Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74055.6543 | 41866.7103 | 32188.944 | 95548.0011 | 49818.1025 | 45729.8987 |
Total P&L (%) | 74.0557 | 41.8667 | 32.1889 | 95.548 | 49.8181 | 45.7299 |
Avg Daily Profit (%) | 0.8531 | 0.4823 | 0.3708 | 0.7755 | 0.4668 | 0.4347 |
Buy And Hold Return (%) | 10.191 | 10.191 | 10.191 | 10.191 | 10.191 | 10.191 |
Max Trade Drawdown | -12571 | -4532 | -12344 | -16970 | -6803 | -17674 |
Profit Factor | 2.1054 | 2.4059 | 1.865 | 2.0384 | 2.2309 | 1.8873 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 2.707 | 4.0098 | 1.865 | 2.6208 | 3.7181 | 1.8873 |
Largest Winning Trade | 18149 | 17075 | 18149 | 30038 | 22381 | 30038 |
Largest Losing Trade | -6985 | -4532 | -6985 | -9299 | -5695 | -9299 |
Avg Bars in Trades | 381 | 403 | 358 | 381 | 403 | 358 |
Avg Bars in Winners | 651 | 774 | 559 | 651 | 774 | 559 |
Avg Bars in Losers | 170 | 181 | 156 | 170 | 181 | 156 |
Bars Traded | 24386 | 12923 | 11463 | 24386 | 12923 | 11463 |
Profit Streak | 3.6377 | 0 | 6.794 | 3.6377 | 0 | 6.794 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131910 | 213436 | 317897 | -132295 | 211471 | 381638 |
{ "trading_pair": "SOL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752817800000, "first_datapoint_time": 1752861300000, "last_datapoint_time": 1760317500000, "evaluation_time": 1760317700282, "expiration_time": 1766797500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 146, "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": [ [ 74055.6542685227, 41866.7102962024, 32188.9439723204, 95548.0011474854, 49818.1024780457, 45729.8986694397 ], [ 74.055654, 41.86671, 32.188944, 95.548001, 49.818102, 45.729899 ], [ 0.853077, 0.48228, 0.370798, 0.775524, 0.46676, 0.434746 ], [ 10.191047, 10.191047, 10.191047, 10.191047, 10.191047, 10.191047 ], [ -12571, -4532, -12344, -16970, -6803, -17674 ], [ 2.105436, 2.405853, 1.865016, 2.038419, 2.230866, 1.887288 ], [ 64, 32, 32, 64, 32, 32 ], [ 28, 12, 16, 28, 12, 16 ], [ 36, 20, 16, 36, 20, 16 ], [ 43.75, 37.5, 50, 43.75, 37.5, 50 ], [ 2.70699, 4.009756, 1.865016, 2.620824, 3.71811, 1.887288 ], [ 18149, 17075, 18149, 30038, 22381, 30038 ], [ -6985, -4532, -6985, -9299, -5695, -9299 ], [ 381, 403, 358, 381, 403, 358 ], [ 651, 774, 559, 651, 774, 559 ], [ 170, 181, 156, 170, 181, 156 ], [ 24386, 12923, 11463, 24386, 12923, 11463 ], [ 3.637735, 0, 6.793985, 3.637735, 0, 6.793985 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131910, 213436, 317897, -132295, 211471, 381638 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752817800000, "first_datapoint_time": 1752861300000, "last_datapoint_time": 1760317500000, "evaluation_time": 1760317700282, "expiration_time": 1766797500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 146, "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) |
---|