Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6126996.6812 | 93680.3417 | -6220677.0229 | -2962798.1184 | 25345729.7628 | -28308527.8812 |
Total P&L (%) | -6126.9967 | 93.6803 | -6220.677 | -2962.7981 | 25345.7298 | -28308.5279 |
Avg Daily Profit (%) | -3.1212 | 0.0477 | -3.169 | 0 | 0.2826 | 0 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -6408282 | -85454 | -6336768 | -55253475 | -3970425 | -58951508 |
Profit Factor | 0.0868 | 1.4905 | 0.0457 | 0.9649 | 3.5166 | 0.6189 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 24 | 19 | 39 | 21 | 18 |
Losing Trades | 29 | 12 | 17 | 33 | 15 | 18 |
Profitability (%) | 59.7222 | 66.6667 | 52.7778 | 54.1667 | 58.3333 | 50 |
Ratio Avg Win / Avg Loss | 0.0585 | 0.7452 | 0.0409 | 0.8164 | 2.5119 | 0.6189 |
Largest Winning Trade | 62670 | 53710 | 62670 | 18531180 | 18531180 | 15045230 |
Largest Losing Trade | -6229666 | -62520 | -6229666 | -48929740 | -1747822 | -48929740 |
Avg Bars in Trades | 156 | 163 | 150 | 156 | 163 | 150 |
Avg Bars in Winners | 96 | 109 | 79 | 179 | 191 | 165 |
Avg Bars in Losers | 246 | 271 | 228 | 130 | 124 | 134 |
Bars Traded | 11291 | 5887 | 5404 | 11291 | 5887 | 5404 |
Profit Streak | 401.6667 | 0 | 557.1667 | 0 | 597.1667 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662431 | -293213 | -579836 | -663737 | 616036 | -580780 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559678400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759320003914, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -6126996.681202915, 93680.3416841256, -6220677.022887042, -2962798.118403008, 25345729.762775283, -28308527.8811783 ], [ -6126.996681, 93.680342, -6220.677023, -2962.798118, 25345.729763, -28308.527881 ], [ -3.121241, 0.047723, -3.168964, 0, 0.282575, 0 ], [ 1673.72604, 1673.72604, 1673.72604, 1673.72604, 1673.72604, 1673.72604 ], [ -6408282, -85454, -6336768, -55253475, -3970425, -58951508 ], [ 0.086814, 1.490491, 0.045686, 0.964873, 3.516642, 0.618859 ], [ 72, 36, 36, 72, 36, 36 ], [ 43, 24, 19, 39, 21, 18 ], [ 29, 12, 17, 33, 15, 18 ], [ 59.722222, 66.666667, 52.777778, 54.166667, 58.333333, 50 ], [ 0.058549, 0.745245, 0.040877, 0.816431, 2.511887, 0.618859 ], [ 62670, 53710, 62670, 18531180, 18531180, 15045230 ], [ -6229666, -62520, -6229666, -48929740, -1747822, -48929740 ], [ 156, 163, 150, 156, 163, 150 ], [ 96, 109, 79, 179, 191, 165 ], [ 246, 271, 228, 130, 124, 134 ], [ 11291, 5887, 5404, 11291, 5887, 5404 ], [ 401.666712, 0, 557.166712, 0, 597.166712, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -662431, -293213, -579836, -663737, 616036, -580780 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559678400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759320003914, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "offset": 0, "scalar": 1 } } }
# | 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) |
---|