Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1694673.0347 | 76892.2808 | -1771565.3155 | -31764.5846 | -4106418.5003 | 4074653.9157 |
Total P&L (%) | -1694.673 | 76.8923 | -1771.5653 | -31.7646 | -4106.4185 | 4074.6539 |
Avg Daily Profit (%) | -0.8633 | 0.0392 | -0.9025 | -0.0195 | 0 | 0.1903 |
Buy And Hold Return (%) | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 |
Max Trade Drawdown | -1914072 | -143659 | -1903201 | -4520204 | -4322242 | -2505469 |
Profit Factor | 0.2952 | 1.2695 | 0.1641 | 0.9971 | 0.1967 | 1.7192 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 59 | 27 | 32 | 53 | 23 | 30 |
Losing Trades | 35 | 20 | 15 | 41 | 24 | 17 |
Profitability (%) | 62.766 | 57.4468 | 68.0851 | 56.383 | 48.9362 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.1751 | 0.9404 | 0.0769 | 0.7713 | 0.2052 | 0.9742 |
Largest Winning Trade | 52849 | 47964 | 52849 | 8370033 | 568713 | 8370033 |
Largest Losing Trade | -1501599 | -62041 | -1501599 | -1602854 | -1602854 | -1394383 |
Avg Bars in Trades | 122 | 124 | 119 | 122 | 124 | 119 |
Avg Bars in Winners | 57 | 58 | 56 | 64 | 64 | 65 |
Avg Bars in Losers | 231 | 214 | 255 | 196 | 182 | 215 |
Bars Traded | 11492 | 5870 | 5622 | 11492 | 5870 | 5622 |
Profit Streak | 405.4299 | 0 | 560.5966 | 405.4299 | 0 | 560.5966 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578286 | -307078 | -577001 | -579114 | -581110 | 323723 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558368000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759241947066, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 119, "offset": 25 } } }
{ "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": [ [ -1694673.0347009678, 76892.2808016264, -1771565.315502594, -31764.5845650915, -4106418.5002939543, 4074653.9157288643 ], [ -1694.673035, 76.892281, -1771.565316, -31.764585, -4106.4185, 4074.653916 ], [ -0.863308, 0.039171, -0.902479, -0.019469, 0, 0.190278 ], [ 1164.666667, 1164.666667, 1164.666667, 1164.666667, 1164.666667, 1164.666667 ], [ -1914072, -143659, -1903201, -4520204, -4322242, -2505469 ], [ 0.295224, 1.269499, 0.164057, 0.997053, 0.196694, 1.719197 ], [ 94, 47, 47, 94, 47, 47 ], [ 59, 27, 32, 53, 23, 30 ], [ 35, 20, 15, 41, 24, 17 ], [ 62.765957, 57.446809, 68.085106, 56.382979, 48.93617, 63.829787 ], [ 0.175133, 0.94037, 0.076902, 0.771305, 0.205246, 0.974212 ], [ 52849, 47964, 52849, 8370033, 568713, 8370033 ], [ -1501599, -62041, -1501599, -1602854, -1602854, -1394383 ], [ 122, 124, 119, 122, 124, 119 ], [ 57, 58, 56, 64, 64, 65 ], [ 231, 214, 255, 196, 182, 215 ], [ 11492, 5870, 5622, 11492, 5870, 5622 ], [ 405.429943, 0, 560.596609, 405.429943, 0, 560.59661 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578286, -307078, -577001, -579114, -581110, 323723 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558368000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759241947066, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 119, "offset": 25 } } }
# | 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) |
---|