Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7167110.8345 | 22169.1174 | -7189279.9519 | -2543819.2769 | 6126786.7146 | -8670605.9915 |
Total P&L (%) | -7167.1108 | 22.1691 | -7189.28 | -2543.8193 | 6126.7867 | -8670.606 |
Avg Daily Profit (%) | -3.6511 | 0.0113 | -3.6624 | 0 | 0.2107 | 0 |
Buy And Hold Return (%) | 1370.5426 | 1370.5426 | 1370.5426 | 1370.5426 | 1370.5426 | 1370.5426 |
Max Trade Drawdown | -7321281 | -90618 | -7298830 | -18171764 | -5449398 | -13347227 |
Profit Factor | 0.0588 | 1.1278 | 0.0339 | 0.8998 | 1.7261 | 0.4886 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 15 | 14 | 33 | 16 | 17 |
Losing Trades | 31 | 15 | 16 | 27 | 14 | 13 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 55 | 53.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0629 | 1.1278 | 0.0387 | 0.7362 | 1.5104 | 0.3736 |
Largest Winning Trade | 44315 | 35614 | 44315 | 9755063 | 9755063 | 2727400 |
Largest Losing Trade | -7210889 | -54471 | -7210889 | -7918141 | -2292257 | -7918141 |
Avg Bars in Trades | 187 | 113 | 261 | 187 | 113 | 261 |
Avg Bars in Winners | 93 | 75 | 112 | 201 | 152 | 247 |
Avg Bars in Losers | 275 | 151 | 391 | 170 | 69 | 278 |
Bars Traded | 11251 | 3412 | 7839 | 11251 | 3412 | 7839 |
Profit Streak | 411.105 | 0 | 535.105 | 0 | 592.7717 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754340 | -423575 | -580786 | -753629 | 407331 | -579961 |
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{ "first_band": { "type": "kcu", "factors": { "length": 147, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 49, "offset": 208 } } }
{ "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": [ [ -7167110.834541489, 22169.1173912395, -7189279.951932729, -2543819.2769311345, 6126786.714585059, -8670605.991516193 ], [ -7167.110835, 22.169117, -7189.279952, -2543.819277, 6126.786715, -8670.605992 ], [ -3.651101, 0.011293, -3.662394, 0, 0.210688, 0 ], [ 1370.542636, 1370.542636, 1370.542636, 1370.542636, 1370.542636, 1370.542636 ], [ -7321281, -90618, -7298830, -18171764, -5449398, -13347227 ], [ 0.05882, 1.127751, 0.033892, 0.899813, 1.726133, 0.488551 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 15, 14, 33, 16, 17 ], [ 31, 15, 16, 27, 14, 13 ], [ 48.333333, 50, 46.666667, 55, 53.333333, 56.666667 ], [ 0.062876, 1.127751, 0.038734, 0.73621, 1.510366, 0.373598 ], [ 44315, 35614, 44315, 9755063, 9755063, 2727400 ], [ -7210889, -54471, -7210889, -7918141, -2292257, -7918141 ], [ 187, 113, 261, 187, 113, 261 ], [ 93, 75, 112, 201, 152, 247 ], [ 275, 151, 391, 170, 69, 278 ], [ 11251, 3412, 7839, 11251, 3412, 7839 ], [ 411.105041, 0, 535.105041, 0, 592.771708, 0 ], [ 1, 0, 3, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -754340, -423575, -580786, -753629, 407331, -579961 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559995200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758954675537, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 147, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 49, "offset": 208 } } }
# | 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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