Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1625513.9385 | 103863.1438 | -1729377.0823 | 751256.8497 | -8533899.1257 | 9285155.9754 |
Total P&L (%) | -1625.5139 | 103.8631 | -1729.3771 | 751.2569 | -8533.8991 | 9285.156 |
Avg Daily Profit (%) | -0.8277 | 0.0529 | -0.8805 | 0.1091 | 0 | 0.2315 |
Buy And Hold Return (%) | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 |
Max Trade Drawdown | -1804545 | -88292 | -1836928 | -11566639 | -8874015 | -6940158 |
Profit Factor | 0.2641 | 1.4321 | 0.1215 | 1.0322 | 0.3073 | 1.8452 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 43 | 22 | 21 | 41 | 20 | 21 |
Losing Trades | 24 | 11 | 13 | 26 | 13 | 13 |
Profitability (%) | 64.1791 | 66.6667 | 61.7647 | 61.194 | 60.6061 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1474 | 0.7161 | 0.0752 | 0.6546 | 0.1998 | 1.1423 |
Largest Winning Trade | 54579 | 54579 | 22517 | 17144364 | 844077 | 17144364 |
Largest Losing Trade | -1627223 | -65631 | -1627223 | -5999019 | -4092022 | -5999019 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 43 | 37 | 50 | 47 | 39 | 55 |
Avg Bars in Losers | 160 | 200 | 127 | 144 | 171 | 118 |
Bars Traded | 5726 | 3021 | 2705 | 5726 | 3021 | 2705 |
Profit Streak | 408.7484 | 0 | 485.7484 | 408.7484 | 0 | 485.7484 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699354 | -286713 | -578309 | -518400 | -579427 | 452781 |
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759571862570, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 141, "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": [ [ -1625513.9385313685, 103863.1437680113, -1729377.08229938, 751256.8497063406, -8533899.125684137, 9285155.975390479 ], [ -1625.513939, 103.863144, -1729.377082, 751.25685, -8533.899126, 9285.155975 ], [ -0.827655, 0.052883, -0.880538, 0.109099, 0, 0.231516 ], [ 1517.910448, 1517.910448, 1517.910448, 1517.910448, 1517.910448, 1517.910448 ], [ -1804545, -88292, -1836928, -11566639, -8874015, -6940158 ], [ 0.264092, 1.43213, 0.121477, 1.032235, 0.307317, 1.845213 ], [ 67, 33, 34, 67, 33, 34 ], [ 43, 22, 21, 41, 20, 21 ], [ 24, 11, 13, 26, 13, 13 ], [ 64.179104, 66.666667, 61.764706, 61.19403, 60.606061, 61.764706 ], [ 0.1474, 0.716065, 0.0752, 0.654588, 0.199756, 1.142274 ], [ 54579, 54579, 22517, 17144364, 844077, 17144364 ], [ -1627223, -65631, -1627223, -5999019, -4092022, -5999019 ], [ 85, 91, 79, 85, 91, 79 ], [ 43, 37, 50, 47, 39, 55 ], [ 160, 200, 127, 144, 171, 118 ], [ 5726, 3021, 2705, 5726, 3021, 2705 ], [ 408.748409, 0, 485.748409, 408.748409, 0, 485.748409 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -699354, -286713, -578309, -518400, -579427, 452781 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759571862570, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 141, "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) |
---|