Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4824415.0809 | 117819.7834 | -4942234.8644 | -2905311.3508 | 11104821.669 | -14010133.0198 |
Total P&L (%) | -4824.4151 | 117.8198 | -4942.2349 | -2905.3114 | 11104.8217 | -14010.133 |
Avg Daily Profit (%) | -2.4564 | 0.06 | -2.5164 | 0 | 0.2406 | 0 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -5077714 | -82651 | -5073852 | -19512860 | -4681554 | -17593181 |
Profit Factor | 0.1153 | 1.5464 | 0.0564 | 0.9177 | 2.1913 | 0.4611 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 19 | 18 | 33 | 18 | 15 |
Losing Trades | 25 | 12 | 13 | 29 | 13 | 16 |
Profitability (%) | 59.6774 | 61.2903 | 58.0645 | 53.2258 | 58.0645 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.0779 | 0.9766 | 0.0407 | 0.8065 | 1.5826 | 0.4918 |
Largest Winning Trade | 59215 | 59215 | 58811 | 12986634 | 12986634 | 2591338 |
Largest Losing Trade | -4970805 | -68044 | -4970805 | -16177131 | -3949398 | -16177131 |
Avg Bars in Trades | 92 | 95 | 88 | 92 | 95 | 88 |
Avg Bars in Winners | 54 | 59 | 50 | 101 | 108 | 93 |
Avg Bars in Losers | 146 | 152 | 142 | 81 | 76 | 85 |
Bars Traded | 5706 | 2948 | 2758 | 5706 | 2948 | 2758 |
Profit Streak | 430.7941 | 430.7941 | 553.4608 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736684 | -276665 | -578438 | -738859 | 479371 | -581445 |
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{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 3.52489 } }, "second_band": { "type": "sinwma", "factors": { "length": 119, "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": [ [ -4824415.080932829, 117819.7834306183, -4942234.864363446, -2905311.3507740675, 11104821.669001216, -14010133.019775284 ], [ -4824.415081, 117.819783, -4942.234864, -2905.311351, 11104.821669, -14010.13302 ], [ -2.456423, 0.05999, -2.516413, 0, 0.24056, 0 ], [ 1673.72604, 1673.72604, 1673.72604, 1673.72604, 1673.72604, 1673.72604 ], [ -5077714, -82651, -5073852, -19512860, -4681554, -17593181 ], [ 0.115277, 1.546356, 0.056353, 0.917741, 2.19134, 0.461099 ], [ 62, 31, 31, 62, 31, 31 ], [ 37, 19, 18, 33, 18, 15 ], [ 25, 12, 13, 29, 13, 16 ], [ 59.677419, 61.290323, 58.064516, 53.225806, 58.064516, 48.387097 ], [ 0.07789, 0.976646, 0.040699, 0.806499, 1.582634, 0.491839 ], [ 59215, 59215, 58811, 12986634, 12986634, 2591338 ], [ -4970805, -68044, -4970805, -16177131, -3949398, -16177131 ], [ 92, 95, 88, 92, 95, 88 ], [ 54, 59, 50, 101, 108, 93 ], [ 146, 152, 142, 81, 76, 85 ], [ 5706, 2948, 2758, 5706, 2948, 2758 ], [ 430.794095, 430.794095, 553.460762, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -736684, -276665, -578438, -738859, 479371, -581445 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1559664000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759028609804, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 3.52489 } }, "second_band": { "type": "sinwma", "factors": { "length": 119, "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) |
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