Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1491230.8292 | 156551.2469 | -1647782.0761 | 393247.8862 | -14822685.212 | 15215933.0982 |
Total P&L (%) | -1491.2308 | 156.5512 | -1647.7821 | 393.2479 | -14822.6852 | 15215.9331 |
Avg Daily Profit (%) | -0.7595 | 0.0797 | -0.8392 | 0.0813 | 0 | 0.2566 |
Buy And Hold Return (%) | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 |
Max Trade Drawdown | -1788660 | -114022 | -1771108 | -21310244 | -15400987 | -11426677 |
Profit Factor | 0.3347 | 1.5888 | 0.1659 | 1.0114 | 0.1091 | 1.8502 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 25 | 25 | 48 | 23 | 25 |
Losing Trades | 30 | 15 | 15 | 32 | 17 | 15 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 60 | 57.5 | 62.5 |
Ratio Avg Win / Avg Loss | 0.2008 | 0.9533 | 0.0995 | 0.6743 | 0.0806 | 1.1101 |
Largest Winning Trade | 66119 | 66119 | 64632 | 31281527 | 378463 | 31281527 |
Largest Losing Trade | -1518965 | -60935 | -1518965 | -9676939 | -8228408 | -9676939 |
Avg Bars in Trades | 95 | 97 | 92 | 95 | 97 | 92 |
Avg Bars in Winners | 49 | 51 | 47 | 53 | 54 | 52 |
Avg Bars in Losers | 171 | 175 | 167 | 157 | 157 | 158 |
Bars Traded | 7617 | 3919 | 3698 | 7617 | 3919 | 3698 |
Profit Streak | 447.4629 | 447.4629 | 567.9629 | 447.4629 | 447.4629 | 567.9629 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601319 | -249860 | -577778 | -480707 | -579192 | 501147 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558850400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759986393499, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 1.43097 } } }
{ "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": [ [ -1491230.829220159, 156551.2469091481, -1647782.076129307, 393247.8861692633, -14822685.212029234, 15215933.098198498 ], [ -1491.230829, 156.551247, -1647.782076, 393.247886, -14822.685212, 15215.933098 ], [ -0.759476, 0.079731, -0.839207, 0.081308, 0, 0.256579 ], [ 1386.09479, 1386.09479, 1386.09479, 1386.09479, 1386.09479, 1386.09479 ], [ -1788660, -114022, -1771108, -21310244, -15400987, -11426677 ], [ 0.334701, 1.588751, 0.165908, 1.011387, 0.10908, 1.850183 ], [ 80, 40, 40, 80, 40, 40 ], [ 50, 25, 25, 48, 23, 25 ], [ 30, 15, 15, 32, 17, 15 ], [ 62.5, 62.5, 62.5, 60, 57.5, 62.5 ], [ 0.20082, 0.953251, 0.099545, 0.674258, 0.080624, 1.11011 ], [ 66119, 66119, 64632, 31281527, 378463, 31281527 ], [ -1518965, -60935, -1518965, -9676939, -8228408, -9676939 ], [ 95, 97, 92, 95, 97, 92 ], [ 49, 51, 47, 53, 54, 52 ], [ 171, 175, 167, 157, 157, 158 ], [ 7617, 3919, 3698, 7617, 3919, 3698 ], [ 447.462888, 447.462888, 567.962888, 447.462888, 447.462888, 567.962888 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -601319, -249860, -577778, -480707, -579192, 501147 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558850400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759986393499, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 1.43097 } } }
# | 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) |
---|