| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1269260.1357 | 182425.9881 | -1451686.1238 | 737481.4486 | -4013636.6528 | 4751118.1014 |
| Total P&L (%) | -1269.2601 | 182.426 | -1451.6861 | 737.4814 | -4013.6367 | 4751.1181 |
| Avg Daily Profit (%) | -0.6464 | 0.0929 | -0.7393 | 0.1083 | 0 | 0.1979 |
| Buy And Hold Return (%) | 1585.4731 | 1585.4731 | 1585.4731 | 1585.4731 | 1585.4731 | 1585.4731 |
| Max Trade Drawdown | -1560587 | -78790 | -1602062 | -6754003 | -4391331 | -4226612 |
| Profit Factor | 0.3693 | 1.7544 | 0.1802 | 1.0624 | 0.2674 | 1.7488 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 43 | 24 | 19 | 41 | 22 | 19 |
| Losing Trades | 29 | 12 | 17 | 31 | 14 | 17 |
| Profitability (%) | 59.7222 | 66.6667 | 52.7778 | 56.9444 | 61.1111 | 52.7778 |
| Ratio Avg Win / Avg Loss | 0.2491 | 0.8772 | 0.1612 | 0.8033 | 0.1702 | 1.5647 |
| Largest Winning Trade | 62656 | 60774 | 62656 | 9641165 | 377755 | 9641165 |
| Largest Losing Trade | -1350698 | -59970 | -1350698 | -3650910 | -2103126 | -3650910 |
| Avg Bars in Trades | 105 | 110 | 100 | 105 | 110 | 100 |
| Avg Bars in Winners | 61 | 74 | 44 | 66 | 78 | 53 |
| Avg Bars in Losers | 171 | 182 | 164 | 157 | 160 | 154 |
| Bars Traded | 7606 | 3971 | 3635 | 7606 | 3971 | 3635 |
| Profit Streak | 436.912 | 436.912 | 562.162 | 436.912 | 436.912 | 562.162 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -661678 | -231413 | -579085 | -448619 | -578754 | 356878 |
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1559131200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759463597516,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 132,
"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": [
[
-1269260.135668807,
182425.9881426047,
-1451686.1238114114,
737481.4486362161,
-4013636.652792683,
4751118.101428899
],
[
-1269.260136,
182.425988,
-1451.686124,
737.481449,
-4013.636653,
4751.118101
],
[
-0.646427,
0.092909,
-0.739336,
0.108295,
0,
0.197893
],
[
1585.473123,
1585.473123,
1585.473123,
1585.473123,
1585.473123,
1585.473123
],
[
-1560587,
-78790,
-1602062,
-6754003,
-4391331,
-4226612
],
[
0.36933,
1.754374,
0.180179,
1.062372,
0.267407,
1.748779
],
[
72,
36,
36,
72,
36,
36
],
[
43,
24,
19,
41,
22,
19
],
[
29,
12,
17,
31,
14,
17
],
[
59.722222,
66.666667,
52.777778,
56.944444,
61.111111,
52.777778
],
[
0.249083,
0.877187,
0.161212,
0.803257,
0.170168,
1.564697
],
[
62656,
60774,
62656,
9641165,
377755,
9641165
],
[
-1350698,
-59970,
-1350698,
-3650910,
-2103126,
-3650910
],
[
105,
110,
100,
105,
110,
100
],
[
61,
74,
44,
66,
78,
53
],
[
171,
182,
164,
157,
160,
154
],
[
7606,
3971,
3635,
7606,
3971,
3635
],
[
436.912008,
436.912008,
562.162008,
436.912008,
436.912008,
562.162008
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-661678,
-231413,
-579085,
-448619,
-578754,
356878
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1559131200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759463597516,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 132,
"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) |
|---|