Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5275412.4907 | 5458148.9447 | -182736.4539 | -37161.1467 | 150733.9111 | -187895.0578 |
Total P&L (%) | 5275.4125 | 5458.1489 | -182.7365 | -37.1611 | 150.7339 | -187.8951 |
Avg Daily Profit (%) | 2.6867 | 2.7798 | -0.0931 | -0.0237 | 0.0468 | 0 |
Buy And Hold Return (%) | 1543.1356 | 1543.1356 | 1543.1356 | 1543.1356 | 1543.1356 | 1543.1356 |
Max Trade Drawdown | -246563 | -87473 | -232879 | -305577 | -145818 | -220783 |
Profit Factor | 9.5981 | 19.5418 | 0.4275 | 0.9369 | 1.5414 | 0.3952 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 29.4118 | 38.2353 | 20.5882 | 29.4118 | 38.2353 | 20.5882 |
Ratio Avg Win / Avg Loss | 23.0355 | 31.5675 | 1.6489 | 2.2486 | 2.4899 | 1.5242 |
Largest Winning Trade | 5606385 | 5606385 | 48171 | 278523 | 278523 | 50014 |
Largest Losing Trade | -55697 | -53483 | -55697 | -68811 | -68811 | -45941 |
Avg Bars in Trades | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Winners | 237 | 191 | 322 | 237 | 191 | 322 |
Avg Bars in Losers | 57 | 54 | 60 | 57 | 54 | 60 |
Bars Traded | 7517 | 3618 | 3899 | 7517 | 3618 | 3899 |
Profit Streak | 0 | 0 | 563.99 | 0 | 0 | 563.99 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103554 | 582721 | -626693 | -702148 | -298071 | -626693 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560967200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760269537409, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 27, "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": [ [ 5275412.49073922, 5458148.944686811, -182736.4539475918, -37161.146745767, 150733.9110889369, -187895.0578347039 ], [ 5275.412491, 5458.148945, -182.736454, -37.161147, 150.733911, -187.895058 ], [ 2.686739, 2.779806, -0.093067, -0.023659, 0.046826, 0 ], [ 1543.135557, 1543.135557, 1543.135557, 1543.135557, 1543.135557, 1543.135557 ], [ -246563, -87473, -232879, -305577, -145818, -220783 ], [ 9.598123, 19.541793, 0.427488, 0.936917, 1.541374, 0.395161 ], [ 68, 34, 34, 68, 34, 34 ], [ 20, 13, 7, 20, 13, 7 ], [ 48, 21, 27, 48, 21, 27 ], [ 29.411765, 38.235294, 20.588235, 29.411765, 38.235294, 20.588235 ], [ 23.035496, 31.567512, 1.648884, 2.2486, 2.489912, 1.524193 ], [ 5606385, 5606385, 48171, 278523, 278523, 50014 ], [ -55697, -53483, -55697, -68811, -68811, -45941 ], [ 110, 106, 114, 110, 106, 114 ], [ 237, 191, 322, 237, 191, 322 ], [ 57, 54, 60, 57, 54, 60 ], [ 7517, 3618, 3899, 7517, 3618, 3899 ], [ 0, 0, 563.990016, 0, 0, 563.990016 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -103554, 582721, -626693, -702148, -298071, -626693 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560967200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760269537409, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 27, "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) |
---|