Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1706509.792 | 92820.5457 | -1799330.3377 | 559530.2661 | -8399789.6293 | 8959319.8954 |
Total P&L (%) | -1706.5098 | 92.8205 | -1799.3303 | 559.5303 | -8399.7896 | 8959.3199 |
Avg Daily Profit (%) | -0.8693 | 0.0473 | -0.9166 | 0.0961 | 0 | 0.2298 |
Buy And Hold Return (%) | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 |
Max Trade Drawdown | -1966781 | -102210 | -1930791 | -11611307 | -8999783 | -8125739 |
Profit Factor | 0.2784 | 1.3643 | 0.1473 | 1.0217 | 0.2082 | 1.5892 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 58 | 28 | 30 | 56 | 26 | 30 |
Losing Trades | 30 | 16 | 14 | 32 | 18 | 14 |
Profitability (%) | 65.9091 | 63.6364 | 68.1818 | 63.6364 | 59.0909 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.144 | 0.7796 | 0.0687 | 0.5838 | 0.1442 | 0.7416 |
Largest Winning Trade | 52849 | 44283 | 52849 | 21536952 | 498795 | 21536952 |
Largest Losing Trade | -1626112 | -58451 | -1626112 | -7526890 | -3421700 | -7526890 |
Avg Bars in Trades | 129 | 134 | 124 | 129 | 134 | 124 |
Avg Bars in Winners | 67 | 70 | 63 | 72 | 74 | 70 |
Avg Bars in Losers | 250 | 247 | 254 | 229 | 222 | 239 |
Bars Traded | 11408 | 5936 | 5472 | 11408 | 5936 | 5472 |
Profit Streak | 448.13 | 448.13 | 493.9634 | 448.13 | 448.13 | 493.9634 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576828 | -293939 | -577008 | -424674 | -578579 | 414917 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559793600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759993635126, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 3.7468 } }, "second_band": { "type": "wma", "factors": { "length": 243, "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": [ [ -1706509.7919843595, 92820.5457019506, -1799330.3376863098, 559530.2661146808, -8399789.629331578, 8959319.89544626 ], [ -1706.509792, 92.820546, -1799.330338, 559.530266, -8399.789629, 8959.319895 ], [ -0.869338, 0.047285, -0.916623, 0.096142, 0, 0.22983 ], [ 1513.78137, 1513.78137, 1513.78137, 1513.78137, 1513.78137, 1513.78137 ], [ -1966781, -102210, -1930791, -11611307, -8999783, -8125739 ], [ 0.278388, 1.364304, 0.147265, 1.021675, 0.208225, 1.589214 ], [ 88, 44, 44, 88, 44, 44 ], [ 58, 28, 30, 56, 26, 30 ], [ 30, 16, 14, 32, 18, 14 ], [ 65.909091, 63.636364, 68.181818, 63.636364, 59.090909, 68.181818 ], [ 0.143994, 0.779603, 0.068724, 0.583814, 0.144156, 0.741633 ], [ 52849, 44283, 52849, 21536952, 498795, 21536952 ], [ -1626112, -58451, -1626112, -7526890, -3421700, -7526890 ], [ 129, 134, 124, 129, 134, 124 ], [ 67, 70, 63, 72, 74, 70 ], [ 250, 247, 254, 229, 222, 239 ], [ 11408, 5936, 5472, 11408, 5936, 5472 ], [ 448.130036, 448.130036, 493.963369, 448.130036, 448.130036, 493.963369 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576828, -293939, -577008, -424674, -578579, 414917 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559793600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759993635126, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 3.7468 } }, "second_band": { "type": "wma", "factors": { "length": 243, "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) |
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