Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88466.5935 | 59566.3563 | 28900.2372 | 102501.9904 | 93959.9527 | 8542.0376 |
Total P&L (%) | 88.4666 | 59.5664 | 28.9002 | 102.502 | 93.96 | 8.542 |
Avg Daily Profit (%) | 0.3397 | 0.2287 | 0.111 | 0.2713 | 0.2547 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32851 | -28449 | -29136 | -37478 | -27706 | -40625 |
Profit Factor | 1.4006 | 1.5953 | 1.2392 | 1.3278 | 1.6938 | 1.0482 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 46.7213 | 49.1803 | 44.2623 | 46.7213 | 49.1803 | 44.2623 |
Ratio Avg Win / Avg Loss | 1.5971 | 1.6485 | 1.5605 | 1.5142 | 1.7503 | 1.32 |
Largest Winning Trade | 17274 | 17274 | 15898 | 19803 | 19803 | 15557 |
Largest Losing Trade | -8425 | -7035 | -8425 | -15688 | -12233 | -15688 |
Avg Bars in Trades | 200 | 208 | 193 | 200 | 208 | 193 |
Avg Bars in Winners | 274 | 282 | 265 | 274 | 282 | 265 |
Avg Bars in Losers | 136 | 136 | 135 | 136 | 136 | 135 |
Bars Traded | 24478 | 12695 | 11783 | 24478 | 12695 | 11783 |
Profit Streak | 10.3459 | 11.1064 | 10.3459 | 10.3459 | 11.1064 | 10.3459 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353342 | -152131 | -211876 | 316297 | -151003 | -648774 |
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736034300000, "first_datapoint_time": 1736189100000, "last_datapoint_time": 1758533400000, "evaluation_time": 1758533589370, "expiration_time": 1765013400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.90676 } }, "second_band": { "type": "wma", "factors": { "length": 79, "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": [ [ 88466.5934752781, 59566.3562715414, 28900.2372037367, 102501.9903686769, 93959.9527248398, 8542.0376438371 ], [ 88.466593, 59.566356, 28.900237, 102.50199, 93.959953, 8.542038 ], [ 0.339707, 0.228732, 0.110975, 0.271306, 0.254713, 0.03148 ], [ 10, 10, 10, 10, 10, 10 ], [ -32851, -28449, -29136, -37478, -27706, -40625 ], [ 1.400557, 1.595288, 1.239249, 1.327836, 1.693813, 1.048196 ], [ 122, 61, 61, 122, 61, 61 ], [ 57, 30, 27, 57, 30, 27 ], [ 65, 31, 34, 65, 31, 34 ], [ 46.721311, 49.180328, 44.262295, 46.721311, 49.180328, 44.262295 ], [ 1.597127, 1.648464, 1.560536, 1.514199, 1.750273, 1.31995 ], [ 17274, 17274, 15898, 19803, 19803, 15557 ], [ -8425, -7035, -8425, -15688, -12233, -15688 ], [ 200, 208, 193, 200, 208, 193 ], [ 274, 282, 265, 274, 282, 265 ], [ 136, 136, 135, 136, 136, 135 ], [ 24478, 12695, 11783, 24478, 12695, 11783 ], [ 10.345942, 11.106358, 10.345942, 10.345942, 11.106358, 10.345942 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353342, -152131, -211876, 316297, -151003, -648774 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736034300000, "first_datapoint_time": 1736189100000, "last_datapoint_time": 1758533400000, "evaluation_time": 1758533589370, "expiration_time": 1765013400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.90676 } }, "second_band": { "type": "wma", "factors": { "length": 79, "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) |
---|