Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12758.9922 | 525903.3613 | -513144.3691 | 2321788.721 | -6737602.9773 | 9059391.6983 |
Total P&L (%) | 12.759 | 525.9034 | -513.1444 | 2321.7887 | -6737.603 | 9059.3917 |
Avg Daily Profit (%) | 0.0065 | 0.2678 | -0.2613 | 0.1624 | 0 | 0.2303 |
Buy And Hold Return (%) | 2564.3258 | 2564.3258 | 2564.3258 | 2564.3258 | 2564.3258 | 2564.3258 |
Max Trade Drawdown | -591033 | -111077 | -724517 | -10719009 | -9025286 | -5313359 |
Profit Factor | 1.0098 | 2.5798 | 0.4711 | 1.0908 | 0.4906 | 1.7338 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 55 | 28 | 27 | 49 | 24 | 25 |
Losing Trades | 41 | 20 | 21 | 47 | 24 | 23 |
Profitability (%) | 57.2917 | 58.3333 | 56.25 | 51.0417 | 50 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.7528 | 1.8427 | 0.3664 | 1.0463 | 0.4906 | 1.5951 |
Largest Winning Trade | 96249 | 96249 | 70767 | 16474416 | 1728084 | 16474416 |
Largest Losing Trade | -309542 | -44335 | -309542 | -4705063 | -4705063 | -1953475 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 37 | 37 | 37 | 40 | 40 | 41 |
Avg Bars in Losers | 39 | 35 | 42 | 35 | 33 | 37 |
Bars Traded | 3667 | 1773 | 1894 | 3667 | 1773 | 1894 |
Profit Streak | 460.9682 | 460.9682 | 537.9682 | 460.9682 | 460.9682 | 537.9682 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -558806 | -150488 | -578544 | -276993 | -580104 | 383011 |
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759360450029, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "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": [ [ 12758.992180505, 525903.3612531275, -513144.369072623, 2321788.7209886946, -6737602.977321791, 9059391.698310487 ], [ 12.758992, 525.903361, -513.144369, 2321.788721, -6737.602977, 9059.391698 ], [ 0.006496, 0.267772, -0.261275, 0.162407, 0, 0.230273 ], [ 2564.325843, 2564.325843, 2564.325843, 2564.325843, 2564.325843, 2564.325843 ], [ -591033, -111077, -724517, -10719009, -9025286, -5313359 ], [ 1.009792, 2.579784, 0.471054, 1.090788, 0.490639, 1.733788 ], [ 96, 48, 48, 96, 48, 48 ], [ 55, 28, 27, 49, 24, 25 ], [ 41, 20, 21, 47, 24, 23 ], [ 57.291667, 58.333333, 56.25, 51.041667, 50, 52.083333 ], [ 0.752754, 1.842703, 0.366375, 1.046266, 0.490639, 1.595085 ], [ 96249, 96249, 70767, 16474416, 1728084, 16474416 ], [ -309542, -44335, -309542, -4705063, -4705063, -1953475 ], [ 38, 36, 39, 38, 36, 39 ], [ 37, 37, 37, 40, 40, 41 ], [ 39, 35, 42, 35, 33, 37 ], [ 3667, 1773, 1894, 3667, 1773, 1894 ], [ 460.968172, 460.968172, 537.968172, 460.968172, 460.968172, 537.968172 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -558806, -150488, -578544, -276993, -580104, 383011 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759360450029, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "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) |
---|