Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4156538.2848 | 4244922.8009 | -88384.5161 | 305819.9365 | 142156.1185 | 163663.818 |
Total P&L (%) | 4156.5383 | 4244.9228 | -88.3845 | 305.8199 | 142.1561 | 163.6638 |
Avg Daily Profit (%) | 2.1164 | 2.1614 | -0.045 | 0.0713 | 0.045 | 0.0494 |
Buy And Hold Return (%) | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 | 1644.3678 |
Max Trade Drawdown | -220700 | -54938 | -153267 | -332524 | -174347 | -227501 |
Profit Factor | 9.2935 | 21.1915 | 0.6962 | 1.3979 | 1.3777 | 1.4171 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 41.3793 | 44.8276 | 37.931 | 41.3793 | 44.8276 | 37.931 |
Ratio Avg Win / Avg Loss | 13.1658 | 26.0818 | 1.1393 | 1.9803 | 1.6957 | 2.319 |
Largest Winning Trade | 4247172 | 4247172 | 56048 | 171526 | 144821 | 171526 |
Largest Losing Trade | -62523 | -38592 | -62523 | -100737 | -79845 | -100737 |
Avg Bars in Trades | 64 | 63 | 66 | 64 | 63 | 66 |
Avg Bars in Winners | 102 | 94 | 111 | 102 | 94 | 111 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 3757 | 1836 | 1922 | 3757 | 1836 | 1922 |
Profit Streak | 0 | 0 | 603.7991 | 0 | 0 | 603.7991 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163546 | 623746 | -583276 | -444515 | -298925 | -295003 |
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{ "first_band": { "type": "ema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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": [ [ 4156538.2847939543, 4244922.800905556, -88384.5161116022, 305819.9365000463, 142156.118460498, 163663.8180395485 ], [ 4156.538285, 4244.922801, -88.384516, 305.819937, 142.156118, 163.663818 ], [ 2.116364, 2.161366, -0.045002, 0.071346, 0.045041, 0.049376 ], [ 1644.367816, 1644.367816, 1644.367816, 1644.367816, 1644.367816, 1644.367816 ], [ -220700, -54938, -153267, -332524, -174347, -227501 ], [ 9.293525, 21.191469, 0.696216, 1.397852, 1.377738, 1.417145 ], [ 58, 29, 29, 58, 29, 29 ], [ 24, 13, 11, 24, 13, 11 ], [ 34, 16, 18, 34, 16, 18 ], [ 41.37931, 44.827586, 37.931034, 41.37931, 44.827586, 37.931034 ], [ 13.165828, 26.081808, 1.139262, 1.98029, 1.695677, 2.318965 ], [ 4247172, 4247172, 56048, 171526, 144821, 171526 ], [ -62523, -38592, -62523, -100737, -79845, -100737 ], [ 64, 63, 66, 64, 63, 66 ], [ 102, 94, 111, 102, 94, 111 ], [ 38, 38, 38, 38, 38, 38 ], [ 3757, 1836, 1922, 3757, 1836, 1922 ], [ 0, 0, 603.799068, 0, 0, 603.799068 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163546, 623746, -583276, -444515, -298925, -295003 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560772800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759907439482, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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