| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2012521.6948 | 37762.4679 | -2050284.1627 | 244680.8172 | -14513820.5432 | 14758501.3604 |
| Total P&L (%) | -2012.5217 | 37.7625 | -2050.2842 | 244.6808 | -14513.8205 | 14758.5014 |
| Avg Daily Profit (%) | -1.1818 | 0.0222 | -1.2039 | 0.0727 | 0 | 0.2941 |
| Buy And Hold Return (%) | 2126.5258 | 2126.5258 | 2126.5258 | 2126.5258 | 2126.5258 | 2126.5258 |
| Max Trade Drawdown | -2146140 | -137226 | -2130368 | -19885368 | -14637992 | -9735188 |
| Profit Factor | 0.282 | 1.0982 | 0.1522 | 1.0052 | 0.4063 | 1.6505 |
| Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
| Winning Trades | 136 | 64 | 72 | 128 | 59 | 69 |
| Losing Trades | 71 | 39 | 32 | 79 | 44 | 35 |
| Profitability (%) | 65.7005 | 62.1359 | 69.2308 | 61.8357 | 57.2816 | 66.3462 |
| Ratio Avg Win / Avg Loss | 0.1472 | 0.6692 | 0.0676 | 0.6204 | 0.303 | 0.8372 |
| Largest Winning Trade | 43641 | 41878 | 43641 | 28470139 | 2887777 | 28470139 |
| Largest Losing Trade | -1752842 | -60610 | -1752842 | -6744303 | -6744303 | -5562324 |
| Avg Bars in Trades | 97 | 95 | 99 | 97 | 95 | 99 |
| Avg Bars in Winners | 49 | 53 | 46 | 53 | 53 | 52 |
| Avg Bars in Losers | 188 | 164 | 217 | 169 | 151 | 190 |
| Bars Traded | 20150 | 9831 | 10319 | 20150 | 9831 | 10319 |
| Profit Streak | 404.4044 | 0 | 425.0711 | 404.4044 | 0 | 425.0711 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577073 | -441914 | -577699 | -474945 | -580113 | 416776 |
{
"trading_pair": "MATIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20436,
"evaluation_days": 1703,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579651200000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1758958943474,
"expiration_time": 1731230611200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.79613
}
}
} {
"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": [
[
-2012521.6948377863,
37762.4678776406,
-2050284.1627154269,
244680.8172340704,
-14513820.5432132,
14758501.360447267
],
[
-2012.521695,
37.762468,
-2050.284163,
244.680817,
-14513.820543,
14758.50136
],
[
-1.181751,
0.022174,
-1.203925,
0.072689,
0,
0.294099
],
[
2126.525822,
2126.525822,
2126.525822,
2126.525822,
2126.525822,
2126.525822
],
[
-2146140,
-137226,
-2130368,
-19885368,
-14637992,
-9735188
],
[
0.281991,
1.098186,
0.152186,
1.005191,
0.406253,
1.650494
],
[
207,
103,
104,
207,
103,
104
],
[
136,
64,
72,
128,
59,
69
],
[
71,
39,
32,
79,
44,
35
],
[
65.700483,
62.135922,
69.230769,
61.835749,
57.281553,
66.346154
],
[
0.147216,
0.669207,
0.067638,
0.620392,
0.302969,
0.837207
],
[
43641,
41878,
43641,
28470139,
2887777,
28470139
],
[
-1752842,
-60610,
-1752842,
-6744303,
-6744303,
-5562324
],
[
97,
95,
99,
97,
95,
99
],
[
49,
53,
46,
53,
53,
52
],
[
188,
164,
217,
169,
151,
190
],
[
20150,
9831,
10319,
20150,
9831,
10319
],
[
404.404438,
0,
425.071105,
404.404438,
0,
425.071105
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577073,
-441914,
-577699,
-474945,
-580113,
416776
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20436,
"evaluation_days": 1703,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579651200000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1758958943474,
"expiration_time": 1731230611200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.79613
}
}
}
| # | 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) |
|---|