Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134813.661 | 99054.0856 | 35759.5754 | 150094.4587 | 148399.4869 | 1694.9718 |
Total P&L (%) | 134.8137 | 99.0541 | 35.7596 | 150.0945 | 148.3995 | 1.695 |
Avg Daily Profit (%) | 0.2588 | 0.1902 | 0.0687 | 0.1762 | 0.1748 | 0.0032 |
Buy And Hold Return (%) | 22.0136 | 22.0136 | 22.0136 | 22.0136 | 22.0136 | 22.0136 |
Max Trade Drawdown | -73884 | -37240 | -55440 | -284162 | -129927 | -210730 |
Profit Factor | 1.3454 | 1.4982 | 1.1868 | 1.1456 | 1.2871 | 1.0033 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Losing Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Profitability (%) | 49.1713 | 54.4444 | 43.956 | 49.1713 | 54.4444 | 43.956 |
Ratio Avg Win / Avg Loss | 1.3908 | 1.2536 | 1.5131 | 1.1843 | 1.077 | 1.2792 |
Largest Winning Trade | 29103 | 29103 | 26498 | 74100 | 74100 | 50896 |
Largest Losing Trade | -21038 | -21038 | -14069 | -56344 | -51014 | -56344 |
Avg Bars in Trades | 136 | 138 | 134 | 136 | 138 | 134 |
Avg Bars in Winners | 155 | 147 | 164 | 155 | 147 | 164 |
Avg Bars in Losers | 118 | 128 | 111 | 118 | 128 | 111 |
Bars Traded | 24759 | 12487 | 12272 | 24759 | 12487 | 12272 |
Profit Streak | 9.9381 | 9.9381 | 11.6464 | 9.9381 | 9.9381 | 11.6464 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342066 | 266829 | -126784 | -51431 | 273469 | -573321 |
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712385000000, "first_datapoint_time": 1712689200000, "last_datapoint_time": 1757383200000, "evaluation_time": 1757383249438, "expiration_time": 1763863200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.13915 } } }
{ "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": [ [ 134813.6609533002, 99054.0855778055, 35759.5753754947, 150094.4586878606, 148399.4869084884, 1694.9717793724 ], [ 134.813661, 99.054086, 35.759575, 150.094459, 148.399487, 1.694972 ], [ 0.258844, 0.190185, 0.068659, 0.176156, 0.174848, 0.003227 ], [ 22.013623, 22.013623, 22.013623, 22.013623, 22.013623, 22.013623 ], [ -73884, -37240, -55440, -284162, -129927, -210730 ], [ 1.345418, 1.498237, 1.186752, 1.145636, 1.28714, 1.003299 ], [ 181, 90, 91, 181, 90, 91 ], [ 89, 49, 40, 89, 49, 40 ], [ 92, 41, 51, 92, 41, 51 ], [ 49.171271, 54.444444, 43.956044, 49.171271, 54.444444, 43.956044 ], [ 1.390769, 1.253627, 1.513108, 1.184253, 1.076995, 1.279206 ], [ 29103, 29103, 26498, 74100, 74100, 50896 ], [ -21038, -21038, -14069, -56344, -51014, -56344 ], [ 136, 138, 134, 136, 138, 134 ], [ 155, 147, 164, 155, 147, 164 ], [ 118, 128, 111, 118, 128, 111 ], [ 24759, 12487, 12272, 24759, 12487, 12272 ], [ 9.938072, 9.938072, 11.646405, 9.938072, 9.938072, 11.646406 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342066, 266829, -126784, -51431, 273469, -573321 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712385000000, "first_datapoint_time": 1712689200000, "last_datapoint_time": 1757383200000, "evaluation_time": 1757383249438, "expiration_time": 1763863200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.13915 } } }
# | 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) |
---|