Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1682916.2405 | 1661461.466 | 21454.7744 | 13452043.6381 | 15673177.0899 | -2221133.4519 |
Total P&L (%) | 1682.9162 | 1661.4615 | 21.4548 | 13452.0436 | 15673.1771 | -2221.1335 |
Avg Daily Profit (%) | 0.8998 | 0.8883 | 0.0115 | 0.2628 | 0.271 | 0 |
Buy And Hold Return (%) | 6708.876 | 6708.876 | 6708.876 | 6708.876 | 6708.876 | 6708.876 |
Max Trade Drawdown | -87046 | -33270 | -98859 | -7052236 | -3651898 | -4665071 |
Profit Factor | 5.6648 | 11.4754 | 1.1061 | 2.0247 | 3.3868 | 0.6615 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 50 | 58.6207 | 41.3793 | 50 | 58.6207 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.6648 | 8.1003 | 1.567 | 2.0247 | 2.3907 | 0.9371 |
Largest Winning Trade | 949072 | 949072 | 66930 | 7330763 | 7330763 | 2413564 |
Largest Losing Trade | -69291 | -30935 | -69291 | -2704365 | -2704365 | -1727201 |
Avg Bars in Trades | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Winners | 130 | 134 | 126 | 130 | 134 | 126 |
Avg Bars in Losers | 48 | 34 | 57 | 48 | 34 | 57 |
Bars Traded | 5191 | 2688 | 2503 | 5191 | 2688 | 2503 |
Profit Streak | 0 | 229.9251 | 0 | 0 | 229.9251 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323742 | -141588 | -449374 | -173932 | 464084 | -584185 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5611, "evaluation_days": 1870.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600934400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758694329530, "expiration_time": 1763519904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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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