Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4736346.1989 | 93786.0425 | -4830132.2414 | -3566505.4882 | 15072716.4535 | -18639221.9417 |
Total P&L (%) | -4736.3462 | 93.786 | -4830.1322 | -3566.5055 | 15072.7165 | -18639.2219 |
Avg Daily Profit (%) | -2.4116 | 0.0478 | -2.4593 | 0 | 0.256 | 0 |
Buy And Hold Return (%) | 2659.2727 | 2659.2727 | 2659.2727 | 2659.2727 | 2659.2727 | 2659.2727 |
Max Trade Drawdown | -4986453 | -107644 | -4912115 | -45497199 | -8791849 | -36705349 |
Profit Factor | 0.1019 | 1.4051 | 0.042 | 0.9491 | 1.6973 | 0.6153 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 42 | 21 | 21 | 42 | 22 | 20 |
Losing Trades | 31 | 15 | 16 | 31 | 14 | 17 |
Profitability (%) | 57.5342 | 58.3333 | 56.7568 | 57.5342 | 61.1111 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.0752 | 1.0036 | 0.032 | 0.7005 | 1.0801 | 0.523 |
Largest Winning Trade | 51018 | 51018 | 49421 | 11321154 | 11321154 | 7405249 |
Largest Losing Trade | -4834960 | -49914 | -4834960 | -35326226 | -8791849 | -35326226 |
Avg Bars in Trades | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Winners | 36 | 51 | 21 | 54 | 65 | 41 |
Avg Bars in Losers | 69 | 64 | 74 | 45 | 42 | 47 |
Bars Traded | 3684 | 2050 | 1634 | 3684 | 2050 | 1634 |
Profit Streak | 399.6083 | 0 | 554.6083 | 0 | 592.6083 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655215 | -293109 | -578937 | -655801 | 436690 | -580247 |
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1563408000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759286160103, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 166, "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": [ [ -4736346.198855151, 93786.042496042, -4830132.241351193, -3566505.4882318685, 15072716.453469247, -18639221.941701103 ], [ -4736.346199, 93.786042, -4830.132241, -3566.505488, 15072.716453, -18639.221942 ], [ -2.411582, 0.047753, -2.459334, 0, 0.256034, 0 ], [ 2659.272727, 2659.272727, 2659.272727, 2659.272727, 2659.272727, 2659.272727 ], [ -4986453, -107644, -4912115, -45497199, -8791849, -36705349 ], [ 0.101863, 1.405067, 0.042019, 0.949098, 1.697299, 0.615289 ], [ 73, 36, 37, 73, 36, 37 ], [ 42, 21, 21, 42, 22, 20 ], [ 31, 15, 16, 31, 14, 17 ], [ 57.534247, 58.333333, 56.756757, 57.534247, 61.111111, 54.054054 ], [ 0.075185, 1.003619, 0.032014, 0.700525, 1.0801, 0.522996 ], [ 51018, 51018, 49421, 11321154, 11321154, 7405249 ], [ -4834960, -49914, -4834960, -35326226, -8791849, -35326226 ], [ 50, 56, 44, 50, 56, 44 ], [ 36, 51, 21, 54, 65, 41 ], [ 69, 64, 74, 45, 42, 47 ], [ 3684, 2050, 1634, 3684, 2050, 1634 ], [ 399.608334, 0, 554.608334, 0, 592.608335, 0 ], [ 1, 0, 2, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -655215, -293109, -578937, -655801, 436690, -580247 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1563408000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759286160103, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 166, "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) |
---|