| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -5300818.649 | 19739.3838 | -5320558.0328 | -1395716.1613 | 9739627.6801 | -11135343.8415 |
| Total P&L (%) | -5300.8186 | 19.7394 | -5320.558 | -1395.7162 | 9739.6277 | -11135.3438 |
| Avg Daily Profit (%) | -2.699 | 0.0101 | -2.709 | 0 | 0.2339 | 0 |
| Buy And Hold Return (%) | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 |
| Max Trade Drawdown | -5493580 | -137673 | -5427446 | -29283092 | -11806064 | -23130678 |
| Profit Factor | 0.0731 | 1.1011 | 0.0367 | 0.9676 | 1.747 | 0.6286 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 50 | 24 | 26 | 40 | 22 | 18 |
| Losing Trades | 24 | 13 | 11 | 34 | 15 | 19 |
| Profitability (%) | 67.5676 | 64.8649 | 70.2703 | 54.0541 | 59.4595 | 48.6486 |
| Ratio Avg Win / Avg Loss | 0.0351 | 0.5964 | 0.0155 | 0.8224 | 1.1912 | 0.6635 |
| Largest Winning Trade | 34662 | 28337 | 34662 | 13881959 | 13881959 | 8344209 |
| Largest Losing Trade | -5300838 | -60830 | -5300838 | -23027682 | -5260079 | -23027682 |
| Avg Bars in Trades | 50 | 52 | 49 | 50 | 52 | 49 |
| Avg Bars in Winners | 23 | 27 | 20 | 62 | 62 | 62 |
| Avg Bars in Losers | 107 | 98 | 118 | 37 | 36 | 37 |
| Bars Traded | 3762 | 1930 | 1831 | 3762 | 1930 | 1831 |
| Profit Streak | 407.9029 | 0 | 562.9029 | 0 | 631.9029 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -646415 | -454267 | -577185 | -648752 | 427945 | -581298 |
{
"trading_pair": "MATIC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3928,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561723200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759570813422,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 160,
"offset": 0,
"std": 2.17538
}
}
} {
"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": [
[
-5300818.649001847,
19739.3837937398,
-5320558.032795587,
-1395716.1613238533,
9739627.68013152,
-11135343.841455372
],
[
-5300.818649,
19.739384,
-5320.558033,
-1395.716161,
9739.62768,
-11135.343841
],
[
-2.698991,
0.010051,
-2.709042,
0,
0.233929,
0
],
[
1876.041667,
1876.041667,
1876.041667,
1876.041667,
1876.041667,
1876.041667
],
[
-5493580,
-137673,
-5427446,
-29283092,
-11806064,
-23130678
],
[
0.073063,
1.10107,
0.036713,
0.967554,
1.747033,
0.628557
],
[
74,
37,
37,
74,
37,
37
],
[
50,
24,
26,
40,
22,
18
],
[
24,
13,
11,
34,
15,
19
],
[
67.567568,
64.864865,
70.27027,
54.054054,
59.459459,
48.648649
],
[
0.03507,
0.596413,
0.015533,
0.822421,
1.191159,
0.663477
],
[
34662,
28337,
34662,
13881959,
13881959,
8344209
],
[
-5300838,
-60830,
-5300838,
-23027682,
-5260079,
-23027682
],
[
50,
52,
49,
50,
52,
49
],
[
23,
27,
20,
62,
62,
62
],
[
107,
98,
118,
37,
36,
37
],
[
3762,
1930,
1831,
3762,
1930,
1831
],
[
407.902933,
0,
562.902933,
0,
631.902933,
0
],
[
1,
0,
2,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-646415,
-454267,
-577185,
-648752,
427945,
-581298
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3928,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561723200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759570813422,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 160,
"offset": 0,
"std": 2.17538
}
}
}
| # | 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) |
|---|