Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1543501.3402 | 124745.069 | -1668246.4092 | 1957729.4116 | -8519367.021 | 10477096.4325 |
Total P&L (%) | -1543.5013 | 124.7451 | -1668.2464 | 1957.7294 | -8519.367 | 10477.0964 |
Avg Daily Profit (%) | -0.7861 | 0.0635 | -0.8496 | 0.1541 | 0 | 0.2377 |
Buy And Hold Return (%) | 1494.1176 | 1494.1176 | 1494.1176 | 1494.1176 | 1494.1176 | 1494.1176 |
Max Trade Drawdown | -1838175 | -79073 | -1804468 | -11503628 | -9067705 | -8128852 |
Profit Factor | 0.2984 | 1.5333 | 0.1515 | 1.0668 | 0.3497 | 1.646 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 22 | 19 | 41 | 21 | 20 |
Losing Trades | 23 | 10 | 13 | 23 | 11 | 12 |
Profitability (%) | 64.0625 | 68.75 | 59.375 | 64.0625 | 65.625 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1674 | 0.697 | 0.1037 | 0.5984 | 0.1832 | 0.9876 |
Largest Winning Trade | 63623 | 45484 | 63623 | 21437664 | 1726277 | 21437664 |
Largest Losing Trade | -1467279 | -58594 | -1467279 | -8011211 | -5514823 | -8011211 |
Avg Bars in Trades | 119 | 124 | 113 | 119 | 124 | 113 |
Avg Bars in Winners | 73 | 81 | 63 | 78 | 84 | 71 |
Avg Bars in Losers | 200 | 217 | 187 | 191 | 199 | 183 |
Bars Traded | 7617 | 3975 | 3642 | 7617 | 3975 | 3642 |
Profit Streak | 431.8019 | 431.8019 | 555.3019 | 431.8019 | 431.8019 | 555.3019 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721116 | -271048 | -578260 | -350676 | -578199 | 418377 |
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{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.59491 } } }
{ "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": [ [ -1543501.3402370259, 124745.0689554103, -1668246.4091924354, 1957729.4115758715, -8519367.020970907, 10477096.432546778 ], [ -1543.50134, 124.745069, -1668.246409, 1957.729412, -8519.367021, 10477.096433 ], [ -0.786097, 0.063532, -0.849629, 0.154139, 0, 0.237678 ], [ 1494.117647, 1494.117647, 1494.117647, 1494.117647, 1494.117647, 1494.117647 ], [ -1838175, -79073, -1804468, -11503628, -9067705, -8128852 ], [ 0.298446, 1.533324, 0.151544, 1.066775, 0.349725, 1.646048 ], [ 64, 32, 32, 64, 32, 32 ], [ 41, 22, 19, 41, 21, 20 ], [ 23, 10, 13, 23, 11, 12 ], [ 64.0625, 68.75, 59.375, 64.0625, 65.625, 62.5 ], [ 0.167421, 0.696966, 0.103688, 0.598435, 0.183189, 0.987629 ], [ 63623, 45484, 63623, 21437664, 1726277, 21437664 ], [ -1467279, -58594, -1467279, -8011211, -5514823, -8011211 ], [ 119, 124, 113, 119, 124, 113 ], [ 73, 81, 63, 78, 84, 71 ], [ 200, 217, 187, 191, 199, 183 ], [ 7617, 3975, 3642, 7617, 3975, 3642 ], [ 431.801948, 431.801949, 555.301948, 431.801949, 431.801949, 555.301949 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -721116, -271048, -578260, -350676, -578199, 418377 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559066400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759022088361, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.59491 } } }
# | 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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