Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355537.976 | 511420.8013 | -155882.8253 | 6016145.2162 | -1503048.3584 | 7519193.5746 |
Total P&L (%) | 355.538 | 511.4208 | -155.8828 | 6016.1452 | -1503.0484 | 7519.1936 |
Avg Daily Profit (%) | 0.181 | 0.2604 | -0.0794 | 0.2097 | 0 | 0.2209 |
Buy And Hold Return (%) | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 | 1534.6402 |
Max Trade Drawdown | -292244 | -70159 | -399082 | -8518371 | -8607367 | -2357270 |
Profit Factor | 1.4909 | 2.8687 | 0.6541 | 1.2188 | 0.9319 | 2.3856 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 71 | 36 | 35 | 71 | 33 | 38 |
Losing Trades | 22 | 10 | 12 | 22 | 13 | 9 |
Profitability (%) | 76.3441 | 78.2609 | 74.4681 | 76.3441 | 71.7391 | 80.8511 |
Ratio Avg Win / Avg Loss | 0.462 | 0.7969 | 0.2243 | 0.3777 | 0.3671 | 0.565 |
Largest Winning Trade | 55876 | 55876 | 24176 | 2105866 | 1506223 | 2105866 |
Largest Losing Trade | -179347 | -70159 | -179347 | -8168226 | -8168226 | -2357270 |
Avg Bars in Trades | 61 | 107 | 16 | 61 | 107 | 16 |
Avg Bars in Winners | 29 | 47 | 10 | 29 | 47 | 13 |
Avg Bars in Losers | 165 | 325 | 32 | 164 | 259 | 26 |
Bars Traded | 5715 | 4952 | 763 | 5715 | 4952 | 763 |
Profit Streak | 406.0285 | 0 | 591.0285 | 406.0285 | 0 | 591.0285 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154209 | -150787 | -575897 | 297890 | -577886 | 512674 |
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1559808000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759596063290, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 124, "offset": 147, "scalar": 4 } } }
{ "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": [ [ 355537.9759962679, 511420.8012657395, -155882.8252694712, 6016145.2161598075, -1503048.3584087854, 7519193.574568593 ], [ 355.537976, 511.420801, -155.882825, 6016.145216, -1503.048358, 7519.193575 ], [ 0.181027, 0.260398, -0.07937, 0.209665, 0, 0.220878 ], [ 1534.640241, 1534.640241, 1534.640241, 1534.640241, 1534.640241, 1534.640241 ], [ -292244, -70159, -399082, -8518371, -8607367, -2357270 ], [ 1.49085, 2.868712, 0.654097, 1.218845, 0.931877, 2.385592 ], [ 93, 46, 47, 93, 46, 47 ], [ 71, 36, 35, 71, 33, 38 ], [ 22, 10, 12, 22, 13, 9 ], [ 76.344086, 78.26087, 74.468085, 76.344086, 71.73913, 80.851064 ], [ 0.461954, 0.796865, 0.224262, 0.37767, 0.367103, 0.565009 ], [ 55876, 55876, 24176, 2105866, 1506223, 2105866 ], [ -179347, -70159, -179347, -8168226, -8168226, -2357270 ], [ 61, 107, 16, 61, 107, 16 ], [ 29, 47, 10, 29, 47, 13 ], [ 165, 325, 32, 164, 259, 26 ], [ 5715, 4952, 763, 5715, 4952, 763 ], [ 406.02851, 0, 591.02851, 406.02851, 0, 591.02851 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154209, -150787, -575897, 297890, -577886, 512674 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1559808000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759596063290, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 124, "offset": 147, "scalar": 4 } } }
# | 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) |
---|