Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1786881.8536 | 92137.5285 | -1879019.3822 | 756269.0985 | -8104948.3925 | 8861217.4909 |
Total P&L (%) | -1786.8819 | 92.1375 | -1879.0194 | 756.2691 | -8104.9484 | 8861.2175 |
Avg Daily Profit (%) | -0.9103 | 0.0469 | -0.9572 | 0.1095 | 0 | 0.2293 |
Buy And Hold Return (%) | 1650.8076 | 1650.8076 | 1650.8076 | 1650.8076 | 1650.8076 | 1650.8076 |
Max Trade Drawdown | -1960511 | -92902 | -1994451 | -9566511 | -8268783 | -5291327 |
Profit Factor | 0.3131 | 1.2836 | 0.1745 | 1.0231 | 0.485 | 1.5211 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 128 | 63 | 65 | 120 | 58 | 62 |
Losing Trades | 40 | 21 | 19 | 48 | 26 | 22 |
Profitability (%) | 76.1905 | 75 | 77.381 | 71.4286 | 69.0476 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.0978 | 0.4279 | 0.051 | 0.4092 | 0.2174 | 0.5397 |
Largest Winning Trade | 34684 | 34684 | 25657 | 16672217 | 1073207 | 16672217 |
Largest Losing Trade | -1651429 | -59272 | -1651429 | -5704538 | -5704538 | -2805491 |
Avg Bars in Trades | 67 | 71 | 64 | 67 | 71 | 64 |
Avg Bars in Winners | 22 | 24 | 21 | 25 | 25 | 25 |
Avg Bars in Losers | 211 | 211 | 211 | 173 | 172 | 173 |
Bars Traded | 11406 | 5994 | 5412 | 11406 | 5994 | 5412 |
Profit Streak | 409.3743 | 0 | 565.041 | 409.3743 | 0 | 565.041 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575917 | -294495 | -575895 | -404772 | -578360 | 409945 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559750400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759611542627, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 240, "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": [ [ -1786881.8536406192, 92137.5285450536, -1879019.3821856736, 756269.0984581974, -8104948.392464205, 8861217.490922393 ], [ -1786.881854, 92.137529, -1879.019382, 756.269098, -8104.948392, 8861.217491 ], [ -0.910281, 0.046937, -0.957218, 0.109454, 0, 0.229274 ], [ 1650.807568, 1650.807568, 1650.807568, 1650.807568, 1650.807568, 1650.807568 ], [ -1960511, -92902, -1994451, -9566511, -8268783, -5291327 ], [ 0.313067, 1.283583, 0.174545, 1.023097, 0.484976, 1.521052 ], [ 168, 84, 84, 168, 84, 84 ], [ 128, 63, 65, 120, 58, 62 ], [ 40, 21, 19, 48, 26, 22 ], [ 76.190476, 75, 77.380952, 71.428571, 69.047619, 73.809524 ], [ 0.097834, 0.427861, 0.051021, 0.409239, 0.217403, 0.539728 ], [ 34684, 34684, 25657, 16672217, 1073207, 16672217 ], [ -1651429, -59272, -1651429, -5704538, -5704538, -2805491 ], [ 67, 71, 64, 67, 71, 64 ], [ 22, 24, 21, 25, 25, 25 ], [ 211, 211, 211, 173, 172, 173 ], [ 11406, 5994, 5412, 11406, 5994, 5412 ], [ 409.374336, 0, 565.041003, 409.374336, 0, 565.041003 ], [ 1, 0, 6, 1, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575917, -294495, -575895, -404772, -578360, 409945 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559750400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759611542627, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 240, "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) |
---|