Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1978109.6821 | 1929293.3221 | 48816.36 | 16602361.8293 | 27096885.8937 | -10494524.0644 |
Total P&L (%) | 1978.1097 | 1929.2933 | 48.8164 | 16602.3618 | 27096.8859 | -10494.5241 |
Avg Daily Profit (%) | 1.0601 | 1.0339 | 0.0262 | 0.2747 | 0.3009 | 0 |
Buy And Hold Return (%) | 8902.1496 | 8902.1496 | 8902.1496 | 8902.1496 | 8902.1496 | 8902.1496 |
Max Trade Drawdown | -85371 | -49286 | -136785 | -19282469 | -9916227 | -26769130 |
Profit Factor | 5.0672 | 10.6999 | 1.1698 | 1.267 | 1.9994 | 0.7007 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 49.4118 | 50 | 48.8372 | 49.4118 | 50 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.1879 | 10.6999 | 1.2255 | 1.2972 | 1.9994 | 0.7341 |
Largest Winning Trade | 1197398 | 1197398 | 59828 | 23586608 | 23586608 | 5217438 |
Largest Losing Trade | -43517 | -29678 | -43517 | -8487574 | -5831819 | -8487574 |
Avg Bars in Trades | 82 | 87 | 76 | 82 | 87 | 76 |
Avg Bars in Winners | 104 | 131 | 76 | 104 | 131 | 76 |
Avg Bars in Losers | 61 | 44 | 76 | 61 | 44 | 76 |
Bars Traded | 6997 | 3695 | 3302 | 6997 | 3695 | 3302 |
Profit Streak | 0 | 112.2153 | 0 | 0 | 112.2153 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144543 | -143274 | -357827 | 27627 | 368385 | -581179 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 95, "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": [ [ 1978109.682110544, 1929293.3221498786, 48816.3599606646, 16602361.82926701, 27096885.8936731, -10494524.064406091 ], [ 1978.109682, 1929.293322, 48.81636, 16602.361829, 27096.885894, -10494.524064 ], [ 1.06008, 1.033919, 0.026161, 0.27466, 0.300864, 0 ], [ 8902.149564, 8902.149564, 8902.149564, 8902.149564, 8902.149564, 8902.149564 ], [ -85371, -49286, -136785, -19282469, -9916227, -26769130 ], [ 5.067217, 10.699919, 1.169822, 1.266999, 1.999429, 0.700747 ], [ 85, 42, 43, 85, 42, 43 ], [ 42, 21, 21, 42, 21, 21 ], [ 43, 21, 22, 43, 21, 22 ], [ 49.411765, 50, 48.837209, 49.411765, 50, 48.837209 ], [ 5.187866, 10.699919, 1.225527, 1.297165, 1.999429, 0.734116 ], [ 1197398, 1197398, 59828, 23586608, 23586608, 5217438 ], [ -43517, -29678, -43517, -8487574, -5831819, -8487574 ], [ 82, 87, 76, 82, 87, 76 ], [ 104, 131, 76, 104, 131, 76 ], [ 61, 44, 76, 61, 44, 76 ], [ 6997, 3695, 3302, 6997, 3695, 3302 ], [ 0, 112.215315, 0, 0, 112.215315, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144543, -143274, -357827, 27627, 368385, -581179 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7464, "evaluation_days": 1866, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1600214400000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758345003191, "expiration_time": 1763163072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 95, "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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