| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2160398.2725 | 56226.233 | -2216624.5055 | 160028.7055 | -2973653.3923 | 3133682.0978 |
| Total P&L (%) | -2160.3983 | 56.2262 | -2216.6245 | 160.0287 | -2973.6534 | 3133.6821 |
| Avg Daily Profit (%) | -1.1003 | 0.0286 | -1.1289 | 0.0487 | 0 | 0.1772 |
| Buy And Hold Return (%) | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 |
| Max Trade Drawdown | -2375157 | -99068 | -2359803 | -3677220 | -3196074 | -2468345 |
| Profit Factor | 0.2318 | 1.2243 | 0.1347 | 1.0192 | 0.1778 | 1.6637 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 51 | 26 | 25 | 49 | 24 | 25 |
| Losing Trades | 31 | 15 | 16 | 33 | 17 | 16 |
| Profitability (%) | 62.1951 | 63.4146 | 60.9756 | 59.7561 | 58.5366 | 60.9756 |
| Ratio Avg Win / Avg Loss | 0.1409 | 0.7063 | 0.0862 | 0.6864 | 0.126 | 1.0648 |
| Largest Winning Trade | 50786 | 48581 | 50786 | 6916533 | 114285 | 6916533 |
| Largest Losing Trade | -2003462 | -61257 | -2003462 | -1834802 | -1214172 | -1834802 |
| Avg Bars in Trades | 93 | 95 | 90 | 93 | 95 | 90 |
| Avg Bars in Winners | 46 | 50 | 42 | 49 | 52 | 47 |
| Avg Bars in Losers | 169 | 172 | 167 | 157 | 155 | 159 |
| Bars Traded | 7626 | 3898 | 3728 | 7626 | 3898 | 3728 |
| Profit Streak | 443.6246 | 443.6246 | 567.1246 | 443.6246 | 443.6246 | 567.1246 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -586358 | -320088 | -577968 | -500655 | -579050 | 373755 |
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1558418400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759870767260,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 99,
"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": [
[
-2160398.272484109,
56226.233042509,
-2216624.505526618,
160028.705523233,
-2973653.3922738843,
3133682.0977971186
],
[
-2160.398272,
56.226233,
-2216.624506,
160.028706,
-2973.653392,
3133.682098
],
[
-1.100279,
0.028636,
-1.128915,
0.048681,
0,
0.177198
],
[
803.333333,
803.333333,
803.333333,
803.333333,
803.333333,
803.333333
],
[
-2375157,
-99068,
-2359803,
-3677220,
-3196074,
-2468345
],
[
0.231799,
1.224302,
0.134676,
1.019192,
0.177849,
1.663707
],
[
82,
41,
41,
82,
41,
41
],
[
51,
26,
25,
49,
24,
25
],
[
31,
15,
16,
33,
17,
16
],
[
62.195122,
63.414634,
60.97561,
59.756098,
58.536585,
60.97561
],
[
0.140898,
0.706328,
0.086193,
0.686394,
0.125976,
1.064772
],
[
50786,
48581,
50786,
6916533,
114285,
6916533
],
[
-2003462,
-61257,
-2003462,
-1834802,
-1214172,
-1834802
],
[
93,
95,
90,
93,
95,
90
],
[
46,
50,
42,
49,
52,
47
],
[
169,
172,
167,
157,
155,
159
],
[
7626,
3898,
3728,
7626,
3898,
3728
],
[
443.624621,
443.624621,
567.124621,
443.624621,
443.624621,
567.124621
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-586358,
-320088,
-577968,
-500655,
-579050,
373755
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1558418400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759870767260,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 99,
"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) |
|---|