Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5306547.7722 | 5439731.9842 | -133184.212 | 60138.1634 | 234309.0934 | -174170.93 |
Total P&L (%) | 5306.5478 | 5439.732 | -133.1842 | 60.1382 | 234.3091 | -174.1709 |
Avg Daily Profit (%) | 2.7019 | 2.7697 | -0.0678 | 0.024 | 0.0615 | 0 |
Buy And Hold Return (%) | 1824.9112 | 1824.9112 | 1824.9112 | 1824.9112 | 1824.9112 | 1824.9112 |
Max Trade Drawdown | -209039 | -69725 | -209420 | -370890 | -176839 | -255384 |
Profit Factor | 10.1948 | 21.0931 | 0.5653 | 1.0715 | 1.5351 | 0.5685 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 36.1111 | 38.8889 | 33.3333 | 36.1111 | 38.8889 | 33.3333 |
Ratio Avg Win / Avg Loss | 18.037 | 33.1462 | 1.1306 | 1.8957 | 2.4123 | 1.1369 |
Largest Winning Trade | 5523700 | 5523700 | 48528 | 375034 | 375034 | 71429 |
Largest Losing Trade | -65398 | -51751 | -65398 | -111840 | -111840 | -85291 |
Avg Bars in Trades | 78 | 75 | 80 | 78 | 75 | 80 |
Avg Bars in Winners | 147 | 136 | 161 | 147 | 136 | 161 |
Avg Bars in Losers | 39 | 37 | 40 | 39 | 37 | 40 |
Bars Traded | 5634 | 2729 | 2905 | 5634 | 2729 | 2905 |
Profit Streak | 0 | 0 | 561.9153 | 0 | 0 | 561.9153 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69026 | 574300 | -585011 | -556595 | -278315 | -585011 |
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{ "first_band": { "type": "ema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 3 } } }
{ "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": [ [ 5306547.772200385, 5439731.9842079235, -133184.2120075398, 60138.163383078, 234309.0933909067, -174170.9300078287 ], [ 5306.547772, 5439.731984, -133.184212, 60.138163, 234.309093, -174.17093 ], [ 2.701908, 2.769721, -0.067813, 0.023978, 0.06147, 0 ], [ 1824.911213, 1824.911213, 1824.911213, 1824.911213, 1824.911213, 1824.911213 ], [ -209039, -69725, -209420, -370890, -176839, -255384 ], [ 10.19482, 21.093058, 0.565321, 1.071466, 1.535083, 0.568463 ], [ 72, 36, 36, 72, 36, 36 ], [ 26, 14, 12, 26, 14, 12 ], [ 46, 22, 24, 46, 22, 24 ], [ 36.111111, 38.888889, 33.333333, 36.111111, 38.888889, 33.333333 ], [ 18.036989, 33.146234, 1.130642, 1.89567, 2.412274, 1.136925 ], [ 5523700, 5523700, 48528, 375034, 375034, 71429 ], [ -65398, -51751, -65398, -111840, -111840, -85291 ], [ 78, 75, 80, 78, 75, 80 ], [ 147, 136, 161, 147, 136, 161 ], [ 39, 37, 40, 39, 37, 40 ], [ 5634, 2729, 2905, 5634, 2729, 2905 ], [ 0, 0, 561.915343, 0, 0, 561.915343 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69026, 574300, -585011, -556595, -278315, -585011 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1561680000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759931885665, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 3 } } }
# | 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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