Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2011828.7839 | 1963386.2373 | 48442.5466 | 19987816.2144 | 21209452.3607 | -1221636.1463 |
Total P&L (%) | 2011.8288 | 1963.3862 | 48.4425 | 19987.8162 | 21209.4524 | -1221.6361 |
Avg Daily Profit (%) | 1.0766 | 1.0507 | 0.0259 | 0.2842 | 0.2873 | 0 |
Buy And Hold Return (%) | 6654.695 | 6654.695 | 6654.695 | 6654.695 | 6654.695 | 6654.695 |
Max Trade Drawdown | -155938 | -85560 | -85163 | -20121611 | -6221624 | -14034250 |
Profit Factor | 6.194 | 12.0275 | 1.2315 | 1.6002 | 2.5857 | 0.9387 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 56.8966 | 55.1724 | 58.6207 | 56.8966 | 55.1724 | 58.6207 |
Ratio Avg Win / Avg Loss | 4.6924 | 9.7724 | 0.8693 | 1.2122 | 2.1009 | 0.6626 |
Largest Winning Trade | 1216831 | 1216831 | 68286 | 9440292 | 9440292 | 5127096 |
Largest Losing Trade | -48568 | -48568 | -45961 | -14034250 | -4625262 | -14034250 |
Avg Bars in Trades | 184 | 186 | 183 | 184 | 186 | 183 |
Avg Bars in Winners | 259 | 290 | 230 | 259 | 290 | 230 |
Avg Bars in Losers | 86 | 58 | 117 | 86 | 58 | 117 |
Bars Traded | 10721 | 5404 | 5317 | 10721 | 5404 | 5317 |
Profit Streak | 0 | 226.6369 | 0 | 0 | 226.6369 | 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 | -322449 | -142276 | -324958 | -171039 | 444921 | -579715 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11212, "evaluation_days": 1868.67, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1600113600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758568626877, "expiration_time": 1763400384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 191, "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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