Bars in Losers | 203 | 227 | 183 | 203 | 227 | 183 |
Bars Traded | 24709 | 12641 | 12068 | 24709 | 12641 | 12068 |
Profit Streak | 18.0603 | 18.4978 | 18.0603 | 18.0603 | 18.4978 | 18.0603 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371582 | -169666 | -293478 | 266842 | -169362 | -620419 |
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{ "first_band": { "type": "t3", "factors": { "length": 159, "offset": 0, "a": 0.89513 } }, "second_band": { "type": "wma", "factors": { "length": 237, "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": [ [ 80797.9839117127, 57075.0817148501, 23722.9021968627, 75860.0916771553, 65206.6031400321, 10653.4885371231 ], [ 80.797984, 57.075082, 23.722902, 75.860092, 65.206603, 10.653489 ], [ 0.31026, 0.219166, 0.091095, 0.217007, 0.192962, 0.038881 ], [ 10, 10, 10, 10, 10, 10 ], [ -37965, -18560, -33529, -44769, -20419, -38434 ], [ 1.347765, 1.639294, 1.165828, 1.274824, 1.632003, 1.061632 ], [ 106, 53, 53, 106, 53, 53 ], [ 60, 32, 28, 60, 32, 28 ], [ 46, 21, 25, 46, 21, 25 ], [ 56.603774, 60.377358, 52.830189, 56.603774, 60.377358, 52.830189 ], [ 1.033286, 1.075787, 1.040918, 0.977365, 1.071002, 0.947885 ], [ 18576, 18576, 15955, 17525, 17315, 17525 ], [ -20965, -10314, -20965, -23448, -13423, -23448 ], [ 233, 238, 227, 233, 238, 227 ], [ 255, 245, 266, 255, 245, 266 ], [ 203, 227, 183, 203, 227, 183 ], [ 24709, 12641, 12068, 24709, 12641, 12068 ], [ 18.060252, 18.497752, 18.060252, 18.060252, 18.497752, 18.060252 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371582, -169666, -293478, 266842, -169362, -620419 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734938100000, "first_datapoint_time": 1735150500000, "last_datapoint_time": 1757437200000, "evaluation_time": 1757437905806, "expiration_time": 1763917200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 159, "offset": 0, "a": 0.89513 } }, "second_band": { "type": "wma", "factors": { "length": 237, "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) |
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