Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6803879.5836 | 6867104.3989 | -63224.8153 | 644866.0907 | 757561.3292 | -112695.2385 |
Total P&L (%) | 6803.8796 | 6867.1044 | -63.2248 | 644.8661 | 757.5613 | -112.6952 |
Avg Daily Profit (%) | 3.4652 | 3.4974 | -0.0322 | 0.1023 | 0.1095 | 0 |
Buy And Hold Return (%) | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 |
Max Trade Drawdown | -191107 | -70901 | -141606 | -686272 | -382959 | -527096 |
Profit Factor | 15.1318 | 31.4623 | 0.7531 | 1.2665 | 1.6248 | 0.9067 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 37.8049 | 39.0244 | 36.5854 | 37.8049 | 39.0244 | 36.5854 |
Ratio Avg Win / Avg Loss | 24.8943 | 49.1598 | 1.3053 | 2.0836 | 2.5387 | 1.5715 |
Largest Winning Trade | 6929053 | 6929053 | 52099 | 1009744 | 1009744 | 390620 |
Largest Losing Trade | -49851 | -49851 | -42347 | -210290 | -179548 | -210290 |
Avg Bars in Trades | 91 | 103 | 79 | 91 | 103 | 79 |
Avg Bars in Winners | 157 | 166 | 147 | 157 | 166 | 147 |
Avg Bars in Losers | 51 | 63 | 40 | 51 | 63 | 40 |
Bars Traded | 7498 | 4246 | 3252 | 7498 | 4246 | 3252 |
Profit Streak | 0 | 0 | 567.8472 | 0 | 0 | 567.8472 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302736 | 639332 | -583333 | -234270 | -213319 | -582222 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1561161600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760365195698, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 6803879.583607536, 6867104.398924964, -63224.8153174313, 644866.0906751489, 757561.3292213224, -112695.2385461732 ], [ 6803.879584, 6867.104399, -63.224815, 644.866091, 757.561329, -112.695239 ], [ 3.465179, 3.497379, -0.0322, 0.10232, 0.109503, 0 ], [ 1634.796525, 1634.796525, 1634.796525, 1634.796525, 1634.796525, 1634.796525 ], [ -191107, -70901, -141606, -686272, -382959, -527096 ], [ 15.131843, 31.462269, 0.753055, 1.266501, 1.624783, 0.90665 ], [ 82, 41, 41, 82, 41, 41 ], [ 31, 16, 15, 31, 16, 15 ], [ 51, 25, 26, 51, 25, 26 ], [ 37.804878, 39.02439, 36.585366, 37.804878, 39.02439, 36.585366 ], [ 24.894322, 49.159795, 1.305295, 2.083598, 2.538723, 1.571527 ], [ 6929053, 6929053, 52099, 1009744, 1009744, 390620 ], [ -49851, -49851, -42347, -210290, -179548, -210290 ], [ 91, 103, 79, 91, 103, 79 ], [ 157, 166, 147, 157, 166, 147 ], [ 51, 63, 40, 51, 63, 40 ], [ 7498, 4246, 3252, 7498, 4246, 3252 ], [ 0, 0, 567.847172, 0, 0, 567.847172 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302736, 639332, -583333, -234270, -213319, -582222 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1561161600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760365195698, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|