Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184435.7567 | 145561.121 | 38874.6356 | 290632.2998 | 294019.4679 | -3387.1681 |
Total P&L (%) | 184.4358 | 145.5611 | 38.8746 | 290.6323 | 294.0195 | -3.3872 |
Avg Daily Profit (%) | 0.3541 | 0.2795 | 0.0746 | 0.262 | 0.2636 | -0.0066 |
Buy And Hold Return (%) | 76.0515 | 76.0515 | 76.0515 | 76.0515 | 76.0515 | 76.0515 |
Max Trade Drawdown | -75665 | -37194 | -41483 | -165378 | -100640 | -158969 |
Profit Factor | 1.378 | 1.6474 | 1.1478 | 1.2634 | 1.5976 | 0.9945 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 54.1353 | 54.8872 | 53.3835 | 54.1353 | 54.8872 | 53.3835 |
Ratio Avg Win / Avg Loss | 1.1675 | 1.354 | 1.0023 | 1.0704 | 1.3131 | 0.8684 |
Largest Winning Trade | 22898 | 22898 | 21090 | 54471 | 54471 | 44253 |
Largest Losing Trade | -20932 | -20932 | -12338 | -68529 | -68529 | -38452 |
Avg Bars in Trades | 92 | 92 | 93 | 92 | 92 | 93 |
Avg Bars in Winners | 107 | 103 | 111 | 107 | 103 | 111 |
Avg Bars in Losers | 76 | 78 | 73 | 76 | 78 | 73 |
Bars Traded | 24721 | 12255 | 12466 | 24721 | 12255 | 12466 |
Profit Streak | 1.6642 | 9.1017 | 0 | 1.6642 | 9.1017 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 159504 | 137674 | -317362 | 166185 | 313339 | -581109 |
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712811600000, "first_datapoint_time": 1713222000000, "last_datapoint_time": 1757809800000, "evaluation_time": 1757811389080, "expiration_time": 1764289800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 216, "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": [ [ 184435.756666049, 145561.1210426175, 38874.6356234316, 290632.2998362404, 294019.4678923002, -3387.1680560597 ], [ 184.435757, 145.561121, 38.874636, 290.6323, 294.019468, -3.387168 ], [ 0.354119, 0.279479, 0.07464, 0.261963, 0.263625, -0.006616 ], [ 76.051546, 76.051546, 76.051546, 76.051546, 76.051546, 76.051546 ], [ -75665, -37194, -41483, -165378, -100640, -158969 ], [ 1.378023, 1.647394, 1.147782, 1.263397, 1.597622, 0.99446 ], [ 266, 133, 133, 266, 133, 133 ], [ 144, 73, 71, 144, 73, 71 ], [ 122, 60, 62, 122, 60, 62 ], [ 54.135338, 54.887218, 53.383459, 54.135338, 54.887218, 53.383459 ], [ 1.167491, 1.354023, 1.002288, 1.070378, 1.313114, 0.868402 ], [ 22898, 22898, 21090, 54471, 54471, 44253 ], [ -20932, -20932, -12338, -68529, -68529, -38452 ], [ 92, 92, 93, 92, 92, 93 ], [ 107, 103, 111, 107, 103, 111 ], [ 76, 78, 73, 76, 78, 73 ], [ 24721, 12255, 12466, 24721, 12255, 12466 ], [ 1.664225, 9.101725, 0, 1.664225, 9.101725, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 159504, 137674, -317362, 166185, 313339, -581109 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712811600000, "first_datapoint_time": 1713222000000, "last_datapoint_time": 1757809800000, "evaluation_time": 1757811389080, "expiration_time": 1764289800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 216, "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) |
---|