Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5076856.2639 | 5112402.5109 | -35546.247 | 1555333.7131 | 3472648.7767 | -1917315.0636 |
Total P&L (%) | 5076.8563 | 5112.4025 | -35.5462 | 1555.3337 | 3472.6488 | -1917.3151 |
Avg Daily Profit (%) | 2.9811 | 3.002 | -0.0209 | 0.1649 | 0.2102 | 0 |
Buy And Hold Return (%) | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 | 2093.0636 |
Max Trade Drawdown | -97268 | -82158 | -62950 | -4181358 | -3470403 | -2464169 |
Profit Factor | 13.6974 | 20.0411 | 0.7294 | 1.1239 | 1.4321 | 0.575 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 39.1892 | 35.1351 | 43.2432 | 39.1892 | 35.1351 | 43.2432 |
Ratio Avg Win / Avg Loss | 21.2546 | 36.999 | 0.9573 | 1.744 | 2.6438 | 0.7547 |
Largest Winning Trade | 5071102 | 5071102 | 37582 | 5715741 | 5715741 | 1155419 |
Largest Losing Trade | -44807 | -37381 | -44807 | -2232042 | -1798547 | -2232042 |
Avg Bars in Trades | 264 | 490 | 38 | 264 | 490 | 38 |
Avg Bars in Winners | 485 | 1016 | 55 | 485 | 1016 | 55 |
Avg Bars in Losers | 121 | 205 | 26 | 121 | 205 | 26 |
Bars Traded | 19569 | 18131 | 1438 | 19569 | 18131 | 1438 |
Profit Streak | 392.8028 | 393.3861 | 0 | 392.8028 | 393.3861 | 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 | -52860 | 521191 | -583400 | -313517 | -4224 | -583400 |
{ "trading_pair": "MATIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20436, "evaluation_days": 1703, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580356800000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759562157842, "expiration_time": 1731230611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 227, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "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": [ [ 5076856.2638933305, 5112402.510871177, -35546.2469778441, 1555333.7131003719, 3472648.776745932, -1917315.0636455591 ], [ 5076.856264, 5112.402511, -35.546247, 1555.333713, 3472.648777, -1917.315064 ], [ 2.981125, 3.001998, -0.020873, 0.164938, 0.210197, 0 ], [ 2093.063584, 2093.063584, 2093.063584, 2093.063584, 2093.063584, 2093.063584 ], [ -97268, -82158, -62950, -4181358, -3470403, -2464169 ], [ 13.697381, 20.041122, 0.729362, 1.12394, 1.43206, 0.575034 ], [ 74, 37, 37, 74, 37, 37 ], [ 29, 13, 16, 29, 13, 16 ], [ 45, 24, 21, 45, 24, 21 ], [ 39.189189, 35.135135, 43.243243, 39.189189, 35.135135, 43.243243 ], [ 21.254556, 36.998995, 0.957287, 1.744045, 2.643804, 0.754732 ], [ 5071102, 5071102, 37582, 5715741, 5715741, 1155419 ], [ -44807, -37381, -44807, -2232042, -1798547, -2232042 ], [ 264, 490, 38, 264, 490, 38 ], [ 485, 1016, 55, 485, 1016, 55 ], [ 121, 205, 26, 121, 205, 26 ], [ 19569, 18131, 1438, 19569, 18131, 1438 ], [ 392.802753, 393.386086, 0, 392.802753, 393.386086, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52860, 521191, -583400, -313517, -4224, -583400 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20436, "evaluation_days": 1703, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580356800000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759562157842, "expiration_time": 1731230611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 227, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "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) |
---|