Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1822896.139 | 165491.3389 | -1988387.4778 | 2243828.7398 | -23216008.7831 | 25459837.5229 |
Total P&L (%) | -1822.8961 | 165.4913 | -1988.3875 | 2243.8287 | -23216.0088 | 25459.8375 |
Avg Daily Profit (%) | -0.9282 | 0.0843 | -1.0124 | 0.1607 | 0 | 0.2827 |
Buy And Hold Return (%) | 1746.2287 | 1746.2287 | 1746.2287 | 1746.2287 | 1746.2287 | 1746.2287 |
Max Trade Drawdown | -2182306 | -101909 | -2168747 | -27310431 | -24233456 | -19598932 |
Profit Factor | 0.2992 | 1.6567 | 0.1535 | 1.0317 | 0.3187 | 1.6921 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 24 | 25 | 47 | 22 | 25 |
Losing Trades | 30 | 15 | 15 | 32 | 17 | 15 |
Profitability (%) | 62.0253 | 61.5385 | 62.5 | 59.4937 | 56.4103 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1832 | 1.0355 | 0.0921 | 0.7024 | 0.2463 | 1.0153 |
Largest Winning Trade | 62096 | 48379 | 62096 | 53406195 | 5348145 | 53406195 |
Largest Losing Trade | -1862508 | -60459 | -1862508 | -16921609 | -9636539 | -16921609 |
Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Winners | 40 | 45 | 35 | 43 | 48 | 40 |
Avg Bars in Losers | 123 | 119 | 128 | 113 | 107 | 121 |
Bars Traded | 5701 | 2878 | 2823 | 5701 | 2878 | 2823 |
Profit Streak | 429.6645 | 429.6645 | 555.9978 | 429.6645 | 429.6645 | 555.9978 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608880 | -242106 | -577778 | -285216 | -579341 | 498204 |
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{ "first_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 1.19686 } }, "second_band": { "type": "pwma", "factors": { "length": 149, "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": [ [ -1822896.1389607247, 165491.3388711251, -1988387.4778318494, 2243828.739759785, -23216008.78313481, 25459837.522894602 ], [ -1822.896139, 165.491339, -1988.387478, 2243.82874, -23216.008783, 25459.837523 ], [ -0.928155, 0.084262, -1.012417, 0.160739, 0, 0.28266 ], [ 1746.22871, 1746.22871, 1746.22871, 1746.22871, 1746.22871, 1746.22871 ], [ -2182306, -101909, -2168747, -27310431, -24233456, -19598932 ], [ 0.299177, 1.656732, 0.153549, 1.031664, 0.318739, 1.6921 ], [ 79, 39, 40, 79, 39, 40 ], [ 49, 24, 25, 47, 22, 25 ], [ 30, 15, 15, 32, 17, 15 ], [ 62.025316, 61.538462, 62.5, 59.493671, 56.410256, 62.5 ], [ 0.18317, 1.035458, 0.09213, 0.702409, 0.246298, 1.01526 ], [ 62096, 48379, 62096, 53406195, 5348145, 53406195 ], [ -1862508, -60459, -1862508, -16921609, -9636539, -16921609 ], [ 72, 73, 70, 72, 73, 70 ], [ 40, 45, 35, 43, 48, 40 ], [ 123, 119, 128, 113, 107, 121 ], [ 5701, 2878, 2823, 5701, 2878, 2823 ], [ 429.664485, 429.664486, 555.997819, 429.664486, 429.664486, 555.997819 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -608880, -242106, -577778, -285216, -579341, 498204 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1560528000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759276611556, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 1.19686 } }, "second_band": { "type": "pwma", "factors": { "length": 149, "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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