Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1675522.4446 | 1755317.2775 | -79794.8328 | 393864.1704 | 346747.9563 | 47116.2141 |
Total P&L (%) | 1675.5224 | 1755.3173 | -79.7948 | 393.8642 | 346.748 | 47.1162 |
Avg Daily Profit (%) | 0.8536 | 0.8942 | -0.0406 | 0.0814 | 0.0763 | 0.0197 |
Buy And Hold Return (%) | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 |
Max Trade Drawdown | -168336 | -60839 | -148015 | -495473 | -293011 | -363439 |
Profit Factor | 3.0911 | 6.2087 | 0.8281 | 1.2063 | 1.3747 | 1.0479 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 41.4286 | 38.5714 | 44.2857 | 41.4286 | 38.5714 | 44.2857 |
Ratio Avg Win / Avg Loss | 4.3701 | 9.888 | 1.0418 | 1.7054 | 2.1893 | 1.3183 |
Largest Winning Trade | 1448623 | 1448623 | 66922 | 209497 | 209497 | 152023 |
Largest Losing Trade | -49248 | -49248 | -37596 | -203391 | -203391 | -169442 |
Avg Bars in Trades | 81 | 86 | 76 | 81 | 86 | 76 |
Avg Bars in Winners | 130 | 140 | 121 | 130 | 140 | 121 |
Avg Bars in Losers | 47 | 52 | 41 | 47 | 52 | 41 |
Bars Traded | 11406 | 6024 | 5382 | 11406 | 6024 | 5382 |
Profit Streak | 0 | 0 | 605.9557 | 0 | 0 | 605.9557 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354171 | -82781 | -674458 | -252400 | -354127 | -595558 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558425600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759748173189, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 73, "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": [ [ 1675522.4446465718, 1755317.277457313, -79794.8328107414, 393864.1703996645, 346747.9563068884, 47116.2140927761 ], [ 1675.522445, 1755.317277, -79.794833, 393.86417, 346.747956, 47.116214 ], [ 0.853552, 0.894201, -0.040649, 0.081393, 0.076281, 0.019668 ], [ 803.333333, 803.333333, 803.333333, 803.333333, 803.333333, 803.333333 ], [ -168336, -60839, -148015, -495473, -293011, -363439 ], [ 3.091069, 6.20874, 0.828133, 1.206285, 1.374691, 1.047887 ], [ 140, 70, 70, 140, 70, 70 ], [ 58, 27, 31, 58, 27, 31 ], [ 82, 43, 39, 82, 43, 39 ], [ 41.428571, 38.571429, 44.285714, 41.428571, 38.571429, 44.285714 ], [ 4.370131, 9.887993, 1.041844, 1.705437, 2.189322, 1.31831 ], [ 1448623, 1448623, 66922, 209497, 209497, 152023 ], [ -49248, -49248, -37596, -203391, -203391, -169442 ], [ 81, 86, 76, 81, 86, 76 ], [ 130, 140, 121, 130, 140, 121 ], [ 47, 52, 41, 47, 52, 41 ], [ 11406, 6024, 5382, 11406, 6024, 5382 ], [ 0, 0, 605.955708, 0, 0, 605.955708 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354171, -82781, -674458, -252400, -354127, -595558 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558425600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759748173189, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 73, "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) |
---|