Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236150.7062 | 153912.187 | 82238.5192 | 606942.2996 | 392596.5245 | 214345.7751 |
Total P&L (%) | 236.1507 | 153.9122 | 82.2385 | 606.9423 | 392.5965 | 214.3458 |
Avg Daily Profit (%) | 0.4534 | 0.2955 | 0.1579 | 0.3762 | 0.3066 | 0.2201 |
Buy And Hold Return (%) | 25.5955 | 25.5955 | 25.5955 | 25.5955 | 25.5955 | 25.5955 |
Max Trade Drawdown | -46375 | -28565 | -32354 | -280703 | -133839 | -200778 |
Profit Factor | 1.7133 | 2.0904 | 1.4331 | 1.4893 | 1.6884 | 1.3199 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 56.1404 | 56.4706 | 55.814 | 56.1404 | 56.4706 | 55.814 |
Ratio Avg Win / Avg Loss | 1.3385 | 1.6114 | 1.1345 | 1.1635 | 1.3015 | 1.0449 |
Largest Winning Trade | 21407 | 21407 | 17285 | 91262 | 85292 | 91262 |
Largest Losing Trade | -18195 | -13155 | -18195 | -86903 | -86903 | -63364 |
Avg Bars in Trades | 143 | 145 | 142 | 143 | 145 | 142 |
Avg Bars in Winners | 151 | 158 | 144 | 151 | 158 | 144 |
Avg Bars in Losers | 133 | 127 | 140 | 133 | 127 | 140 |
Bars Traded | 24579 | 12336 | 12243 | 24579 | 12336 | 12243 |
Profit Streak | 21.7594 | 21.7594 | 27.3844 | 21.7594 | 21.7594 | 27.3844 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528441 | 473919 | 238910 | 487461 | 433087 | 338342 |
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712428200000, "first_datapoint_time": 1712730600000, "last_datapoint_time": 1757426400000, "evaluation_time": 1757427208018, "expiration_time": 1763906400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 169, "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": [ [ 236150.7061612457, 153912.1869997773, 82238.5191614685, 606942.2996241013, 392596.5245099603, 214345.7751141413 ], [ 236.150706, 153.912187, 82.238519, 606.9423, 392.596525, 214.345775 ], [ 0.453412, 0.295513, 0.157899, 0.376218, 0.306619, 0.220145 ], [ 25.595549, 25.595549, 25.595549, 25.595549, 25.595549, 25.595549 ], [ -46375, -28565, -32354, -280703, -133839, -200778 ], [ 1.713343, 2.0904, 1.433072, 1.4893, 1.68837, 1.31987 ], [ 171, 85, 86, 171, 85, 86 ], [ 96, 48, 48, 96, 48, 48 ], [ 75, 37, 38, 75, 37, 38 ], [ 56.140351, 56.470588, 55.813953, 56.140351, 56.470588, 55.813953 ], [ 1.338549, 1.61135, 1.134515, 1.163515, 1.301452, 1.044897 ], [ 21407, 21407, 17285, 91262, 85292, 91262 ], [ -18195, -13155, -18195, -86903, -86903, -63364 ], [ 143, 145, 142, 143, 145, 142 ], [ 151, 158, 144, 151, 158, 144 ], [ 133, 127, 140, 133, 127, 140 ], [ 24579, 12336, 12243, 24579, 12336, 12243 ], [ 21.759352, 21.759352, 27.384352, 21.759352, 21.759352, 27.384352 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528441, 473919, 238910, 487461, 433087, 338342 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712428200000, "first_datapoint_time": 1712730600000, "last_datapoint_time": 1757426400000, "evaluation_time": 1757427208018, "expiration_time": 1763906400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 169, "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) |
---|