Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2747793.6992 | 2660769.0204 | 87024.6787 | 63979764.0397 | 70670321.0387 | -6690556.999 |
Total P&L (%) | 2747.7937 | 2660.769 | 87.0247 | 63979.764 | 70670.321 | -6690.557 |
Avg Daily Profit (%) | 1.4716 | 1.425 | 0.0466 | 0.3467 | 0.352 | 0 |
Buy And Hold Return (%) | 7119.6727 | 7119.6727 | 7119.6727 | 7119.6727 | 7119.6727 | 7119.6727 |
Max Trade Drawdown | -63156 | -62853 | -51387 | -22296280 | -13908309 | -20810718 |
Profit Factor | 9.8036 | 15.5645 | 1.6724 | 2.0106 | 3.2686 | 0.792 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 39.6552 | 41.3793 | 37.931 | 39.6552 | 41.3793 | 37.931 |
Ratio Avg Win / Avg Loss | 14.9185 | 22.0497 | 2.7366 | 3.0596 | 4.6305 | 1.2959 |
Largest Winning Trade | 1950678 | 1950678 | 59036 | 37598863 | 37598863 | 14550221 |
Largest Losing Trade | -26170 | -25751 | -26170 | -8461775 | -6533834 | -8461775 |
Avg Bars in Trades | 119 | 123 | 115 | 119 | 123 | 115 |
Avg Bars in Winners | 218 | 241 | 193 | 218 | 241 | 193 |
Avg Bars in Losers | 54 | 40 | 67 | 54 | 40 | 67 |
Bars Traded | 6927 | 3585 | 3342 | 6927 | 3585 | 3342 |
Profit Streak | 0 | 230.1014 | 0 | 0 | 230.1014 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -327301 | -145975 | -298023 | -170688 | 473444 | -583859 |
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.61703 } }, "second_band": { "type": "sma", "factors": { "length": 11, "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": [ [ 2747793.699157825, 2660769.020416251, 87024.6787415741, 63979764.0396841, 70670321.038656, -6690556.9989719 ], [ 2747.793699, 2660.76902, 87.024679, 63979.76404, 70670.321039, -6690.556999 ], [ 1.471572, 1.424967, 0.046606, 0.346708, 0.352045, 0 ], [ 7119.672725, 7119.672725, 7119.672725, 7119.672725, 7119.672725, 7119.672725 ], [ -63156, -62853, -51387, -22296280, -13908309, -20810718 ], [ 9.803616, 15.56447, 1.672358, 2.010561, 3.268566, 0.791955 ], [ 58, 29, 29, 58, 29, 29 ], [ 23, 12, 11, 23, 12, 11 ], [ 35, 17, 18, 35, 17, 18 ], [ 39.655172, 41.37931, 37.931034, 39.655172, 41.37931, 37.931034 ], [ 14.918546, 22.049666, 2.736586, 3.05955, 4.630469, 1.295926 ], [ 1950678, 1950678, 59036, 37598863, 37598863, 14550221 ], [ -26170, -25751, -26170, -8461775, -6533834, -8461775 ], [ 119, 123, 115, 119, 123, 115 ], [ 218, 241, 193, 218, 241, 193 ], [ 54, 40, 67, 54, 40, 67 ], [ 6927, 3585, 3342, 6927, 3585, 3342 ], [ 0, 230.101367, 0, 0, 230.101367, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -327301, -145975, -298023, -170688, 473444, -583859 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599825600000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758443158082, "expiration_time": 1763274312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.61703 } }, "second_band": { "type": "sma", "factors": { "length": 11, "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) |
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