Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1952649.2096 | 78176.4771 | -2030825.6866 | 656957.8775 | -25240827.9148 | 25897785.7923 |
Total P&L (%) | -1952.6492 | 78.1765 | -2030.8257 | 656.9579 | -25240.8279 | 25897.7858 |
Avg Daily Profit (%) | -0.9947 | 0.0398 | -1.0346 | 0.1032 | 0 | 0.2837 |
Buy And Hold Return (%) | 2752.6316 | 2752.6316 | 2752.6316 | 2752.6316 | 2752.6316 | 2752.6316 |
Max Trade Drawdown | -2241703 | -134525 | -2206450 | -35817880 | -26217511 | -18349530 |
Profit Factor | 0.3186 | 1.2228 | 0.1924 | 1.009 | 0.2596 | 1.6603 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 105 | 50 | 55 | 103 | 48 | 55 |
Losing Trades | 71 | 38 | 33 | 73 | 40 | 33 |
Profitability (%) | 59.6591 | 56.8182 | 62.5 | 58.5227 | 54.5455 | 62.5 |
Ratio Avg Win / Avg Loss | 0.2154 | 0.9293 | 0.1155 | 0.7151 | 0.2164 | 0.9962 |
Largest Winning Trade | 50389 | 31264 | 50389 | 47133205 | 1371632 | 47133205 |
Largest Losing Trade | -1747817 | -64367 | -1747817 | -10089694 | -10004484 | -10089694 |
Avg Bars in Trades | 64 | 63 | 66 | 64 | 63 | 66 |
Avg Bars in Winners | 36 | 42 | 32 | 38 | 42 | 35 |
Avg Bars in Losers | 106 | 90 | 124 | 101 | 88 | 118 |
Bars Traded | 11417 | 5556 | 5861 | 11417 | 5556 | 5861 |
Profit Streak | 410.1992 | 0 | 439.1992 | 410.1992 | 0 | 439.1992 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578018 | -306973 | -578613 | -430334 | -580507 | 406227 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558065600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759668414703, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -1952649.209566466, 78176.4770817498, -2030825.6866482163, 656957.8774504801, -25240827.914823655, 25897785.792274117 ], [ -1952.64921, 78.176477, -2030.825687, 656.957877, -25240.827915, 25897.785792 ], [ -0.994727, 0.039825, -1.034552, 0.103168, 0, 0.283672 ], [ 2752.631579, 2752.631579, 2752.631579, 2752.631579, 2752.631579, 2752.631579 ], [ -2241703, -134525, -2206450, -35817880, -26217511, -18349530 ], [ 0.318608, 1.222777, 0.192436, 1.008961, 0.259643, 1.66033 ], [ 176, 88, 88, 176, 88, 88 ], [ 105, 50, 55, 103, 48, 55 ], [ 71, 38, 33, 73, 40, 33 ], [ 59.659091, 56.818182, 62.5, 58.522727, 54.545455, 62.5 ], [ 0.215439, 0.929311, 0.115462, 0.715089, 0.21637, 0.996198 ], [ 50389, 31264, 50389, 47133205, 1371632, 47133205 ], [ -1747817, -64367, -1747817, -10089694, -10004484, -10089694 ], [ 64, 63, 66, 64, 63, 66 ], [ 36, 42, 32, 38, 42, 35 ], [ 106, 90, 124, 101, 88, 118 ], [ 11417, 5556, 5861, 11417, 5556, 5861 ], [ 410.199244, 0, 439.199244, 410.199244, 0, 439.199244 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578018, -306973, -578613, -430334, -580507, 406227 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558065600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759668414703, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 5 } } }
# | 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) |
---|