Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2201985.7305 | 2157147.6714 | 44838.0591 | 6502808.7078 | 4525008.2083 | 1977800.4996 |
Total P&L (%) | 2201.9857 | 2157.1477 | 44.8381 | 6502.8087 | 4525.0082 | 1977.8005 |
Avg Daily Profit (%) | 1.1217 | 1.0989 | 0.0228 | 0.2137 | 0.1955 | 0.1547 |
Buy And Hold Return (%) | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 |
Max Trade Drawdown | -134317 | -69642 | -77359 | -10901367 | -6896295 | -8590207 |
Profit Factor | 5.0476 | 9.0512 | 1.1624 | 1.2147 | 1.2868 | 1.1363 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 39.7727 | 31.8182 | 47.7273 | 39.7727 | 31.8182 | 47.7273 |
Ratio Avg Win / Avg Loss | 7.6435 | 19.3953 | 1.2731 | 1.8394 | 2.7573 | 1.2446 |
Largest Winning Trade | 1649925 | 1649925 | 58915 | 4518932 | 4518932 | 3661210 |
Largest Losing Trade | -30007 | -23036 | -30007 | -2981796 | -2101923 | -2981796 |
Avg Bars in Trades | 130 | 135 | 126 | 130 | 135 | 126 |
Avg Bars in Winners | 215 | 257 | 186 | 215 | 257 | 186 |
Avg Bars in Losers | 75 | 78 | 71 | 75 | 78 | 71 |
Bars Traded | 11519 | 5956 | 5563 | 11519 | 5956 | 5563 |
Profit Streak | 0 | 0 | 497.2903 | 0 | 0 | 497.2903 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356939 | 254410 | -369877 | 149102 | -223 | -71670 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558368000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759316281747, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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": [ [ 2201985.730468429, 2157147.671378348, 44838.0590900817, 6502808.7078370685, 4525008.2082563555, 1977800.4995807104 ], [ 2201.98573, 2157.147671, 44.838059, 6502.808708, 4525.008208, 1977.8005 ], [ 1.121745, 1.098904, 0.022842, 0.213681, 0.195507, 0.154673 ], [ 1164.666667, 1164.666667, 1164.666667, 1164.666667, 1164.666667, 1164.666667 ], [ -134317, -69642, -77359, -10901367, -6896295, -8590207 ], [ 5.047606, 9.051161, 1.162403, 1.214712, 1.28676, 1.136339 ], [ 88, 44, 44, 88, 44, 44 ], [ 35, 14, 21, 35, 14, 21 ], [ 53, 30, 23, 53, 30, 23 ], [ 39.772727, 31.818182, 47.727273, 39.772727, 31.818182, 47.727273 ], [ 7.643517, 19.395346, 1.273108, 1.83942, 2.757342, 1.244562 ], [ 1649925, 1649925, 58915, 4518932, 4518932, 3661210 ], [ -30007, -23036, -30007, -2981796, -2101923, -2981796 ], [ 130, 135, 126, 130, 135, 126 ], [ 215, 257, 186, 215, 257, 186 ], [ 75, 78, 71, 75, 78, 71 ], [ 11519, 5956, 5563, 11519, 5956, 5563 ], [ 0, 0, 497.290298, 0, 0, 497.290298 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356939, 254410, -369877, 149102, -223, -71670 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558368000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759316281747, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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) |
---|