Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17844.3787 | -18137.628 | 35982.0067 | 5662.6321 | -14742.2706 | 20404.9027 |
Total P&L (%) | 17.8444 | -18.1376 | 35.982 | 5.6626 | -14.7423 | 20.4049 |
Avg Daily Profit (%) | 0.1263 | -0.1284 | 0.2546 | 0.039 | -0.1128 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69799 | -49130 | -21582 | -52120 | -34810 | -17516 |
Profit Factor | 1.1654 | 0.6962 | 1.7464 | 1.077 | 0.644 | 1.6348 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
Ratio Avg Win / Avg Loss | 1.4065 | 1.1603 | 1.5409 | 1.2998 | 1.0734 | 1.4425 |
Largest Winning Trade | 26167 | 22113 | 26167 | 21914 | 15165 | 21914 |
Largest Losing Trade | -10274 | -10005 | -10274 | -9285 | -9186 | -9285 |
Avg Bars in Trades | 100 | 87 | 113 | 100 | 87 | 113 |
Avg Bars in Winners | 145 | 123 | 161 | 145 | 123 | 161 |
Avg Bars in Losers | 63 | 66 | 59 | 63 | 66 | 59 |
Bars Traded | 6449 | 2812 | 3637 | 6449 | 2812 | 3637 |
Profit Streak | 427.6373 | 427.9915 | 427.6373 | 427.6373 | 427.9915 | 427.6373 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217320 | -584421 | 315929 | -588390 | -584421 | -22160 |
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{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 123 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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": [ [ 17844.378694088, -18137.6280097403, 35982.0067038283, 5662.6321443353, -14742.2705674156, 20404.902711751 ], [ 17.844379, -18.137628, 35.982007, 5.662632, -14.742271, 20.404903 ], [ 0.126278, -0.128353, 0.254632, 0.038987, -0.112803, 0.131493 ], [ 10, 10, 10, 10, 10, 10 ], [ -69799, -49130, -21582, -52120, -34810, -17516 ], [ 1.165374, 0.696156, 1.746369, 1.076983, 0.644017, 1.634794 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 12, 17, 29, 12, 17 ], [ 35, 20, 15, 35, 20, 15 ], [ 45.3125, 37.5, 53.125, 45.3125, 37.5, 53.125 ], [ 1.406486, 1.160259, 1.540914, 1.299807, 1.073362, 1.442466 ], [ 26167, 22113, 26167, 21914, 15165, 21914 ], [ -10274, -10005, -10274, -9285, -9186, -9285 ], [ 100, 87, 113, 100, 87, 113 ], [ 145, 123, 161, 145, 123, 161 ], [ 63, 66, 59, 63, 66, 59 ], [ 6449, 2812, 3637, 6449, 2812, 3637 ], [ 427.63729, 427.991456, 427.63729, 427.63729, 427.991457, 427.63729 ], [ 8, 4, 4, 8, 4, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -217320, -584421, 315929, -588390, -584421, -22160 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 6783, "evaluation_days": 141.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714089600000, "last_datapoint_time": 1725935400000, "evaluation_time": 1759160861847, "expiration_time": 1728527400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 123 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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) |
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