| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 90362.8927 | 59780.5413 | 30582.3513 | 95477.5165 | 65086.4945 | 30391.022 |
| Total P&L (%) | 90.3629 | 59.7805 | 30.5824 | 95.4775 | 65.0865 | 30.391 |
| Avg Daily Profit (%) | 0.347 | 0.2296 | 0.1174 | 0.2577 | 0.1927 | 0.102 |
| Buy And Hold Return (%) | 16.8214 | 16.8214 | 16.8214 | 16.8214 | 16.8214 | 16.8214 |
| Max Trade Drawdown | -33320 | -30694 | -33387 | -45138 | -46280 | -54665 |
| Profit Factor | 1.3997 | 1.5256 | 1.2723 | 1.287 | 1.3881 | 1.1842 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
| Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Profitability (%) | 65.6716 | 67.1642 | 64.1791 | 65.6716 | 67.1642 | 64.1791 |
| Ratio Avg Win / Avg Loss | 0.7317 | 0.7458 | 0.7101 | 0.6727 | 0.6786 | 0.661 |
| Largest Winning Trade | 18948 | 18948 | 16911 | 22221 | 20931 | 22221 |
| Largest Losing Trade | -26727 | -15008 | -26727 | -32073 | -22537 | -32073 |
| Avg Bars in Trades | 181 | 187 | 174 | 181 | 187 | 174 |
| Avg Bars in Winners | 121 | 131 | 110 | 121 | 131 | 110 |
| Avg Bars in Losers | 296 | 303 | 289 | 296 | 303 | 289 |
| Bars Traded | 24288 | 12587 | 11701 | 24288 | 12587 | 11701 |
| Profit Streak | 6.0801 | 24.4967 | 0 | 6.0801 | 24.4967 | 0 |
| Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306206 | -109215 | -162318 | 261238 | -110089 | -200825 |
{
"trading_pair": "SOL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735032600000,
"first_datapoint_time": 1735249500000,
"last_datapoint_time": 1757531700000,
"evaluation_time": 1757532317896,
"expiration_time": 1764011700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 188,
"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": [
[
90362.8926534178,
59780.5413142095,
30582.3513392081,
95477.5165267626,
65086.4944957739,
30391.0220309888
],
[
90.362893,
59.780541,
30.582351,
95.477517,
65.086494,
30.391022
],
[
0.346989,
0.229554,
0.117435,
0.257714,
0.192682,
0.101952
],
[
16.821444,
16.821444,
16.821444,
16.821444,
16.821444,
16.821444
],
[
-33320,
-30694,
-33387,
-45138,
-46280,
-54665
],
[
1.399711,
1.525551,
1.272273,
1.286994,
1.388068,
1.184231
],
[
134,
67,
67,
134,
67,
67
],
[
88,
45,
43,
88,
45,
43
],
[
46,
22,
24,
46,
22,
24
],
[
65.671642,
67.164179,
64.179104,
65.671642,
67.164179,
64.179104
],
[
0.731667,
0.745825,
0.710106,
0.672747,
0.678611,
0.660966
],
[
18948,
18948,
16911,
22221,
20931,
22221
],
[
-26727,
-15008,
-26727,
-32073,
-22537,
-32073
],
[
181,
187,
174,
181,
187,
174
],
[
121,
131,
110,
121,
131,
110
],
[
296,
303,
289,
296,
303,
289
],
[
24288,
12587,
11701,
24288,
12587,
11701
],
[
6.080068,
24.496735,
0,
6.080068,
24.496735,
0
],
[
1,
6,
0,
1,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306206,
-109215,
-162318,
261238,
-110089,
-200825
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735032600000,
"first_datapoint_time": 1735249500000,
"last_datapoint_time": 1757531700000,
"evaluation_time": 1757532317896,
"expiration_time": 1764011700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 188,
"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) |
|---|