Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37456.7136 | -9870.6859 | 47327.3995 | 31030.2663 | -12913.7292 | 43943.9955 |
Total P&L (%) | 37.4567 | -9.8707 | 47.3274 | 31.0303 | -12.9137 | 43.944 |
Avg Daily Profit (%) | 0.2651 | -0.0699 | 0.3349 | 0.1914 | -0.0978 | 0.2581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50555 | -38764 | -14856 | -50590 | -39741 | -13831 |
Profit Factor | 1.2799 | 0.8643 | 1.7751 | 1.2324 | 0.8248 | 1.7349 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 60 | 57.7778 | 62.2222 | 60 | 57.7778 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.8533 | 0.6316 | 1.0777 | 0.8216 | 0.6027 | 1.0533 |
Largest Winning Trade | 22384 | 12932 | 22384 | 17554 | 12858 | 17554 |
Largest Losing Trade | -12583 | -12583 | -8438 | -13501 | -13501 | -8225 |
Avg Bars in Trades | 71 | 69 | 72 | 71 | 69 | 72 |
Avg Bars in Winners | 68 | 67 | 68 | 68 | 67 | 68 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 6406 | 3131 | 3274 | 6406 | 3131 | 3274 |
Profit Streak | 0 | 0 | 416.2068 | 0 | 0 | 416.2068 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 136302 | -581477 | 370714 | 82639 | -581477 | 333459 |
{ "trading_pair": "MATIC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 6783, "evaluation_days": 141.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713949200000, "last_datapoint_time": 1725935400000, "evaluation_time": 1760128065775, "expiration_time": 1728527400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 87, "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": [ [ 37456.7135540569, -9870.6859021998, 47327.3994562567, 31030.2662765289, -12913.7291889864, 43943.9954655153 ], [ 37.456714, -9.870686, 47.327399, 31.030266, -12.913729, 43.943995 ], [ 0.265068, -0.069851, 0.334919, 0.191435, -0.097802, 0.258102 ], [ 10, 10, 10, 10, 10, 10 ], [ -50555, -38764, -14856, -50590, -39741, -13831 ], [ 1.279906, 0.864338, 1.775101, 1.23244, 0.824786, 1.73491 ], [ 90, 45, 45, 90, 45, 45 ], [ 54, 26, 28, 54, 26, 28 ], [ 36, 19, 17, 36, 19, 17 ], [ 60, 57.777778, 62.222222, 60, 57.777778, 62.222222 ], [ 0.853271, 0.631632, 1.07774, 0.821627, 0.602728, 1.053338 ], [ 22384, 12932, 22384, 17554, 12858, 17554 ], [ -12583, -12583, -8438, -13501, -13501, -8225 ], [ 71, 69, 72, 71, 69, 72 ], [ 68, 67, 68, 68, 67, 68 ], [ 75, 72, 79, 75, 72, 79 ], [ 6406, 3131, 3274, 6406, 3131, 3274 ], [ 0, 0, 416.20678, 0, 0, 416.20678 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 136302, -581477, 370714, 82639, -581477, 333459 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 6783, "evaluation_days": 141.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713949200000, "last_datapoint_time": 1725935400000, "evaluation_time": 1760128065775, "expiration_time": 1728527400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 87, "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) |
---|