Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402459.1857 | 1380696.2556 | 21762.9301 | 21127588.1017 | 28751541.8916 | -7623953.79 |
Total P&L (%) | 1402.4592 | 1380.6963 | 21.7629 | 21127.5881 | 28751.5419 | -7623.9538 |
Avg Daily Profit (%) | 0.7498 | 0.7381 | 0.0116 | 0.2869 | 0.3033 | 0 |
Buy And Hold Return (%) | 7866.4326 | 7866.4326 | 7866.4326 | 7866.4326 | 7866.4326 | 7866.4326 |
Max Trade Drawdown | -49024 | -31850 | -69186 | -8538552 | -3586784 | -12010558 |
Profit Factor | 4.8401 | 11.9696 | 1.0909 | 1.6254 | 3.7233 | 0.6718 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 41.8919 | 48.6486 | 35.1351 | 41.8919 | 48.6486 | 35.1351 |
Ratio Avg Win / Avg Loss | 6.7136 | 12.6345 | 2.014 | 2.2545 | 3.9301 | 1.2402 |
Largest Winning Trade | 553368 | 553368 | 59287 | 14342297 | 14342297 | 5549725 |
Largest Losing Trade | -41187 | -18704 | -41187 | -4951768 | -3586784 | -4951768 |
Avg Bars in Trades | 94 | 77 | 110 | 94 | 77 | 110 |
Avg Bars in Winners | 170 | 125 | 233 | 170 | 125 | 233 |
Avg Bars in Losers | 38 | 32 | 44 | 38 | 32 | 44 |
Bars Traded | 6962 | 2867 | 4095 | 6962 | 2867 | 4095 |
Profit Streak | 31.8201 | 53.0701 | 31.8201 | 31.8201 | 53.0701 | 31.8201 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -216296 | -143723 | -467705 | -62465 | 508999 | -584346 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7482, "evaluation_days": 1870.5, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758721259975, "expiration_time": 1763563536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 15, "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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