Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174006.1744 | 82039.2985 | 91966.8759 | 295957.585 | 92669.0854 | 203288.4996 |
Total P&L (%) | 174.0062 | 82.0393 | 91.9669 | 295.9576 | 92.6691 | 203.2885 |
Avg Daily Profit (%) | 0.2628 | 0.1239 | 0.1389 | 0.2081 | 0.0991 | 0.1677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44270 | -43062 | -42422 | -133747 | -156386 | -41409 |
Profit Factor | 1.8194 | 1.8029 | 1.8347 | 1.7321 | 1.3815 | 2.2599 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 40 | 36 | 44 | 40 | 36 | 44 |
Ratio Avg Win / Avg Loss | 2.7291 | 3.2051 | 2.3351 | 2.5982 | 2.456 | 2.8763 |
Largest Winning Trade | 39553 | 39553 | 29238 | 96280 | 96280 | 61145 |
Largest Losing Trade | -13418 | -7274 | -13418 | -25656 | -25656 | -19405 |
Avg Bars in Trades | 153 | 146 | 159 | 153 | 146 | 159 |
Avg Bars in Winners | 253 | 258 | 248 | 253 | 258 | 248 |
Avg Bars in Losers | 86 | 83 | 89 | 86 | 83 | 89 |
Bars Traded | 15310 | 7339 | 7970 | 15310 | 7339 | 7970 |
Profit Streak | 420.4718 | 425.6385 | 0 | 420.4718 | 425.6385 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304270 | -209206 | -186626 | 281361 | -244013 | -170862 |
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669446000000, "last_datapoint_time": 1725933600000, "evaluation_time": 1760411966054, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 200, "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": [ [ 174006.1743869905, 82039.298493135, 91966.8758938555, 295957.5849630648, 92669.0853755793, 203288.4995874855 ], [ 174.006174, 82.039298, 91.966876, 295.957585, 92.669085, 203.2885 ], [ 0.262817, 0.123911, 0.138906, 0.208067, 0.099101, 0.167721 ], [ 10, 10, 10, 10, 10, 10 ], [ -44270, -43062, -42422, -133747, -156386, -41409 ], [ 1.819389, 1.802864, 1.834714, 1.732127, 1.381523, 2.259916 ], [ 100, 50, 50, 100, 50, 50 ], [ 40, 18, 22, 40, 18, 22 ], [ 60, 32, 28, 60, 32, 28 ], [ 40, 36, 44, 40, 36, 44 ], [ 2.729083, 3.205092, 2.335091, 2.598191, 2.456041, 2.876256 ], [ 39553, 39553, 29238, 96280, 96280, 61145 ], [ -13418, -7274, -13418, -25656, -25656, -19405 ], [ 153, 146, 159, 153, 146, 159 ], [ 253, 258, 248, 253, 258, 248 ], [ 86, 83, 89, 86, 83, 89 ], [ 15310, 7339, 7970, 15310, 7339, 7970 ], [ 420.471829, 425.638496, 0, 420.471829, 425.638496, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304270, -209206, -186626, 281361, -244013, -170862 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669446000000, "last_datapoint_time": 1725933600000, "evaluation_time": 1760411966054, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 200, "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) |
---|