Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -138777.9419 | 346298.6256 | -485076.5675 | 657553.0904 | -5829431.5326 | 6486984.6231 |
Total P&L (%) | -138.7779 | 346.2986 | -485.0766 | 657.5531 | -5829.4315 | 6486.9846 |
Avg Daily Profit (%) | -0.0707 | 0.1763 | -0.247 | 0.1032 | 0 | 0.2135 |
Buy And Hold Return (%) | 1493.4481 | 1493.4481 | 1493.4481 | 1493.4481 | 1493.4481 | 1493.4481 |
Max Trade Drawdown | -575714 | -70552 | -676121 | -7270868 | -7025327 | -4154781 |
Profit Factor | 0.8689 | 2.4962 | 0.4133 | 1.0404 | 0.2904 | 1.806 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 24 | 24 | 48 | 22 | 26 |
Losing Trades | 34 | 17 | 17 | 34 | 19 | 15 |
Profitability (%) | 58.5366 | 58.5366 | 58.5366 | 58.5366 | 53.6585 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.6154 | 1.7682 | 0.2927 | 0.737 | 0.2508 | 1.0419 |
Largest Winning Trade | 117600 | 117600 | 55807 | 12193355 | 296943 | 12193355 |
Largest Losing Trade | -320970 | -42602 | -320970 | -3765436 | -2819875 | -3765436 |
Avg Bars in Trades | 66 | 51 | 82 | 66 | 51 | 82 |
Avg Bars in Winners | 63 | 47 | 79 | 64 | 47 | 79 |
Avg Bars in Losers | 71 | 56 | 86 | 70 | 56 | 87 |
Bars Traded | 5481 | 2101 | 3380 | 5481 | 2101 | 3380 |
Profit Streak | 454.6279 | 454.6279 | 570.2946 | 454.6279 | 454.6279 | 570.2946 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586833 | -151874 | -578284 | -404403 | -579683 | 420342 |
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{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 44 } } }
{ "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": [ [ -138777.9418820728, 346298.6255856238, -485076.5674676964, 657553.0904493775, -5829431.532632182, 6486984.623081561 ], [ -138.777942, 346.298626, -485.076567, 657.55309, -5829.431533, 6486.984623 ], [ -0.070661, 0.176323, -0.246984, 0.103155, 0, 0.21345 ], [ 1493.448131, 1493.448131, 1493.448131, 1493.448131, 1493.448131, 1493.448131 ], [ -575714, -70552, -676121, -7270868, -7025327, -4154781 ], [ 0.868851, 2.496248, 0.413253, 1.04043, 0.290439, 1.806007 ], [ 82, 41, 41, 82, 41, 41 ], [ 48, 24, 24, 48, 22, 26 ], [ 34, 17, 17, 34, 19, 15 ], [ 58.536585, 58.536585, 58.536585, 58.536585, 53.658537, 63.414634 ], [ 0.615436, 1.768175, 0.292721, 0.736972, 0.250834, 1.041927 ], [ 117600, 117600, 55807, 12193355, 296943, 12193355 ], [ -320970, -42602, -320970, -3765436, -2819875, -3765436 ], [ 66, 51, 82, 66, 51, 82 ], [ 63, 47, 79, 64, 47, 79 ], [ 71, 56, 86, 70, 56, 87 ], [ 5481, 2101, 3380, 5481, 2101, 3380 ], [ 454.627936, 454.627936, 570.294603, 454.627936, 454.627936, 570.294603 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -586833, -151874, -578284, -404403, -579683, 420342 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1561881600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758927853704, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 44 } } }
# | 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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