Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1591200.3012 | 194297.8999 | -1785498.2011 | 295031.871 | -14750967.9651 | 15045999.8361 |
Total P&L (%) | -1591.2003 | 194.2979 | -1785.4982 | 295.0319 | -14750.968 | 15045.9998 |
Avg Daily Profit (%) | -0.8104 | 0.099 | -0.9093 | 0.07 | 0 | 0.256 |
Buy And Hold Return (%) | 1665.4723 | 1665.4723 | 1665.4723 | 1665.4723 | 1665.4723 | 1665.4723 |
Max Trade Drawdown | -1892156 | -85277 | -1952325 | -21542148 | -15726946 | -11338075 |
Profit Factor | 0.3458 | 1.7468 | 0.1779 | 1.0078 | 0.2115 | 1.7913 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 63 | 31 | 32 | 63 | 30 | 33 |
Losing Trades | 31 | 16 | 15 | 31 | 17 | 14 |
Profitability (%) | 67.0213 | 65.9574 | 68.0851 | 67.0213 | 63.8298 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.1701 | 0.9016 | 0.0834 | 0.4959 | 0.1198 | 0.76 |
Largest Winning Trade | 100034 | 100034 | 52419 | 30412131 | 959655 | 30412131 |
Largest Losing Trade | -1671953 | -58703 | -1671953 | -10980135 | -10326980 | -10980135 |
Avg Bars in Trades | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Winners | 45 | 50 | 40 | 45 | 47 | 44 |
Avg Bars in Losers | 152 | 135 | 170 | 151 | 134 | 171 |
Bars Traded | 7572 | 3712 | 3860 | 7572 | 3712 | 3860 |
Profit Streak | 404.7816 | 0 | 557.7816 | 404.7816 | 0 | 557.7816 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577457 | -223960 | -577001 | -475532 | -578904 | 474796 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560578400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758998728765, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 199, "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": [ [ -1591200.3011944252, 194297.8998891769, -1785498.2010836024, 295031.8709679283, -14750967.965113802, 15045999.836081726 ], [ -1591.200301, 194.2979, -1785.498201, 295.031871, -14750.967965, 15045.999836 ], [ -0.81039, 0.098955, -0.909345, 0.069991, 0, 0.256009 ], [ 1665.472313, 1665.472313, 1665.472313, 1665.472313, 1665.472313, 1665.472313 ], [ -1892156, -85277, -1952325, -21542148, -15726946, -11338075 ], [ 0.345754, 1.746844, 0.17793, 1.007822, 0.211471, 1.791344 ], [ 94, 47, 47, 94, 47, 47 ], [ 63, 31, 32, 63, 30, 33 ], [ 31, 16, 15, 31, 17, 14 ], [ 67.021277, 65.957447, 68.085106, 67.021277, 63.829787, 70.212766 ], [ 0.170133, 0.901597, 0.083405, 0.495912, 0.119834, 0.759964 ], [ 100034, 100034, 52419, 30412131, 959655, 30412131 ], [ -1671953, -58703, -1671953, -10980135, -10326980, -10980135 ], [ 80, 78, 82, 80, 78, 82 ], [ 45, 50, 40, 45, 47, 44 ], [ 152, 135, 170, 151, 134, 171 ], [ 7572, 3712, 3860, 7572, 3712, 3860 ], [ 404.781583, 0, 557.781583, 404.781583, 0, 557.781583 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577457, -223960, -577001, -475532, -578904, 474796 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560578400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758998728765, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 199, "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) |
---|