Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611046.8005 | 1522661.237 | 88385.5636 | 50718824.6394 | 52247127.4029 | -1528302.7635 |
Total P&L (%) | 1611.0468 | 1522.6612 | 88.3856 | 50718.8246 | 52247.1274 | -1528.3028 |
Avg Daily Profit (%) | 0.8634 | 0.816 | 0.0474 | 0.3345 | 0.3361 | 0 |
Buy And Hold Return (%) | 9193.0792 | 9193.0792 | 9193.0792 | 9193.0792 | 9193.0792 | 9193.0792 |
Max Trade Drawdown | -82962 | -78242 | -72826 | -11556841 | -7288584 | -9124016 |
Profit Factor | 5.1667 | 9.4932 | 1.4262 | 2.0423 | 3.4297 | 0.9437 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 38.3721 | 32.5581 | 44.186 | 38.3721 | 32.5581 | 44.186 |
Ratio Avg Win / Avg Loss | 8.298 | 19.6645 | 1.8015 | 3.28 | 7.1043 | 1.1921 |
Largest Winning Trade | 641677 | 641677 | 63590 | 23868157 | 23868157 | 11544650 |
Largest Losing Trade | -22082 | -14066 | -22082 | -5723313 | -5421290 | -5723313 |
Avg Bars in Trades | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Winners | 165 | 191 | 145 | 165 | 191 | 145 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 7168 | 3509 | 3658 | 7168 | 3509 | 3658 |
Profit Streak | 0 | 175.5946 | 0 | 0 | 175.5946 | 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 | -148931 | -149832 | -295673 | 280370 | 328301 | -581321 |
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{ "first_band": { "type": "t3", "factors": { "length": 114, "offset": 0, "a": 0.64702 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1611046.8005032786, 1522661.2369501202, 88385.5635531582, 50718824.63938879, 52247127.40287704, -1528302.7634882526 ], [ 1611.046801, 1522.661237, 88.385564, 50718.824639, 52247.127403, -1528.302763 ], [ 0.863369, 0.816003, 0.047366, 0.334473, 0.336066, 0 ], [ 9193.079206, 9193.079206, 9193.079206, 9193.079206, 9193.079206, 9193.079206 ], [ -82962, -78242, -72826, -11556841, -7288584, -9124016 ], [ 5.166693, 9.493202, 1.426224, 2.042285, 3.429672, 0.943724 ], [ 86, 43, 43, 86, 43, 43 ], [ 33, 14, 19, 33, 14, 19 ], [ 53, 29, 24, 53, 29, 24 ], [ 38.372093, 32.55814, 44.186047, 38.372093, 32.55814, 44.186047 ], [ 8.298022, 19.664489, 1.801546, 3.280034, 7.10432, 1.192073 ], [ 641677, 641677, 63590, 23868157, 23868157, 11544650 ], [ -22082, -14066, -22082, -5723313, -5421290, -5723313 ], [ 83, 81, 85, 83, 81, 85 ], [ 165, 191, 145, 165, 191, 145 ], [ 32, 28, 37, 32, 28, 37 ], [ 7168, 3509, 3658, 7168, 3509, 3658 ], [ 0, 175.594635, 0, 0, 175.594635, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148931, -149832, -295673, 280370, 328301, -581321 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7464, "evaluation_days": 1866, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758334576454, "expiration_time": 1763163072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 114, "offset": 0, "a": 0.64702 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } } }
# | 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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