Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1651081.547 | 181416.7644 | -1832498.3114 | 1823872.5029 | -31632972.3928 | 33456844.8957 |
Total P&L (%) | -1651.0815 | 181.4168 | -1832.4983 | 1823.8725 | -31632.9724 | 33456.8449 |
Avg Daily Profit (%) | -0.8409 | 0.0924 | -0.9333 | 0.1507 | 0 | 0.2966 |
Buy And Hold Return (%) | 1234.0366 | 1234.0366 | 1234.0366 | 1234.0366 | 1234.0366 | 1234.0366 |
Max Trade Drawdown | -2022390 | -114329 | -1997871 | -33939606 | -32656996 | -21759101 |
Profit Factor | 0.3176 | 1.6891 | 0.1502 | 1.0228 | 0.2284 | 1.8546 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 54 | 28 | 26 | 52 | 26 | 26 |
Losing Trades | 26 | 12 | 14 | 28 | 14 | 14 |
Profitability (%) | 67.5 | 70 | 65 | 65 | 65 | 65 |
Ratio Avg Win / Avg Loss | 0.1529 | 0.7239 | 0.0809 | 0.5507 | 0.123 | 0.9986 |
Largest Winning Trade | 66812 | 57549 | 66812 | 65896405 | 5476508 | 65896405 |
Largest Losing Trade | -1692827 | -61293 | -1692827 | -18223012 | -12011519 | -18223012 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 55 | 56 | 54 | 59 | 58 | 59 |
Avg Bars in Losers | 178 | 196 | 163 | 162 | 171 | 153 |
Bars Traded | 7632 | 3930 | 3702 | 7632 | 3930 | 3702 |
Profit Streak | 435.807 | 435.807 | 565.307 | 435.807 | 435.807 | 565.307 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -600670 | -231762 | -577454 | -226837 | -578220 | 465447 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558612800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759886526095, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 65, "offset": 0, "std": 3.76906 } } }
{ "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": [ [ -1651081.5469881892, 181416.7643980375, -1832498.311386227, 1823872.502892315, -31632972.392836485, 33456844.89572879 ], [ -1651.081547, 181.416764, -1832.498311, 1823.872503, -31632.972393, 33456.844896 ], [ -0.840887, 0.092395, -0.933282, 0.150708, 0, 0.296636 ], [ 1234.036568, 1234.036568, 1234.036568, 1234.036568, 1234.036568, 1234.036568 ], [ -2022390, -114329, -1997871, -33939606, -32656996, -21759101 ], [ 0.317642, 1.689143, 0.150213, 1.022756, 0.228415, 1.854554 ], [ 80, 40, 40, 80, 40, 40 ], [ 54, 28, 26, 52, 26, 26 ], [ 26, 12, 14, 28, 14, 14 ], [ 67.5, 70, 65, 65, 65, 65 ], [ 0.152939, 0.723918, 0.080884, 0.550715, 0.122993, 0.998606 ], [ 66812, 57549, 66812, 65896405, 5476508, 65896405 ], [ -1692827, -61293, -1692827, -18223012, -12011519, -18223012 ], [ 95, 98, 92, 95, 98, 92 ], [ 55, 56, 54, 59, 58, 59 ], [ 178, 196, 163, 162, 171, 153 ], [ 7632, 3930, 3702, 7632, 3930, 3702 ], [ 435.807015, 435.807015, 565.307015, 435.807015, 435.807015, 565.307015 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -600670, -231762, -577454, -226837, -578220, 465447 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558612800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759886526095, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 65, "offset": 0, "std": 3.76906 } } }
# | 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) |
---|