Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6127676.8681 | 6225324.4668 | -97647.5988 | 530296.2018 | 595671.7601 | -65375.5583 |
Total P&L (%) | 6127.6769 | 6225.3245 | -97.6476 | 530.2962 | 595.6718 | -65.3756 |
Avg Daily Profit (%) | 3.1216 | 3.1713 | -0.0497 | 0.0938 | 0.0989 | -0.054 |
Buy And Hold Return (%) | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 | 1727.553 |
Max Trade Drawdown | -160911 | -58103 | -184872 | -464193 | -142687 | -349893 |
Profit Factor | 10.2198 | 27.678 | 0.7736 | 1.4667 | 2.6349 | 0.9153 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Losing Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Profitability (%) | 40.404 | 48.9796 | 32 | 40.404 | 48.9796 | 32 |
Ratio Avg Win / Avg Loss | 15.0743 | 28.8312 | 1.6439 | 2.1633 | 2.7447 | 1.945 |
Largest Winning Trade | 6217368 | 6217368 | 58661 | 555933 | 555933 | 232184 |
Largest Losing Trade | -36973 | -28745 | -36973 | -117568 | -97828 | -117568 |
Avg Bars in Trades | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Winners | 201 | 177 | 236 | 201 | 177 | 236 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 11241 | 5580 | 5661 | 11241 | 5580 | 5661 |
Profit Streak | 595.4938 | 620.4938 | 595.4938 | 595.4938 | 620.4938 | 595.4938 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 668699 | 786079 | -764472 | -233356 | -220668 | -764472 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559721600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759333867145, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 238, "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": [ [ 6127676.868058923, 6225324.466821493, -97647.5987625736, 530296.2018293163, 595671.7601135519, -65375.5582842357 ], [ 6127.676868, 6225.324467, -97.647599, 530.296202, 595.67176, -65.375558 ], [ 3.121588, 3.171332, -0.049744, 0.09383, 0.098862, -0.054015 ], [ 1727.552987, 1727.552987, 1727.552987, 1727.552987, 1727.552987, 1727.552987 ], [ -160911, -58103, -184872, -464193, -142687, -349893 ], [ 10.219833, 27.67795, 0.77358, 1.466666, 2.634891, 0.915317 ], [ 99, 49, 50, 99, 49, 50 ], [ 40, 24, 16, 40, 24, 16 ], [ 59, 25, 34, 59, 25, 34 ], [ 40.40404, 48.979592, 32, 40.40404, 48.979592, 32 ], [ 15.074253, 28.831198, 1.643858, 2.163332, 2.744678, 1.945048 ], [ 6217368, 6217368, 58661, 555933, 555933, 232184 ], [ -36973, -28745, -36973, -117568, -97828, -117568 ], [ 113, 113, 113, 113, 113, 113 ], [ 201, 177, 236, 201, 177, 236 ], [ 53, 52, 55, 53, 52, 55 ], [ 11241, 5580, 5661, 11241, 5580, 5661 ], [ 595.493833, 620.493833, 595.493833, 595.493833, 620.493833, 595.493833 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 668699, 786079, -764472, -233356, -220668, -764472 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559721600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759333867145, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 238, "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) |
---|