Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165928.8718 | 132715.9736 | 33212.8981 | 232846.4321 | 208949.654 | 23896.7781 |
Total P&L (%) | 165.9289 | 132.716 | 33.2129 | 232.8464 | 208.9497 | 23.8968 |
Avg Daily Profit (%) | 0.3186 | 0.2548 | 0.0638 | 0.2312 | 0.2168 | 0.0412 |
Buy And Hold Return (%) | 46.4366 | 46.4366 | 46.4366 | 46.4366 | 46.4366 | 46.4366 |
Max Trade Drawdown | -44525 | -27321 | -36483 | -113784 | -56444 | -110273 |
Profit Factor | 1.4095 | 1.6948 | 1.155 | 1.3124 | 1.5825 | 1.0618 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Losing Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Profitability (%) | 44.3902 | 49.5146 | 39.2157 | 44.3902 | 49.5146 | 39.2157 |
Ratio Avg Win / Avg Loss | 1.7657 | 1.728 | 1.7903 | 1.6441 | 1.6135 | 1.6458 |
Largest Winning Trade | 36143 | 36143 | 24520 | 70874 | 70874 | 45884 |
Largest Losing Trade | -10649 | -10649 | -10025 | -30953 | -30953 | -26871 |
Avg Bars in Trades | 119 | 120 | 118 | 119 | 120 | 118 |
Avg Bars in Winners | 158 | 159 | 158 | 158 | 159 | 158 |
Avg Bars in Losers | 87 | 81 | 92 | 87 | 81 | 92 |
Bars Traded | 24451 | 12372 | 12079 | 24451 | 12372 | 12079 |
Profit Streak | 14.4218 | 17.6301 | 14.4218 | 14.4218 | 17.6301 | 14.4218 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277660 | 291347 | -326874 | 275404 | 321752 | -459588 |
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713540600000, "first_datapoint_time": 1713976200000, "last_datapoint_time": 1758538800000, "evaluation_time": 1758539241695, "expiration_time": 1765018800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 129, "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": [ [ 165928.8717830396, 132715.9736355096, 33212.8981475301, 232846.4321054739, 208949.6540342424, 23896.7780712315 ], [ 165.928872, 132.715974, 33.212898, 232.846432, 208.949654, 23.896778 ], [ 0.318585, 0.254816, 0.063769, 0.23115, 0.216814, 0.04115 ], [ 46.43657, 46.43657, 46.43657, 46.43657, 46.43657, 46.43657 ], [ -44525, -27321, -36483, -113784, -56444, -110273 ], [ 1.409477, 1.6948, 1.155049, 1.312424, 1.582501, 1.061816 ], [ 205, 103, 102, 205, 103, 102 ], [ 91, 51, 40, 91, 51, 40 ], [ 114, 52, 62, 114, 52, 62 ], [ 44.390244, 49.514563, 39.215686, 44.390244, 49.514563, 39.215686 ], [ 1.765718, 1.728031, 1.790326, 1.644136, 1.613531, 1.645815 ], [ 36143, 36143, 24520, 70874, 70874, 45884 ], [ -10649, -10649, -10025, -30953, -30953, -26871 ], [ 119, 120, 118, 119, 120, 118 ], [ 158, 159, 158, 158, 159, 158 ], [ 87, 81, 92, 87, 81, 92 ], [ 24451, 12372, 12079, 24451, 12372, 12079 ], [ 14.421779, 17.630112, 14.421779, 14.421779, 17.630112, 14.421779 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 277660, 291347, -326874, 275404, 321752, -459588 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713540600000, "first_datapoint_time": 1713976200000, "last_datapoint_time": 1758538800000, "evaluation_time": 1758539241695, "expiration_time": 1765018800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 129, "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) |
---|