| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1208543.0134 | 201191.1939 | -1409734.2074 | 7786522.32 | -12669895.9471 | 20456418.2671 |
| Total P&L (%) | -1208.543 | 201.1912 | -1409.7342 | 7786.5223 | -12669.8959 | 20456.4183 |
| Avg Daily Profit (%) | -0.6155 | 0.1025 | -0.718 | 0.2227 | 0 | 0.2716 |
| Buy And Hold Return (%) | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 | 1833.7411 |
| Max Trade Drawdown | -1498565 | -81949 | -1540559 | -40440461 | -33579358 | -13310879 |
| Profit Factor | 0.3486 | 1.8849 | 0.134 | 1.09 | 0.7772 | 1.6892 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 45 | 23 | 22 | 45 | 22 | 23 |
| Losing Trades | 22 | 10 | 12 | 22 | 11 | 11 |
| Profitability (%) | 67.1642 | 69.697 | 64.7059 | 67.1642 | 66.6667 | 67.6471 |
| Ratio Avg Win / Avg Loss | 0.1704 | 0.8195 | 0.0731 | 0.5329 | 0.3886 | 0.8079 |
| Largest Winning Trade | 44525 | 44525 | 23352 | 28631028 | 8276756 | 28631028 |
| Largest Losing Trade | -1340159 | -61805 | -1340159 | -29082712 | -29082712 | -10872978 |
| Avg Bars in Trades | 112 | 171 | 55 | 112 | 171 | 55 |
| Avg Bars in Winners | 53 | 78 | 28 | 55 | 80 | 31 |
| Avg Bars in Losers | 232 | 386 | 104 | 229 | 353 | 104 |
| Bars Traded | 7537 | 5662 | 1875 | 7537 | 5662 | 1875 |
| Profit Streak | 404.2703 | 0 | 563.7703 | 404.2703 | 0 | 563.7703 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -698967 | -218633 | -578305 | -235177 | -578642 | 429351 |
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561442400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759451353158,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 239,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-1208543.0134345088,
201191.1939282934,
-1409734.2073628027,
7786522.320048015,
-12669895.94705784,
20456418.267105855
],
[
-1208.543013,
201.191194,
-1409.734207,
7786.52232,
-12669.895947,
20456.418267
],
[
-0.615504,
0.102466,
-0.71797,
0.222694,
0,
0.271606
],
[
1833.741081,
1833.741081,
1833.741081,
1833.741081,
1833.741081,
1833.741081
],
[
-1498565,
-81949,
-1540559,
-40440461,
-33579358,
-13310879
],
[
0.34857,
1.884917,
0.133996,
1.089979,
0.777162,
1.689231
],
[
67,
33,
34,
67,
33,
34
],
[
45,
23,
22,
45,
22,
23
],
[
22,
10,
12,
22,
11,
11
],
[
67.164179,
69.69697,
64.705882,
67.164179,
66.666667,
67.647059
],
[
0.170412,
0.819529,
0.073089,
0.532879,
0.388581,
0.807893
],
[
44525,
44525,
23352,
28631028,
8276756,
28631028
],
[
-1340159,
-61805,
-1340159,
-29082712,
-29082712,
-10872978
],
[
112,
171,
55,
112,
171,
55
],
[
53,
78,
28,
55,
80,
31
],
[
232,
386,
104,
229,
353,
104
],
[
7537,
5662,
1875,
7537,
5662,
1875
],
[
404.270291,
0,
563.770291,
404.270291,
0,
563.770291
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-698967,
-218633,
-578305,
-235177,
-578642,
429351
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561442400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759451353158,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 239,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|